calibrate_all_lambdas: Calibrate lambda for all borrowing methods

In fdb: Frequentist Dynamic Borrowing for Hybrid-Control Survival Trials

Calibrate lambda for all borrowing methods

Description

Runs lambda calibration for all five penalized borrowing methods (Li adaptive lasso plus P1-P4) and returns a unified set of calibrated lambdas under both model-based and sandwich inference.

Usage

calibrate_all_lambdas(
  lambda_grid,
  scenario_base,
  drift_set,
  drift_set_cal = NULL,
  drift_set_confirm = NULL,
  nsim_cal = 500,
  nsim_confirm = nsim_cal,
  alpha = 0.025,
  alpha_cal = alpha,
  seed = 1,
  parallel = FALSE,
  ncores = NULL,
  robust = FALSE,
  eps = SMOOTH_EPS,
  gamma_li = 1,
  gate_c = 1.64,
  gate_tau = 0.25,
  gamma_mcp = 3,
  delta_bounds = DEFAULT_DELTA_BOUNDS,
  n_grid_opt = DEFAULT_N_GRID_OPT,
  two_stage = TRUE,
  n_fine = 6,
  primary_inference = c("sandwich", "model_based"),
  confirm_full_drift = TRUE,
  early_stop_drift = TRUE,
  stop_rule = c("point", "upper95"),
  select_rule = c("point", "upper95"),
  rho_mcp = DEFAULT_RHO_MCP
)

Arguments

lambda_grid	Initial (coarse) lambda grid used for all methods.
scenario_base	A scenario list.
drift_set	Default calibration drift grid when drift_set_cal is omitted.
drift_set_cal	Reduced drift set for the calibration stages.
drift_set_confirm	Drift set for the optional confirmation stage; NULL uses the calibration grid.
nsim_cal, nsim_confirm	Replicates per drift value in calibration and confirmation stages.
alpha, alpha_cal, seed, parallel, ncores, robust, eps, gamma_li	As in calibrate_lambda_grid_two_stage.
gate_c, gate_tau, gamma_mcp, delta_bounds, n_grid_opt, n_fine	As in calibrate_lambda_grid_two_stage.
two_stage	Logical; use two-stage calibration if TRUE, otherwise single-stage.
primary_inference, confirm_full_drift, early_stop_drift	As in calibrate_lambda_grid_two_stage.
stop_rule, select_rule	As in calibrate_lambda_grid_two_stage.
rho_mcp	MCP transition fraction in (0, 1), default 0.1.

Value

A list with calibration_table (long form), calibration_summary (per-method, per-lambda worst case), lambda_star (5 x 2 matrix indexed by method and inference), lambda_star_table (long form), and method_calibrations (per-method full output).

fdb documentation built on Oct. 4, 2026, 5:07 p.m.