Estep function

Perform the E step calculations

This is an inner wrapper for the C++ functions which perform the E step and is not intended to be used directly. This function does not check the input. For a data set with K clusters,

Estep(c, c_lt, delta, alpha, bbeta, pvfm, dist)

Arguments

• c: Vector of length K of cumulative hazards, i.e. total accumulated hazards within a cluster
• c_lt: Vector of length K of cumulative hazard from 0 to the left truncation time
• delta: Vector of integers of length K of the number of events for each cluster
• alpha, bbeta: Parameters of the frailty distribution
• pvfm: Parameter for the PVF distribution, only matters in that case
• dist: One of 0 (for gamma), 1 (for stable) or 2 (for PVF)

Returns

A K x 3 matrix where the first column and the second column are the numerators and the denominators of the frailty fraction (without the Laplace transform) and the last column is the log(denominator) + log-Laplace transform, i.e. the log-likelihood contribution