PJFM: Variational Inference for High-Dimensional Joint Frailty Model
Joint frailty models have been widely used to study the associations between recurrent events and a survival outcome. However, existing joint frailty models only consider one or a few recurrent events
and cannot deal with high-dimensional recurrent events. This package can be used to fit our recently developed penalized joint frailty model that can handle high-dimensional recurrent events.
Specifically, an adaptive lasso penalty is imposed on the parameters for the effects of the recurrent events on the survival outcome, which allows for variable selection.
Also, our algorithm is computationally efficient, which is based on the Gaussian variational approximation method.
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