fit1tsmodel_ucminf {TwoTimeScales} | R Documentation |
Numerical optimization of the 1ts model
Description
fit1tsmodel_ucminf()
performs a numerical optimization of the
AIC or BIC of the one time scale model.
It finds the optimal values of \log_{10}(\varrho_s)
and returns the estimated
optimal model.
See also ucminf::ucminf()
.
Usage
fit1tsmodel_ucminf(
r,
y,
Z = NULL,
lrho = 0,
Bs,
Ds,
Wprior = NULL,
optim_criterion = c("aic", "bic"),
control_algorithm = list()
)
Arguments
r |
A vector of exposure times of length ns, or an array of dimension ns by n. |
y |
A vector of event counts of length ns, or an array of dimension ns by n. |
Z |
(optional) A regression matrix of covariates of dimension n by p. |
lrho |
A starting value for |
Bs |
A matrix of B-splines for the time scale |
Ds |
The difference matrix of the penalty. |
Wprior |
An optional vector of a-priori weights. |
optim_criterion |
The criterion to be used for optimization:
|
control_algorithm |
A list with optional values for the parameters of the iterative processes:
|
Value
An object of class haz1ts
with the following elements:
-
optimal_model
A list containing the results of the optimal model. -
optimal_logrho
The optimal value oflog10(rho_s)
. -
P_optimal
The optimal penalty matrix P.
References
Nielsen H, Mortensen S (2024). ucminf: General-Purpose Unconstrained Non-Linear Optimization. R package version 1.2.2, https://CRAN.R-project.org/package=ucminf