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...ll as accommodating competing risks. In the Epi package (http://staff.pubhealth.ku.dk/~bxc/Epi/) on CRAN there is a machinery for representation and manipulation of multistate data (of which competing risks are a special case), see the function Lexis(). It also has a time-splitting function there, splitLexis(). If you take a look at practical 14 from this year's SPE course: http://staff.pubhealth.ku.dk/~bxc/SPE/2008/pracs.pdf there is an example that addresses the problem you are having, practical no. 14. If go to the folder http://staff.pubhealth.ku.dk/~bxc/SPE/2008/R you will find the R-code tha...