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.