function for hessian matrix of AUC

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Description

function for hessian matrix of AUC

Usage

1
hessAUC(beta, X, Y, lambda)

Arguments

beta

linear coefficients

X

m X p data matrix for m non-diseased subjects with p markers

Y

n X p data matrix for n diseased subjects with p markers

lambda

the smooth parameter for the Sigmoid function used for the AUC