mfp2

Multivariable fractional polynomial algorithm simultaneously selects variables and functional forms in both generalized linear models and Cox proportional hazard models. Key references for this algorithm are Royston and Altman (1994)doi:10.2307/2986270 and Sauerbrei and Royston (2008, ISBN:978-0-470-02842-1). In addition, it can model a 'sigmoid' relationship between variable x and an outcome variable y using the approximate cumulative distribution transformation proposed by Royston (2014) doi:10.1177/1536867X1401400206. This feature distinguishes it from a standard fractional polynomial function, which lacks the ability to achieve such modeling.