survivalMPL is an R package available on CRAN for survival analysis using a maximum penalized likelihood approach. It was written by Dominique-Laurent Couturier in the Bioinformatics Core with colloborators Jun Ma, Stephane Heritier and Maurizio Manuguerra.
This package uses a penalised estimator to simultaneously estimate the regression coefficients and baseline hazard function of Cox proportional hazard models, with right, left and interval censored data under the assumption of independent censoring.
Maximisation of the penalised likelihood – allowing to define a smooth the baseline hazard estimate – is achieved using a new iterative algorithm, which combines Newton’s method and the multiplicative iterative algorithm developed by Ma (2010), and respects the non-negativity constraints on the baseline hazard estimate (Ma, Couturier, Heritier and Marschner 2021).
Valid inferences for the regression coefficients and the baseline hazard, cumulative baseline hazard and survival functions are available with survivalMPL.