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 based on the weighted nonparametric
maximum likelihood estimator (wNPMLE) of Bellach and Kosorok
(2026) <https://arxiv.org/abs/2605.25934>. Two large classes of
transformation models are included: the Box-Cox transformation
models and the logarithmic transformation models, extending the
proportional means model of Ghosh and Lin (2002)
<doi:10.17615/pt0g-y207> and the model of Zeng and Lin (2006)
<doi:10.1093/biomet/93.3.627>. Parameter estimates are derived
via automatic differentiation using the Template Model Builder
(TMB) framework. Standard errors are computed via a sandwich
variance estimator with correction for the estimated weights,
following Bellach, Kosorok, Ruschendorf and Fine (2019)
<doi:10.1080/01621459.2017.1401540>.