surv_dm_solver: surv_dm_solver 'C++' function

In orthoDr: Semi-Parametric Dimension Reduction Models Using Orthogonality Constrained Optimization

surv_dm_solver C++ function

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

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

Value

The optimizer B for the estimating equation.

References

Sun, Q., Zhu, R., Wang, T., & Zeng, D. (2019). Counting process-based dimension reduction methods for censored outcomes. Biometrika, 106(1), 181-196. DOI: \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1093/biomet/asy064")}

Examples

# 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 May 29, 2024, 4 a.m.