frailtyMMpen - Efficient Algorithm for High-Dimensional Frailty Model
The penalized and non-penalized Minorize-Maximization (MM)
method for frailty models to fit the clustered data,
multi-event data and recurrent data. Least absolute shrinkage
and selection operator (LASSO), minimax concave penalty (MCP)
and smoothly clipped absolute deviation (SCAD) penalized
functions are implemented. All the methods are computationally
efficient. These general methods are proposed based on the
following papers, Huang, Xu and Zhou (2022)
<doi:10.3390/math10040538>, Huang, Xu and Zhou (2023)
<doi:10.1177/09622802221133554>.
