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frailtyHL: Frailty Models via H-likelihood

The frailtyHL package implements the h-likelihood estimation procedures for frailty models. The package fits Cox's proportional hazards models with random effects (or frailties). For the frailty distribution lognormal and gamma are allowed. The h-likelihood uses the Laplace approximation when the numerical integration is intractable, giving a statistically efficient estimation in frailty models.

frailtyHL.pdf