ARAuxSP

This is an package for fitting additive risk model with potentially heterogeneous subgroup survival rates as auxiliary information. The underlying methods are based on the paper titled "Fitting additive risk models using auxiliary information", which has been accepted by Statistics in Medicine with DOI: 10.1002/sim.9649.

The main function is AR.AuxSP.AGMM(). The key techniques we used are generalized method of moments and penalization.