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.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("PJFM")

0.1.0 by Jiehuan Sun, 2 years ago


Browse source code at https://github.com/cran/PJFM


Authors: Jiehuan Sun [aut, cre]


Documentation:   PDF Manual  


GPL-2 license


Imports Rcpp, survival, statmod, pracma, Matrix

Suggests splines

Linking to Rcpp, RcppArmadillo, RcppEnsmallen


See at CRAN