View source: R/fit_dispatcher.R
| fit_all_methods | R Documentation |
Convenience wrapper that fits internal-only, naive pooled, Li adaptive lasso, and all four likelihood-informed penalties (P1-P4) on a single hybrid-control dataset and returns a tidy data frame of results. Both model-based and sandwich standard errors are reported.
fit_all_methods(
dat,
lambda_li = 0.2,
gamma_li = 1,
lambda_p1 = 0.2,
lambda_p2 = 0.2,
gate_c = 1.64,
gate_tau = 0.25,
lambda_p3 = 0.2,
gamma_mcp = 3,
lambda_p4 = 0.2,
delta_bounds = DEFAULT_DELTA_BOUNDS,
robust = FALSE,
eps = SMOOTH_EPS,
n_grid_opt = DEFAULT_N_GRID_OPT,
rho_mcp = DEFAULT_RHO_MCP
)
dat |
A data frame conforming to the column conventions of
|
lambda_li, gamma_li |
Tuning for the adaptive lasso method. |
lambda_p1 |
Tuning for the precision-weighted L1 (P1). |
lambda_p2, gate_c, gate_tau |
Tuning for the smoothed integrated-gate L1 (P2). |
lambda_p3, gamma_mcp |
Tuning for the information-adaptive MCP (P3). |
lambda_p4 |
Tuning for the likelihood-ratio-weighted L1 (P4). |
delta_bounds |
Optimization interval for |
robust |
Use robust (Lin-Wei) Cox standard errors. |
eps |
Smoothing parameter for |
n_grid_opt |
Number of grid points for the coarse search (used by P2 and P3). |
rho_mcp |
MCP transition fraction in (0, 1), default 0.1. |
A data frame with one row per method, columns
method, theta_hat, se_theta (model-based),
se_sand (sandwich), z, z_sand,
delta_hat, pen_curv, pen_curv_raw.
set.seed(1)
sim <- simulate_hybrid_cox(nI1 = 100, nI0 = 100, nE = 200,
theta0 = log(0.8), delta0 = 0)
fit_all_methods(sim$data)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.