ridge_solver_aci: Computes the ridge regularized estimates of the...

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

Description

Computes the ridge regularized estimates of the age-cohort-interaction model

Usage

ridge_solver_aci(O, R, pen, weights_age = NULL, weights_cohort = NULL,
  old_par = NULL, use_band = FALSE, maxiter = 100)

aridge_solver_aci(O, R, pen, sample_size, use_band = FALSE,
  maxiter = 1000, verbose = FALSE)

Arguments

O	Observed events as returned by exhaustive_stat_2d
R	Time at risk as returned by exhaustive_stat_2d
pen	The penalty constant.
weights_age	weights of the age differences in the log-hazard. See ADD REFERENCE SHEET
weights_cohort	weights of the cohort differences in the log-hazard. See ADD REFERENCE SHEET
old_par	initial point of the iteration. The default choice is 0 is recommended
use_band	Whether to use faster inversion of the hessian function. TRUE
maxiter	The maximal number of iteractions of the Newton-Raphson procedure.
verbose	Whether to display the progress of the Newton-Raphson procedure.

Value

The vector estimate of the ridge regularized age-cohort-interaction model.

See Also

Other ridge: ridge_solver_interaction

Other adaptive_ridge: ridge_solver_interaction

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)
pen <-  50
ridge <- ridge_solver_aci(O, R, pen)
ridge$par
ridge$iter

## End(Not run)

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