Simulation study of Cox model with change-points in a covariate

Description

Generating data based on Cox model with change-points in a covariate, and applying a sequential test method for detecting change-points, with three types of partial likelihood. R codes, generated datasets and analysis results are included. The results show that the first type of partial likelihood is not appropriate for detecting change-points, while the second and third types are suitable. See ./readme.txt for details.

Steps to reproduce

See ./readme.txt.

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