grid_search_1d {TwoTimeScales} | R Documentation |
Grid search for the optimal 1ts model
Description
grid_search_1d()
performs a grid search for the minimum
AIC or BIC of the one time scale model.
It finds the optimal values of log_10(rho_s)
and returns the estimated
optimal model.
Usage
grid_search_1d(
r,
y,
Z = NULL,
lrho,
Bs,
Ds,
Wprior = NULL,
optim_criterion = c("aic", "bic"),
control_algorithm = list(maxiter = 20, conv_crit = 1e-05, verbose = FALSE, monitor_ev =
FALSE),
par_gridsearch = list(plot_aic = FALSE, plot_bic = FALSE, return_aic = TRUE, return_bic
= TRUE, mark_optimal = TRUE, main_aic = "AIC grid", main_bic = "BIC grid")
)
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 vector of |
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:
|
par_gridsearch |
A list of parameters for the grid_search:
|
Value
An object of class h1tsfit
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. -
AIC
(ifpar_gridsearch$return_aic == TRUE
) The vector of AIC values. -
BIC
(ifpar_gridsearch$return_bic == TRUE
) The vector of BIC values.
References
Camarda, C. G. (2012). "MortalitySmooth: An R Package for Smoothing Poisson Counts with P-Splines." Journal of Statistical Software, 50(1), 1–24. https://doi.org/10.18637/jss.v050.i01