coxphw.control: Ancillary arguments for controlling coxphw fits

In coxphw: Weighted Estimation in Cox Regression

Ancillary arguments for controlling coxphw fits

Description

This is used to set various numeric parameters controlling a Cox model fit using coxphw. Typically it would only be used in a call to coxphw.

Usage

coxphw.control(iter.max = 200, maxhs = 5, xconv = 1e-4, gconv = 1e-4, maxstep = 1,
               round.times.to = 0.00001, add.constant = 0, pc = TRUE, pc.time = TRUE,
               normalize = TRUE) 

Arguments

iter.max	maximum number of iterations to attempt for convergence. Default is 200.
maxhs	maximum number of step-halvenings per iterations. Default is 5. The increments of the parameter vector in one Newton-Rhaphson iteration step are halved, unless the new pseudo-likelihood is greater than the old one, maximally doing maxhs halvings.
xconv	specifies the maximum allowed change in standardized parameter estimates to declare convergence. Default is 0.0001.
gconv	specifies the maximum allowed change in score function to declare convergence. Default is 0.0001.
maxstep	specifies the maximum change of (standardized) parameter values allowed in one iteration. Default is 1.
round.times.to	rounds survival times to the nearest number that is a multiple of round.times.to. This may improve numerical stability if very small survival times are used (mostly in simulations). Default is 0.00001.
add.constant	this number will be added to all times. It can be used if some survival times are exactly 0. Default is 0.
pc	if set to TRUE, it will orthogonalize the model matrix to speed up convergence. Default is TRUE.
pc.time	if set to TRUE, it will orthogonalize time-dependent covariates (i.e., interactions of covariates with functions of time) to speed up convergence. Default is TRUE.
normalize	if set to TRUE, weights are normalized such that their sum is equal to the number of events. This may speed up or enable convergence, but has no consequences on the estimated regression coefficients.

Value

A list containing the values of each of the above constants

Author(s)

Daniela Dunkler

See Also

coxphw

coxphw documentation built on May 29, 2024, 3:18 a.m.