Variable Selection in PH Cure Model with Time-Varying Covariates

Implementation of the semi-parametric proportional-hazards (PH) of Sy and Taylor (2000) extended to time-varying covariates. Estimation and variable selection are based on the methodology described in Beretta and Heuchenne (2019) ; confidence intervals of the parameter estimates may be computed using a bootstrap approach. Moreover, data following the PH cure model may be simulated using a method similar to Hendry (2014) , where the event-times are generated on a continuous scale from a piecewise exponential distribution conditional on time-varying covariates.