calibrate_lambda_grid_two_stage: Two-stage lambda calibration for one borrowing method

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

Two-stage lambda calibration for one borrowing method

Description

Performs a coarse-grid calibration on a reduced drift set (drift_set_cal), refines the grid around the calibrated lambda, repeats the fine-grid calibration on drift_set_cal, and optionally confirms candidates on drift_set_confirm. When this is NULL, confirmation uses drift_set_cal. An explicit confirmation grid is honored and may be wider than the calibration grid. The fine-stage grid is the union of the original coarse grid and the refined points. Smaller candidates are retained for confirmation, even if they failed an earlier stage. Selection uses the final stage's results; a passing coarse-stage result is never substituted for confirmation.

Usage

calibrate_lambda_grid_two_stage(
  method = c("Li", "P1", "P2", "P3", "P4"),
  lambda_grid_coarse,
  scenario_base,
  drift_set_cal,
  drift_set_confirm = NULL,
  nsim_cal = 300,
  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,
  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

method	One of "Li", "P1", "P2", "P3", "P4".
lambda_grid_coarse	Initial coarse lambda grid.
scenario_base	A scenario list.
drift_set_cal	Drift set used for coarse and fine calibration.
drift_set_confirm	Confirmation drift grid; NULL uses drift_set_cal.
nsim_cal	Replicates per drift value in the calibration stages.
nsim_confirm	Replicates per drift value in the confirmation stage.
alpha, alpha_cal	Nominal level and calibration threshold.
seed	RNG seed.
parallel, ncores	Parallelization controls.
robust, eps, gamma_li, gate_c, gate_tau, gamma_mcp, delta_bounds, n_grid_opt	Same as in calibrate_lambda_grid.
n_fine	Number of refined points, before adding the original coarse grid.
primary_inference	Which inference type drives refinement.
confirm_full_drift	Logical; if TRUE, perform a confirmation stage using drift_set_confirm, or drift_set_cal if omitted.
early_stop_drift, stop_rule, select_rule	As in calibrate_lambda_grid.
rho_mcp	MCP transition fraction in (0, 1), default 0.1.

Value

A list with components method, coarse, fine, confirm, calibration_summary, calibration_table, lambda_star, and final_stage.

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