BCA1SG_NHPP {BCA1SG} | R Documentation |
This function implements the BCA1SG algorithm on the semiparametric nonhomogeneous Poisson process model for panel count data to solve the ML estimates of the model parameters.
BCA1SG_NHPP(input_data, initial_beta, initial_Lambda = function(x){x}, threshold = 1e-05,
max_iter = 5000, max_stepsize = 10000, xi = 0.3, contraction = 0.5)
input_data |
An object of class data.frame. The structure of the data frame must be {patient ID, time of measurement, measurement(cumulative counts),covariate_1,...,covariate_p}. This data frame cannot contain missing values. See the dataset "skiTum" for an example. |
initial_beta |
The initial value of the regression coefficients. The dimension of this input should comply with the dimension of the covariates. |
initial_Lambda |
An R function which serves as the initial value of the baseline mean cumulative function. |
threshold |
Convergence threshold. The algorithm is terminated when the infinity norm of the difference between successive iterates is less than the convergence threshold. |
max_iter |
Maximum number of iterations allowed. |
max_stepsize |
Maximum stepsize allowed. |
xi |
The xi parameter in the inexact backtracking line search algorithm. See Wang et al. (2020) for details. |
contraction |
The contraction parameter in the inexact backtracking line search algorithm. See Wang et al. (2020) for details. |
Details about the BCA1SG algorithm can be found in Wang et al. (2020), and the details concerning the semiparametric NHPP model can be found in Wellner and Zhang (2007).
distinct_time |
The set of distinct observation time points. |
est_Lambda |
The estimated baseline mean cumulative function at the set of distinct observation time points. |
est_beta |
The estimated regression coefficients. |
iteration |
The number of iterations. |
timecost |
The computational time in seconds. |
Wang Y., Ye Z., and Cao H.
Wang Y., Ye, Z.-S., and Cao, H.(2020). On Computation of Semi-Parametric Maximum Likelihood Estimators with Shape Constraints. Submitted.
Wellner J.A. and Zhang Y.(2007). Two Likelihood-Based Semiparametric Estimation Methods for Panel Count Data with Covariates. The Annals of Statistics, 35(5), 2106-2142.
data(adapt_skiTum)
res<-BCA1SG_NHPP(adapt_skiTum, initial_beta = rep(0,4), threshold = 2e-3)
res$est_beta
res$iteration
res$timecost
plot(res$distinct_time,res$est_Lambda,type="s",lwd=3,
xlab="Time",ylab="Baseline mean cumulative function")