contrast_mat_list: Create List of Contrast Matrices for Parameter Fusion

In hreed7/SemiCompRisksPen: Penalized Models for Semi-Competing Risks

Create List of Contrast Matrices for Parameter Fusion

Description

Creates list of numeric matrices corresponding to the fusion of blocks of parameters. The list is indexed by pairs of parameter blocks being fused, i.e.,

• fusedcoef12,fusedcoef13,fusedcoef23 list elements correspond to matrices that, when multiplied to the parameter vector, yield a vector of fused differences between corresponding regression parameters between the stated transition hazards.

• fusedbaseline12,fusedbaseline13,fusedbaseline23 list elements are as above, but fusing the baseline hazard parameters.

Usage

contrast_mat_list(
  nP0,
  nP1,
  nP2,
  nP3,
  penalty_fusedcoef,
  lambda_fusedcoef,
  penalty_fusedbaseline,
  lambda_fusedbaseline,
  hazard,
  penweights_list
)

Arguments

nP0, nP1, nP2, nP3	Number of parameters.
penalty_fusedcoef	A string value indicating the form of the fusion penalty to apply to the regression parameters. "none" and "fusedlasso" are the options.
lambda_fusedcoef	The strength of the fusion penalty on the regression parameters. Either a single non-negative numeric value for all three transitions, or a length 3 vector with elements corresponding to the three transitions.
penalty_fusedbaseline	A string value indicating the form of the fusion penalty to apply to the baseline hazard parameters. "none" and "fusedlasso" are the options.
lambda_fusedbaseline	The strength of the fusion penalty on the regression parameters. Either a single non-negative numeric value for all three transitions, or a length 3 vector with elements corresponding to the three transitions.
hazard	String specifying the form of the baseline hazard.
penweights_list	A list of numeric vectors representing weights for each penalty term (e.g., for adaptive lasso.) Elements of the list should be indexed by the names "coef1", "coef2", "coef3", "fusedcoef12", "fusedcoef13", "fusedcoef23", "fusedbaseline12", "fusedbaseline13", and "fusedbaseline23"

Value

Returns a list with elements named as above, each containing a numeric contrast matrix.

hreed7/SemiCompRisksPen documentation built on Dec. 15, 2024, 5:41 p.m.