unroll.function: Convert a function with matrix arguments to a function with...

In chjackson/flexsurv-dev: Flexible Parametric Survival and Multi-State Models

Convert a function with matrix arguments to a function with vector arguments.

Description

Given a function with matrix arguments, construct an equivalent function which takes vector arguments defined by the columns of the matrix. The new function simply uses cbind on the vector arguments to make a matrix, and calls the old one.

Usage

unroll.function(mat.fn, ...)

Arguments

mat.fn

A function with any number of arguments, some of which are matrices.

...

A series of other arguments. Their names define which arguments of mat.fn are matrices. Their values define a vector of strings to be appended to the names of the arguments in the new function. For example fn <- unroll.function(oldfn, gamma=1:3, alpha=0:1) will make a new function fn with arguments gamma1,gamma2,gamma3,alpha0,alpha1. Calling fn(gamma1=a,gamma2=b,gamma3=c,alpha0=d,alpha1=e) should give the same answer as oldfn(gamma=cbind(a,b,c),alpha=cbind(d,e))

Value

The new function, with vector arguments.

Usage in flexsurv

This is used by flexsurvspline to allow spline models, which have an arbitrary number of parameters, to be fitted using flexsurvreg.

The “custom distributions” facility of flexsurvreg expects the user-supplied probability density and distribution functions to have one explicitly named argument for each scalar parameter, and given R vectorisation, each of those arguments could be supplied as a vector of alternative parameter values.

However, spline models have a varying number of scalar parameters, determined by the number of knots in the spline. dsurvspline and psurvspline have an argument called gamma. This can be supplied as a matrix, with number of columns n determined by the number of knots (plus 2), and rows referring to alternative parameter values. The following statements are used in the source of flexsurvspline:

 dfn <-
unroll.function(dsurvspline, gamma=0:(nk-1)) pfn <-
unroll.function(psurvspline, gamma=0:(nk-1)) 

to convert these into functions with arguments gamma0, gamma1,...,gamman, corresponding to the columns of gamma, where n = nk-1, and with other arguments in the same format.

Author(s)

Christopher Jackson <[e-mail]>

See Also

flexsurvspline,flexsurvreg

Examples

fn <- unroll.function(ncol, x=1:3)
fn(1:3, 1:3, 1:3) # equivalent to...
ncol(cbind(1:3,1:3,1:3))

chjackson/flexsurv-dev documentation built on April 23, 2024, 10:57 a.m.