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Weibull Accelerated Failure Time model fitting, exact/ right-censored responses only. See fast_weibull_regression_general_cpp for the left-/interval-censored extension.

Usage

fast_weibull_regression_cpp(
  X,
  y,
  dead,
  warm_start_params = NULL,
  smart_cold_start = TRUE,
  estimate_only = FALSE,
  maxit = 100L,
  tol = 1e-08,
  fixed_idx = NULL,
  fixed_values = NULL,
  optimization_alg = "lbfgs",
  warm_start_fisher_info = NULL
)

Arguments

X

A numeric matrix of predictors.

y

A numeric vector of survival times.

dead

A numeric vector of event indicators (1=event, 0=censored).

warm_start_params

Optional starting values for coefficients.

smart_cold_start

Logical. If TRUE, use an initial OLS-based guess.

estimate_only

Logical. If TRUE, do not compute variance-covariance.

maxit

Maximum number of iterations.

tol

Convergence tolerance.

fixed_idx

Optional indices of fixed parameters.

fixed_values

Optional values for fixed parameters.

optimization_alg

Optimization algorithm.

warm_start_fisher_info

Optional initial Fisher Information matrix.

Value

A list containing coefficients, log_sigma, and convergence status.