checkKKT4BR: check convergence of baseline regularization (BR)

In sverchkov/BaselineRegularization: Baseline Regularization

Description

check the overall converge of BR used as the outer loop stopping criterion

Usage

checkKKT4BR(interval_baseline_parameter, baseline_obs_period, X, l, n, t,
  beta, lambda1, lambda2, lambda3 = 0)

Arguments

interval_baseline_parameter	An array where each position corresponds to an interval and each value corresponds to the index of a baseline parameter
baseline_obs_period	vector where index is the baseline parameter index and value is observation period index
X	data matrix
l	length of each interval
n	number of dx occur at each interval
t	baseline parameters
beta	drug effect parameters
lambda1	strength of ridge regularization for beta
lambda2	strength of fused lasso regularization for baseline
lambda3	strength of ridge regression for baseline

Value

2-norm of a vector that specifies the degree of optimality violation

Author(s)

Zhaobin Kuang

sverchkov/BaselineRegularization documentation built on May 9, 2019, 1:26 p.m.