surv_dm_solver: surv_dm_solver 'C++' function

Description Usage Arguments Value References Examples

View source: R/RcppExports.R

Description

The main optimization function for survival dimensional reduction, the IR-Semi method. This is an internal function and should not be called directly.

Usage

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surv_dm_solver(B, X, Phit, Fail_Ind, bw, rho, eta, gamma, tau, epsilon,
  btol, ftol, gtol, maxitr, verbose, ncore)

Arguments

B

A matrix of the parameters B, the columns are subject to the orthogonality constraint

X

The covariate matrix (This matrix is ordered by the order of Y for faster computation)

Phit

Phit as defined in Sun et al. (2017)

Fail_Ind

The locations of the failure subjects

bw

Kernel bandwidth for X

rho

(don't change) Parameter for control the linear approximation in line search

eta

(don't change) Factor for decreasing the step size in the backtracking line search

gamma

(don't change) Parameter for updating C by Zhang and Hager (2004)

tau

(don't change) Step size for updating

epsilon

(don't change) Parameter for approximating numerical gradient

btol

(don't change) The $B$ parameter tolerance level

ftol

(don't change) Estimation equation 2-norm tolerance level

gtol

(don't change) Gradient tolerance level

maxitr

Maximum number of iterations

verbose

Should information be displayed

ncore

The number of cores for parallel computing

bw_optim

whether to optimize the bandwidth

Value

The optimizer B for the esitmating equation.

References

Sun, Q., Zhu, R., Wang, T. and Zeng, D. "Counting Process Based Dimension Reduction Method for Censored Outcomes." (2017) https://arxiv.org/abs/1704.05046 .

Wen, Z. and Yin, W., "A feasible method for optimization with orthogonality constraints." Mathematical Programming 142.1-2 (2013): 397-434. DOI: https://doi.org/10.1007/s10107-012-0584-1

Examples

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# This function should be called internally. When having all objects pre-computed, one can call
# surv_solver(B, X, Phit, Fail.Ind,
#             rho, eta, gamma, tau, epsilon, btol, ftol, gtol, maxitr, verbose)
# to solve for the parameters B.

orthoDr documentation built on Sept. 5, 2019, 5:03 p.m.