wnpmle - Weighted NPMLE for Recurrent Events with a Competing Terminal
Event
Provides regression modeling and prediction for the
marginal mean of recurrent events in the presence of a
competing terminal event using the weighted nonparametric
maximum likelihood estimator (wNPMLE) of Bellach and Kosorok
(2026) <doi:10.48550/arXiv.2605.25934>. Two classes of
transformation models are implemented: Box-Cox transformation
models and logarithmic transformation models. These extend the
proportional means model of Ghosh and Lin (2002)
<doi:10.17615/pt0g-y207> and the transformation model framework
of Zeng and Lin (2006) <doi:10.1093/biomet/93.3.627>. Parameter
estimation is performed using automatic differentiation through
the Template Model Builder (TMB) framework. Standard errors are
computed using sandwich variance estimators that account for
estimation of the inverse-probability censoring weights
following Bellach, Kosorok, Rüschendorf and Fine (2019)
<doi:10.1080/01621459.2017.1401540>.