R/boosting_iteration_mu.R

In vegarsti/fhtboost: Boosting for High-Dimensional First Hitting Time Threshold Regression

#' @export

boosting_iteration_mu <- function(nu, X, Z, u, beta_hat_m1, gamma_hat_m1, p, ps, times, delta) {
  result <- best_least_squares_update(Z, u, p, ps)
  gamma_hat_addition <- nu*result$parameter_updates
  gamma_hat_m <- gamma_hat_m1 + gamma_hat_addition
  u_m <- FHT_componentwise_loss_function_derivative_mu(
    beta_hat_m1, gamma_hat_m, X, Z, times, delta
  )
  return(list(u_m=u_m, gamma_hat_m=gamma_hat_m, gamma_hat_addition=gamma_hat_addition))
}