Description Usage Arguments Details Value Author(s) Examples
L1 penalized estimation of multistate models.
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type |
character defining the type of penalty, either |
d |
data set with variables (mandatory) |
X |
design matrix. |
PSM1 |
penalty structure matrix containing the penalty structure vectors |
PSM2 |
penalty structure matrix containing the penalty structure vectors |
lambda1 |
vector with penalty parameters for the respective penalty components (lasso part). |
lambda2 |
vector with penalty parameters for the respective penalty components (fusion part). |
w |
vector containing weights for the respective penalty components. |
betastart |
vector containing starting values for beta. |
nu |
numeric value denoting the weight, i.e. a value between 0 and 1, of the Fisher scoring updates. |
tol |
relative update tolerance for stopping of the estimation algorithm. |
max.iter |
number of maximum iterations if tlerance is not reached. |
trace |
logical triggering printout of status information during the fitting process. . |
diagnostics |
logical triggering that Fisher matrix, score vector, and approximated penalty matrix are returned with the results. |
family |
character defining the likelihood to be used. |
poissonresponse |
response values for poisson likelihood (if used). |
poissonoffset |
offset values for poisson likelihood (if used). |
constant.approx |
constant for locally squared approximation of the absolute value penalty function. |
This function is the core function of this package. It implements L1 penalized estimation of multistate models, with the penalty applied to absolute effects and absolute effect differences on transition-type specific hazard rates.
A list with elements B
(matrix with estimated
effects), aic
(Akaike Information Criterion), gcv
(GCV
criterion), df
(degrees of freedom), and (if diagnostics
are requested)
F
(Fisher matrix), s
(score vector), and
A
(approximated penalty matrix).
Holger Reulen
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