get_cox_syn_hessian: Compute the Synthetic Hessian Matrix for Cox Proportional...

In catalytic: Tools for Applying Catalytic Priors in Statistical Modeling

Compute the Synthetic Hessian Matrix for Cox Proportional Hazards Model

Description

This function computes the synthetic Hessian matrix for the Cox proportional hazards model. The Hessian is calculated by summing the contributions from each individual observation, scaled by the hazard constant and the time of the event.

Usage

get_cox_syn_hessian(X, time, coefs, hazard_constant)

Arguments

X	A matrix of covariates (design matrix) for the Cox model.
time	A numeric vector of event times.
coefs	A numeric vector of coefficients for the Cox model.
hazard_constant	A numeric value representing the hazard constant.

Value

A matrix representing the synthetic Hessian of the Cox model.

catalytic documentation built on April 4, 2025, 5:51 a.m.