Performs an iterative update of the y vector given current estimates
of the baseline function Hf and regression parameter beta.
Uses the function CSD.f2 to compute partial derivatives,
then applies the convex minorant function CM.
Arguments
- Hf
A list of functions
(H, H1, H2)defining the baseline hazard (or similar).- beta
Numeric vector of regression coefficients.
- yini
Initial guess for
y.- delta, gamma
Numeric 0/1 vectors indicating left and interval censoring status.
- index
A 2-column integer matrix mapping each subject's interval to indices in
y.- Z
A matrix or data frame of covariates.
- eps
Convergence tolerance for the iterative algorithm.
- maxiter
Maximum number of iterations to perform.