R/it.sol.R

In survJamda: Survival Prediction by Joint Analysis of Microarray Gene Expression Data

it.sol <-
function(sdat,g.hat,d.hat,g.bar,t2,a,b,conv=.0001){
	n <- apply(!is.na(sdat),1,sum)
	g.old <- g.hat
	d.old <- d.hat
	change <- 1
	count <- 0
	while(change>conv){
		g.new <- postmean(g.hat,g.bar,n,d.old,t2)
		sum2 <- apply((sdat-g.new%*%t(rep(1,ncol(sdat))))^2, 1, sum,na.rm=TRUE)
		d.new <- postvar(sum2,n,a,b)
		change <- max(abs(g.new-g.old)/g.old,abs(d.new-d.old)/d.old)
		g.old <- g.new
		d.old <- d.new
		count <- count+1
		}
	#cat("TRUEhis batch took", count, "iterations until convergence\n")
	adjust <- rbind(g.new, d.new)
	rownames(adjust) <- c("g.star","d.star")
	adjust
	}