repam: Applies initial reparameterization for stable evaluation of...

In survPen: Multidimensional Penalized Splines for (Excess) Hazard Models, Relative Mortality Ratio Models and Marginal Intensity Models

Applies initial reparameterization for stable evaluation of the log determinant of the penalty matrix

Description

Transforms the object from model.cons by applying the matrix reparameterization (matrix U.F). The reparameterization is reversed at convergence by inv.repam.

Usage

repam(build)

Arguments

build

object as returned by model.cons

Value

build	an object as returned by model.cons
X.ini	initial design matrix (before reparameterization)
S.pen.ini	initial penalty matrices

Examples

library(survPen)

# standard spline of time with 4 knots

data <- data.frame(time=seq(0,5,length=100),event=1,t0=0)

form <- ~ smf(time,knots=c(0,1,3,5))

t1 <- eval(substitute(time), data)
t0 <- eval(substitute(t0), data)
event <- eval(substitute(event), data)
	
# Setting up the model before fitting
model.c <- model.cons(form,lambda=0,data.spec=data,t1=t1,t1.name="time",
t0=rep(0,100),t0.name="t0",event=event,event.name="event",
expected=rep(0,100),expected.name=NULL,type="overall",n.legendre=20,
cl="survPen(form,data,t1=time,event=event)",beta.ini=NULL)
 
# Reparameterization allows separating the parameters into unpenalized and 
# penalized ones for maximum numerical stability
re.model.c <- repam(model.c)

survPen documentation built on April 4, 2025, 3:06 a.m.