opt_time_sol_mosek: Optimal solution of time dependent SVHM

View source: R/sol_mosek_func.R

opt_time_sol_mosekR Documentation

Optimal solution of time dependent SVHM

Description

Uses the Rmosek package to solve the quadratic optimization problem defined by SVHM.

Usage

opt_time_sol_mosek(e_vec, k_mat, w_vec, cost)

Arguments

e_vec

vector indicating if a subject experienced an event at an event time

k_mat

matrix

w_vec

weight vector

cost

cost parameter of the support vector machine of type numeric

Value

optimal solution for the time dependent SVHM

Note

Rmodek package requires a licence!


herglola/SVHM documentation built on March 24, 2022, 12:44 p.m.