View source: R/fit_dispatcher.R
| fit_one_penalized_method | R Documentation |
Dispatches to the appropriate user-facing fit function for one of the implemented penalized borrowing methods.
fit_one_penalized_method(
dat,
method = c("Li", "P1", "P2", "P3", "P4"),
lambda,
gamma_li = 1,
gate_c = 1.64,
gate_tau = 0.25,
gamma_mcp = 3,
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
|
method |
One of |
lambda |
Penalty strength. |
gamma_li |
Exponent for the adaptive lasso weight (Li method). |
gate_c, gate_tau |
Threshold and smoothness for the P2 gate. |
gamma_mcp |
MCP shape parameter for P3. |
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 list of estimates and inference quantities (same format as the underlying fit functions).
set.seed(1)
sim <- simulate_hybrid_cox(nI1 = 100, nI0 = 100, nE = 200,
theta0 = log(0.8), delta0 = 0)
fit_one_penalized_method(sim$data, method = "P1", lambda = 0.2)
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