# General Frailty Models: Shared, Joint and Nested Frailty Models with Prediction; Evaluation of Failure-Time Surrogate Endpoints

## Documentation for package ‘frailtypack’ version 3.3.0

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Code demos. Use demo() to run them.
- Package NEWS.

## Help Pages

A B C D E F G H J L M N P R S T W

frailtypack-package | General Frailty models: shared, joint and nested frailty models with prediction; Evaluation of Failure-Time Surrogate Endpoints

## -- A --

additivePenal | Fit an Additive Frailty model using a semiparametric penalized likelihood estimation or a parametric estimation

## -- B --

bcos | Breast Cosmesis Data

## -- C --

CbootstrapFP | Concordance measures in shared frailty and Cox proportional hazard models
cindexes | Concordance measures in shared frailty and Cox proportional hazard models
cindexes.B | Concordance measures in shared frailty and Cox proportional hazard models
cindexes.frailty | Concordance measures in shared frailty and Cox proportional hazard models
cindexes.W | Concordance measures in shared frailty and Cox proportional hazard models
cluster | Identify clusters
Cmeasures | Concordance measures in shared frailty and Cox proportional hazard models
colorectal | Follow-up of metastatic colorectal cancer patients: times of new lesions appearance and death
colorectalLongi | Follow-up of metastatic colorectal cancer patients : longitudinal measurements of tumor size

## -- D --

dataAdditive | Simulated data as a gathering of clinical trials databases
dataMultiv | Simulated data for two types of recurrent events and a terminal event
dataNCC | Simulated data for recurrent events and a terminal event with weigths using nested case-control design
dataNested | Simulated data with two levels of grouping
dataOvarian | Advanced Ovarian Cancer dataset
Diffepoce | Difference of Expected Prognostic Observed Cross-Entropy (EPOCE) estimators and its 95% tracking interval between two joint models.

## -- E --

epoce | Estimators of the Expected Prognostic Observed Cross-Entropy (EPOCE) for evaluating predictive accuracy of joint models.
event2 | Identify event2 indicator

## -- F --

factor.names | Fit a Shared, Joint or Nested Frailty model
for | Fit a multivariate frailty model for two types of recurrent events and a terminal event.
frailty | Fit a multivariate frailty model for two types of recurrent events and a terminal event.
frailtypack | General Frailty models: shared, joint and nested frailty models with prediction; Evaluation of Failure-Time Surrogate Endpoints
frailtyPenal | Fit a Shared, Joint or Nested Frailty model

## -- G --

gastadj | Advanced Gastric Cancer dataset

## -- H --

hazard | Hazard function.

## -- J --

jointSurrCopSimul | Generate survival times for two endpoints using the joint frailty-copula model for surrogacy
jointSurroCopPenal | Fit the one-step Joint frailty-copula model for evaluating a canditate surrogate endpoint
jointSurroPenal | Fit the one-step Joint surrogate model for evaluating a canditate surrogate endpoint
jointSurroPenalSimul | Simulation studies based on the one-step Joint surrogate models for the evaluation of a canditate surrogate endpoint
jointSurroTKendall | Kendall's tau estimation using numerical integration methods
jointSurrSimul | Generate survival times for two endpoints using the joint frailty surrogate model

## -- L --

lines.additivePenal | Plot Method for an Additive frailty model.
lines.frailtyPenal | Plot Method for a Shared frailty model.
lines.jointNestedPenal | Plot method for a joint nested frailty model.
lines.jointPenal | Plot Method for a Joint frailty model.
lines.jointSurroPenal | Plot Method for the one-step Joint surrogate model for the evaluation of a canditate surrogate endpoint.
lines.longiPenal | Plot Method for a joint model for longitudinal data and a terminal event.
lines.nestedPenal | Plot Method for a Nested frailty model.
lines.trivPenal | Plot Method for a trivariate joint model for longitudinal data, recurrent events and a terminal event.
lines.trivPenalNL | Plot Method for a Non-Linear Trivariate Joint Model for Recurrent Events and a Terminal Event with a Biomarker Described with an ODE.
longDat | Longitudinal semicontinuous biomarker dataset (TPJM)
longiPenal | Fit a Joint Model for Longitudinal Data and a Terminal Event
loocv | The trials leave-one-out crossvalidation for the one-step Joint surrogate model for evaluating a canditate surrogate endpoint.

## -- M --

model | Fit a multivariate frailty model for two types of recurrent events and a terminal event.
multivariate | Fit a multivariate frailty model for two types of recurrent events and a terminal event.
multivPenal | Fit a multivariate frailty model for two types of recurrent events and a terminal event.

## -- N --

num.id | Identify individuals in Joint model for clustered data

## -- P --

plot.additivePenal | Plot Method for an Additive frailty model.
plot.Diffepoce | Plot difference of EPOCE estimators between two joint frailty models.
plot.epoce | Plot values of estimators of the Expected Prognostic Observed Cross-Entropy (EPOCE).
plot.frailtyPenal | Plot Method for a Shared frailty model.
plot.jointNestedPenal | Plot method for a joint nested frailty model.
plot.jointPenal | Plot Method for a Joint frailty model.
plot.jointSurroPenal | Plot Method for the one-step Joint surrogate model for the evaluation of a canditate surrogate endpoint.
plot.jointSurroPenalloocv | Plot of trials leave-one-out crossvalidation Outputs from the one-step Joint surrogate model for evaluating a canditate surrogate endpoint.
plot.longiPenal | Plot Method for a joint model for longitudinal data and a terminal event.
plot.multivPenal | Plot Method for a multivariate frailty model.
plot.nestedPenal | Plot Method for a Nested frailty model.
plot.predFrailty | Plot predictions using a Cox or a shared frailty model.
plot.predJoint | Plot predictions using a joint frailty model.
plot.predLongi | Plot predictions using a joint model for longitudinal data and a terminal event or a trivariate joint model for longitudinal data, recurrent events and a terminal event.
plot.trivPenal | Plot Method for a trivariate joint model for longitudinal data, recurrent events and a terminal event.
plot.trivPenalNL | Plot Method for a Non-Linear Trivariate Joint Model for Recurrent Events and a Terminal Event with a Biomarker Described with an ODE.
plotTreatPredJointSurro | Plot of the prediction of the treatment effect on the true endpoint and the STE
predict.jointSurroPenal | S3method predict for the one-step Joint surrogate models for the evaluation of a canditate surrogate endpoint.
prediction | Prediction probabilities for Cox proportional hazard, Shared, Joint frailty models, Joint models for longitudinal data and a terminal event and Trivariate joint model for longitudinal data, recurrent events and a terminal event (linear and non-linear).
print.additivePenal | Print a Short Summary of parameter estimates of an additive frailty model
print.Cmeasures | Print a short summary of results of Cmeasure function.
print.frailtyPenal | Print a Short Summary of parameter estimates of a shared frailty model
print.jointNestedPenal | Print a Short Summary of parameter estimates of a joint nested frailty model
print.jointPenal | Print a Short Summary of parameter estimates of a joint frailty model
print.jointSurroPenal | Summary of the random effects parameters, the fixed treatment effects, and the surrogacy evaluation criteria estimated from a joint surrogate model
print.longiPenal | Print a Summary of parameter estimates of a joint model for longitudinal data and a terminal event
print.multivPenal | Print a Short Summary of parameter estimates of a multivariate frailty model
print.nestedPenal | Print a Short Summary of parameter estimates of a nested frailty model
print.predFrailty | Print a short summary of results of prediction function.
print.prediction | Print a short summary of results of prediction function.
print.predJoint | Print a short summary of results of prediction function.
print.predLongi | Print a short summary of results of prediction function.
print.summary.additivePenal | summary of parameter estimates of an additive frailty model
print.summary.frailtyPenal | summary of parameter estimates of a shared frailty model
print.summary.jointNestedPenal | summary of parameter estimates of a joint nested frailty model
print.summary.jointPenal | summary of parameter estimates of a joint frailty model
print.summary.jointSurroPenalSimul | Short summary of the simulation studies based on a joint surrogate model
print.summary.longiPenal | Short summary of fixed covariates estimates of a joint model for longitudinal data and a terminal event
print.summary.nestedPenal | summary of regression coefficient estimates of a nested frailty model
print.summary.trivPenal | Short summary of fixed covariates estimates of a joint model for longitudinal data, recurrent events and a terminal event
print.summary.trivPenalNL | Short summary of fixed covariates estimates of a non-linear trivariate joint model for longitudinal data, recurrent events and a terminal event
print.trivPenal | Print a Summary of parameter estimates of a joint model for longitudinal data, recurrent events and a terminal event
print.trivPenalNL | Print a Summary of parameter estimates of a non-linear trivariate joint model for longitudinal data, recurrent events and a terminal event

## -- R --

readmission | Rehospitalization colorectal cancer
runShiny | Shiny application for modelisation and prediction of frailty models

## -- S --

slope | Identify variable associated with the random slope
statFP | Concordance measures in shared frailty and Cox proportional hazard models
ste | Surrogate threshold effect for the one-step Joint surrogate model for the evaluation of a canditate surrogate endpoint.
subcluster | Identify subclusters
summary.additivePenal | summary of parameter estimates of an additive frailty model
summary.frailtyPenal | summary of parameter estimates of a shared frailty model
summary.jointNestedPenal | summary of parameter estimates of a joint nested frailty model
summary.jointPenal | summary of parameter estimates of a joint frailty model
summary.jointSurroPenal | Short summary of the surrogacy evaluation criteria estimated from a joint surrogate model
summary.jointSurroPenalSimul | Short summary of the simulation studies based on a joint surrogate model
summary.longiPenal | Short summary of fixed covariates estimates of a joint model for longitudinal data and a terminal event
summary.multivPenal | summary of parameter estimates of a multivariate frailty model.
summary.nestedPenal | summary of regression coefficient estimates of a nested frailty model
summary.trivPenal | Short summary of fixed covariates estimates of a joint model for longitudinal data, recurrent events and a terminal event
summary.trivPenalNL | Short summary of fixed covariates estimates of a non-linear trivariate joint model for longitudinal data, recurrent events and a terminal event
survDat | Survival dataset (TPJM)
SurvIC | Create a survival object for interval censoring and possibly left truncated data
survival | Survival function

## -- T --

terminal | Identify terminal indicator
timedep | Identify time-varying effects
timedep.names | Fit a Shared, Joint or Nested Frailty model
transfo.table | Fit a multivariate frailty model for two types of recurrent events and a terminal event.
trivPenal | Fit a Trivariate Joint Model for Longitudinal Data, Recurrent Events and a Terminal Event
trivPenalNL | Fit a Non-Linear Trivariate Joint Model for Recurrent Events and a Terminal Event with a Biomarker Described with an ODE Population Model

## -- W --

waldtest | Fit a Shared, Joint or Nested Frailty model
wts | Identify weights