hessian_interaction: Second order derivate of the negative lok-likelihood in the...

In goepp/hazreg: Hazard Regularized estimation for time-to-event data

Description

Second order derivate of the negative lok-likelihood in the interaction model

Usage

hessian_interaction(par, O, R, pen, weights_age = NULL,
  weights_cohort = NULL, use_band = FALSE)

Arguments

par	parameters of the interaction model in the form c(mu, alpha and beta)
O	Observed events as returned by exhaustive_stat_2d
R	Time at risk as returned by exhaustive_stat_2d

Value

The matrix of second order derivatives of the negative log-likelihood as described in TODO NAME OF REFERENCE SHEET

See Also

Other ac_likelihood: hessian_ac, loglik_ac, score_ac, solver_ac

Examples

## Not run: 
J <- 10
K <- 15
set.seed(0)
O <- matrix(rpois(K * J, 2), K, J)
R <- matrix(rpois(K * J, 10), K, J)
par <- rnorm(J * K)
hessian_interaction(par, O, R)

## End(Not run)

goepp/hazreg documentation built on June 7, 2019, 4:03 a.m.