On the limited memory BFGS method for large scale optimization
Mathematical Programming: Series A and B
Computer Methods and Programs in Biomedicine
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The Survival Kit is a Fortran 90 Software intended for survival analysis using proportional hazards models and their extension to frailty models with a single response time. The hazard function is described as the product of a baseline hazard function and a positive (exponential) function of possibly time-dependent fixed and random covariates. Stratified Cox, grouped data and Weibull models can be used. Random effects can be either log-gamma or normally distributed and can account for a pedigree structure. Variance parameters are estimated in a Bayesian context. It is possible to account for the correlated nature of two random effects either by specifying a known correlation coefficient or estimating it from the data. An R interface of the Survival Kit provides a user friendly way to run the software.