Did you look at the C source code? There are 4 different variants (survregN.c, where N <- 2:5) , depending on whether the distribution is built-in or not, and penalized likelihood is being used or not. They all look like NR to me, but I confess I haven't read the code in extreme detail. It is well commented, however.
Cheers, Simon. PS Try figuring out what <insert commercial statistical software here> is actually doing by reading the source code. Take that, large software corporations! The future belongs to R! On Tue, 2007-10-16 at 13:12 +1000, Gad Abraham wrote: > Gad Abraham wrote: > > Hi, > > > > I'm using survreg() from the survival package for parametric survival > > regression (modelling inter-arrival times of patients to a waiting list > > as exponentially distributed, with various regressors such as queue size > > and season). > > > > Does anyone know which algorithm survreg() uses for this? > > > > Thanks, > > Gad > > > > Due diligence: > > I have actually looked at ?survreg and friends, and at the source code; > except for a brief mention of a "sparse Newton-Rapshon algorithm" in the > frailty model code, I couldn't find anything substantive. > > -- Simon Blomberg, BSc (Hons), PhD, MAppStat. Lecturer and Consultant Statistician Faculty of Biological and Chemical Sciences The University of Queensland St. Lucia Queensland 4072 Australia Room 320 Goddard Building (8) T: +61 7 3365 2506 email: S.Blomberg1_at_uq.edu.au Policies: 1. I will NOT analyse your data for you. 2. Your deadline is your problem. The combination of some data and an aching desire for an answer does not ensure that a reasonable answer can be extracted from a given body of data. - John Tukey. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
