internal {OrdFacReg} | R Documentation |
Internal functions for ordered factor regression functions
Description
Internal functions for ordered factor regression functions.
Details
These functions are not intended to be called by users directly.
Abeta
- Function A(β) in Rufibach (2009) that collects the indices of
the inequalities violated by β.
constraintMats
- Function that computes the matrices B (collects the basis vectors
given in Theorem 3.1 of Duembgen et al. (2007)) and V (collects the vectors v_i that
make up the cone K in Section 3.1 of Duembgen et al. (2007)).
coxDeriv
- Computes gradient of (pseudo-)log-likelihood function in Cox-regression.
coxLoglik
- Computes value of (pseudo-)log-likelihood function in Cox-regression.
coxSubspace
- Computes maximizer on subspace, denoted by widetilde{psi}(A) in Table 1
of Duembgen et al. (2007).
dummy
- Generate a matrix of dummy variables corresponding to the levels of the inputed factor.
The dummy variable corresponding to the lowest level of the factor is omitted.
expandBeta
- After computation of β on subspace ``blow up'' this vector again
to original dimension.
indexDummy
- Compute column numbers of the dummy variables of the ordered factor(s).
lmLSE
- Compute value of least squares criterion and least squares estimate.
lmSS
- Compute value of least squares criterion and its gradient.
logRegDeriv
- Gradient of log-likelihood function in logistic regression.
logRegLoglik
- Compute value of log-likelihood function in logistic regression.
logRegSubspace
- Computes maximizer on subspace, denoted by widetilde{psi}(A) in
Table 1 of Duembgen et al. (2007).
LSEsubspace
- Computes maximizer on subspace, denoted by widetilde{psi}(A) in
Table 1 of Duembgen et al. (2007).
maxStep
- Compute maximal permissible steplength, denoted by t in Table 1 in
Duembgen et al. (2007).
phi_jl
- Function phi in Rufibach (2009) that maps the original indices (i, j) to
the inequality index i.
setminus
- Remove elements in vector B from vector A.
shrinkBeta
- Collapse β according to the active constraints specified by the set A.
Author(s)
Kaspar Rufibach (maintainer)
kaspar.rufibach@ifspm.uzh.ch
http://www.biostat.uzh.ch/aboutus/people/rufibach.html
References
Duembgen, L., Huesler, A. and Rufibach, K. (2007)
Active set and EM algorithms for log-concave densities based on complete and censored data.
Technical report 61, IMSV, Univ. of Bern, available at http://arxiv.org/abs/0707.4643.
Rufibach, K. (2009)
An Active Set Algorithm to Estimate Parameters in Generalized Linear Models with Ordered Predictors.
Preprint, available at http://arxiv.org/abs/0902.0240.
See Also
All these functions are used by the ordered factor computation functions ordFacReg
and ordFacRegCox
.
[Package
OrdFacReg version 1.0.0
Index]