CovMatNoComp: Output the entire martingale and counting process covariance...
In blangworthy/survPCA: Estimation of PCA for Survival Data
Description
Usage
Arguments
Value
Description
This takes survival times and censoring/causue indicators for p different variables and outputs the p times p martingale and counting process covariance/correlation matrices for all variables.
Usage
1
CovMatNoComp(data, p = NA, t, mineigen = 0.001)
Arguments
data
A matrix where the first p columns are the event times for the p variables and the next p columns are the censoring indicators for the p variables. The order for the event times and censoring indicators needs to be the same.
p
The number of variables to calculate the matrix for, if NA ncol(data)/2 will be used
t
The timepoint to estimate the covariance and correlation matrices
mineigen
The minimum eigenvalue for the martingale and counting process covariance matrices if not already positive semidefinite
Value
A list with the following elements
CovMart: The full martingale covariance matrix
CorMart: The full martingale correlation matrix
CovCount: The full counting process covariance matrix
CorCount: The full counting process correlation matrix
blangworthy/survPCA documentation built on Oct. 3, 2020, 3:04 p.m.
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Description Usage Arguments Value
Description
This takes survival times and censoring/causue indicators for p different variables and outputs the p times p martingale and counting process covariance/correlation matrices for all variables.
Usage
1 | CovMatNoComp(data, p = NA, t, mineigen = 0.001)
|
Arguments
data |
A matrix where the first p columns are the event times for the p variables and the next p columns are the censoring indicators for the p variables. The order for the event times and censoring indicators needs to be the same. |
p |
The number of variables to calculate the matrix for, if NA ncol(data)/2 will be used |
t |
The timepoint to estimate the covariance and correlation matrices |
mineigen |
The minimum eigenvalue for the martingale and counting process covariance matrices if not already positive semidefinite |
Value
A list with the following elements
CovMart: The full martingale covariance matrix
CorMart: The full martingale correlation matrix
CovCount: The full counting process covariance matrix
CorCount: The full counting process correlation matrix
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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