Nothing
Dynamic.Ridge <-
function(time,death,X,R,Ft,lambda=0,fun=c("dynamic","weighted","simple"),eps=1e-06, iter.max=200, theta, mon=FALSE, lambdaFixed=FALSE) {
call <- match.call()
if (missing(fun))
stop("fun is missing with no default!")
lambda <- lambda
ord <- order(time)
Ftime <- Ft[ord, ]
n <- nrow(X); d <- death; p <- ncol(X); q <- ncol(Ftime)
if(missing(R)){v <- 0} else{v <- ncol(R)}
dl <- rep(0,v); dm <- p*q+v
if(missing(theta)){ theta <- matrix(rep(0, p * q), ncol = q)}
X <- apply(X, 2, function(x) { x - mean(x)})
means <- matrix(apply(matrix(apply(X, 2, function(x) x *Ft), ncol = p * q), 2, mean), ncol = q, byrow = TRUE)
eventtimes <- (1:n)[d == 1]
k <- length(eventtimes)
hi <- rep(1,k)
JJ <- Ftime
Ftime <- Ftime[eventtimes, ]
it <- 0; itl <- 0; dlt <- 5
while(dlt>eps & itl <iter.max){
delta <- 5; iter <- 0;
while (delta > eps) {
th <- theta
it <- it + 1
if(v>0){
tmp <- sapply(eventtimes, sumeventsf, X, R, Ftime, theta,dl,n,p,v,eventtimes)}
else{tmp <- sapply(eventtimes, sumevents, X, Ftime, theta, n, p, eventtimes)}
hi <- unlist(tmp[1, ])
if(fun=="weighted"){
W <- diag(hi)} else {W <- diag(k)}
if(fun=="simple"){
scores <- matrix(unlist(tmp[2, ]), ncol = k) %*% rep.int(1,k) + matrix(t(X[eventtimes, ]) %*% Ftime, ncol = 1) - lambda * as.vector(theta)}
else {scores <- matrix(unlist(tmp[2, ]), ncol = k) %*% rep.int(1,k) + matrix(t(X[eventtimes, ]) %*% Ftime, ncol = 1) - lambda * as.vector(theta %*%t(Ftime)%*%W %*% Ftime)}
if(v>0){scores <- rbind(scores, matrix(unlist(tmp[3,]),ncol=k)%*%rep.int(1,k)+t(R[eventtimes,]) %*%rep.int(1,k))}
if(fun=="simple"){
pen <- lambda*diag(dm)
if(v>0){pen[(p*q+1):dm,(p*q+1):dm] <- 0}}
else{pen<- lambda * kronecker( t(Ftime)%*%W %*% Ftime, diag(rep(1,p)))
if(v>0){
pen <- 0*diag(dm)
p2 <- lambda * kronecker( t(Ftime)%*%W %*% Ftime, diag(p))
dmp <- dim(p2)[2]
pen[1:dmp,1:dmp] <- p2}}
if(v>0){ h2 <--(matrix(matrix(unlist(tmp[4,]),ncol=k) %*% rep(1,k), ncol=dm, byrow=FALSE)) }
else{h2 <--(matrix(matrix(unlist(tmp[3,]),ncol=k) %*% rep(1,k), ncol=dm, byrow=FALSE)) }
hess <- h2-pen
shess <- solve(hess)
coef <- c(matrix(theta,ncol=1),dl)-(shess%*%matrix(t(scores),ncol=1))
theta <- matrix(coef[1:(p*q)],ncol=q)
if(v>0){dl <- coef[(p*q+1):dm]}
delta <- max(abs(theta - th))
if(v>0){ Hat <- (matrix(matrix(unlist(tmp[4,]),ncol=k) %*% rep(1,k), ncol=dm, byrow=FALSE))%*% shess}
else{Hat <- (matrix(matrix(unlist(tmp[3,]),ncol=k) %*% rep(1,k), ncol=dm, byrow=FALSE))%*% shess}
}
if(fun=="simple")
lambdaA <- as.numeric(-sum(diag(Hat[1:(p*q),1:(p*q)]))/sum( theta%*% (t(theta))))
else lambdaA <- as.numeric(-sum(diag(Hat[1:(p*q),1:(p*q)]))/sum( theta%*%t(Ftime)%*%W%*%Ftime%*% (t(theta))))
dlt <- sum(abs(lambda-lambdaA))
if(lambdaFixed==TRUE){dlt= eps}
if(lambdaFixed==FALSE){lambda <- lambdaA}
itl <- itl+1
if(mon==TRUE){cat("iteration",itl,". Penalty weight=",lambda,"\n")}
}
if(fun=="simple"){
lik <- sum(log(hi)) + sum(X[eventtimes, ] * t(theta %*%t(Ftime)))-.5*lambda*sum(diag( theta%*%t(theta) ))}
else{lik <- sum(log(hi)) + sum(X[eventtimes, ] * t(theta %*%t(Ftime)))-.5*lambda*sum(diag(theta %*%t(Ftime)%*%W %*% Ftime%*%t(theta)) ) }
if(v>0){
fit <- list(call = call, theta=theta, fixed.coef=dl, hess=hess, loglik=lik, time = time,death=death, X=X, R=R,Ft=Ft ,iter =it,inter.it =itl, lambda=lambda,h2=h2,hat=Hat)}
else {fit <- list(call = call, theta=theta, hess=hess, loglik=lik, time = time,death=death, X=X, Ft=Ft ,iter =it,inter.it =itl, lambda=lambda,h2=h2,hat=Hat)}
class(fit) <- "cox.dynamic.ridge"
fit}
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