Mixed Effects Cox Models

Like many other projects, this software library started with a data set and a problem. From this came statistical ideas for a solution, followed by some initial programming — which more than anything else helped to define the real computational and statistical issues — and then a more ambitious programming solution. The problem turned out to be harder than I thought; the first release-worthy code took over 3 years in gestation and resulted in the kinship library. This in turn led to application to a larger set of problems, and a complete re-design of the underlying code. It was then split into separate libraries: coxme contains the central code for mixed effects Cox and linear models, kinship2 contains code for the construction and manipulation of pedigree data, and bdsmatrix contains underlying routines for block-diagonal sparse matrices.