mfp2 - Multivariable Fractional Polynomial Models with Extensions
Multivariable fractional polynomial algorithm
simultaneously selects variables and functional forms in both
generalized linear models and Cox proportional hazard models.
Key references are Royston and Altman (1994)
<doi:10.2307/2986270> and Royston and Sauerbrei (2008,
ISBN:978-0-470-02842-1). In addition, the implementation can
model semi-continuous covariates with a “spike at zero” using a
two-stage selection procedure. This extension follows the
framework proposed by Becher et al. (2012)
<doi:10.1002/bimj.201100263>. The package also includes the
approximate cumulative distribution (ACD) transformation to
model a sigmoid relationship between variable x and an outcome
variable y, as described in Royston (2014)
<doi:10.1177/1536867X1401400206> and Royston and Sauerbrei
(2016) <doi: 10.1177/1536867X1601600>. This feature
distinguishes it from a standard fractional polynomial
function, which lacks the ability to achieve such modeling.