Hess_rho: Hessian matrix of LCV and LAML wrt rho (log smoothing...

Description Usage Arguments Value

View source: R/RcppExports.R

Description

Hessian matrix of LCV and LAML wrt rho (log smoothing parameters)

Usage

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
Hess_rho(
  X_GL,
  X_GL_Q,
  GL_temp,
  haz_GL,
  deriv2_rho_beta,
  deriv_rho_beta,
  weights,
  tm,
  nb_smooth,
  p,
  n_legendre,
  deriv_rho_inv_Hess_beta,
  deriv_rho_Hess_unpen_beta,
  S_list,
  minus_eigen_inv_Hess_beta,
  temp_LAML,
  temp_LAML2,
  Vp,
  S_beta,
  beta,
  inverse_new_S,
  X,
  X_Q,
  temp_deriv3,
  temp_deriv4,
  event,
  expected,
  type,
  Ve,
  deriv_rho_Ve,
  mat_temp,
  deriv_mat_temp,
  eigen_mat_temp,
  method
)

Arguments

X_GL

list of matrices (length(X.GL)=n.legendre) for Gauss-Legendre quadrature

X_GL_Q

list of transformed matrices from X_GL in order to calculate only the diagonal of the fourth derivative of the likelihood

GL_temp

list of vectors used to make intermediate calculations and save computation time

haz_GL

list of all the matrix-vector multiplications X.GL[[i]]%*%beta for Gauss Legendre integration in order to save computation time

deriv2_rho_beta

second derivatives of beta wrt rho (implicit differentiation)

deriv_rho_beta

firt derivatives of beta wrt rho (implicit differentiation)

weights

vector of weights for Gauss-Legendre integration on [-1;1]

tm

vector of midpoints times for Gauss-Legendre integration; tm = 0.5*(t1 - t0)

nb_smooth

number of smoothing parameters

p

number of regression parameters

n_legendre

number of nodes for Gauss-Legendre quadrature

deriv_rho_inv_Hess_beta

list of first derivatives of Vp wrt rho

deriv_rho_Hess_unpen_beta

list of first derivatives of Hessian of unpenalized log likelihood wrt rho

S_list

List of all the rescaled penalty matrices multiplied by their associated smoothing parameters

minus_eigen_inv_Hess_beta

vector of eigenvalues of Vp

temp_LAML

temporary matrix used when method="LAML" to save computation time

temp_LAML2

temporary matrix used when method="LAML" to save computation time

Vp

Bayesian covariance matrix

S_beta

List such that S_beta[[i]]=S_list[[i]]%*%beta

beta

vector of estimated regression parameters

inverse_new_S

inverse of the penalty matrix

X

design matrix for the model

X_Q

transformed design matrix in order to calculate only the diagonal of the fourth derivative of the likelihood

temp_deriv3

temporary matrix for third derivatives calculation when type="net" to save computation time

temp_deriv4

temporary matrix for fourth derivatives calculation when type="net" to save computation time

event

vector of right-censoring indicators

expected

vector of expected hazard rates

type

"net" or "overall"

Ve

frequentist covariance matrix

deriv_rho_Ve

list of derivatives of Ve wrt rho

mat_temp

temporary matrix used when method="LCV" to save computation time

deriv_mat_temp

list of derivatives of mat_temp wrt rho

eigen_mat_temp

vector of eigenvalues of mat_temp

method

criterion used to select the smoothing parameters. Should be "LAML" or "LCV"; default is "LAML"

Value

Hessian matrix of LCV or LAML wrt rho


survPen documentation built on Sept. 11, 2021, 5:07 p.m.