Description Details Author(s) References Examples
Fit a 2-parameter CRM model (O'Quigley and Shen 1996) regularized with L2 norm (Friedman et al. 2010) adjusted by the distance with the target DLT rate.
The package uses one-step coordinate descent algorithm and runs extremely fast.
Package: | rCRM |
Type: | Package |
Version: | 0.1 |
Date: | 2018-11-06 |
License: | GPL (>= 2) |
Functions:
rCRM
Xiang Li, Hong Tian, Kevin Liu, Pilar Lim
Maintainer: Xiang Li <xli256@its.jnj.com>
O'Quigley, J., Shen, L.Z. (1996).
Continual reassessment method: a likelihood approach. Biometrics, pp.673-684.
Friedman, J., Hastie, T. and Tibshirani, R. (2010).
Regularization paths for generalized linear models via coordinate descent, Journal of Statistical Software, Vol. 33(1), 1.
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