compute_log_f_gradient_rcpp3 {cmpp} | R Documentation |
Compute the Gradient of the Log-Likelihood Function Proportional Hazards Model (PHM)
Description
This function computes the gradient of the log-likelihood function for the parametric model (PHM Approach).
Arguments
Params |
A numeric vector of parameters. |
Value
A numeric vector representing the gradient of the log-likelihood.
Examples
library(cmpp)
set.seed(1984)
features <- matrix(rnorm(300, 1, 2), nrow = 100, ncol = 3)
delta1 <- sample(c(0, 1), 100, replace = TRUE)
delta2 <- 1 - delta1
x <- rexp(100, rate = 1/10)
Initialize(features, x, delta1, delta2, h = 1e-5)
params <- rep(0.001, 2 * (ncol(features) + 2))
gradient <- compute_log_f_gradient_rcpp3(params)
print(gradient)
[Package cmpp version 0.0.2 Index]