frailtyEM (R package)

frailtyEM is an R package that may be used for fitting shared frailty models. Main features:

  • Breslow-type non-parametric baseline hazard
  • frailty distributions: gamma, inverse Gaussian, positive stable, PVF-family.
  • type of data: clustered failures recurrent events (gap time + calendar time)
  • prediction survival and cumulative incidence curves with confidence bands with ggplot2 and base graphs

Upcoming features:

  • fast calculation of the cross ratio function
  • speed improvements
  • fully parametric baseline hazard and flexible parametric baseline hazards


The package is still under development. Any feedback is welcome.