FIM_3par_exp_censor2 function

Fisher Information Matrix for a 3-Parameter Cox Proportional-Hazards Model for Random Censored Data

It provides the cpp function for the FIM introduced in Page 247 of Schmidt and Schwabe (2015) for random censored data (type two censored data).

FIM_3par_exp_censor2(x, w, param, tcensor)

Arguments

• x: Vector of design points.
• w: Vector of design weight. Its length must be equal to the length of x and sum(w) = 1.
• param: Vector of values for the model parameters $(\beta_0, \beta_1, \beta_2)$.
• tcensor: The experiment is terminated at the fixed time point tcensor.

Returns

Fisher information matrix.

References

Schmidt, D., & Schwabe, R. (2015). On optimal designs for censored data. Metrika, 78(3), 237-257.