Displaying 1 result from an estimated 1 matches for "btwbplusp".
2006 Jul 07
1
convert ms() to optim()
...TER., TRACE.){
lambda1 <- abs(LAMBDA1.)
lambda2 <- abs(LAMBDA2.)
P <- lambda1 * P1. + lambda2 * P2.
a <- Estimate(A.INIT., X., V., OFF., D., P,
TOL., MONITOR., MAX.ITER.)
Ita <- OFF. + X. %*% a
Mu <- c(exp(Ita))
Wt <- Mu * V.
Bt.W.B <- t(X.) %*% (Wt * X.)
BtWBplusP <- Bt.W.B + P
Rhs <- Bt.W.B %*% a + t(X.) %*% (V. * (D. - Mu))
a <- solve(BtWBplusP, Rhs)
Tr <- sum(diag(solve(BtWBplusP, Bt.W.B)))
y.init <- D.
y.init[D.==0] <- 10^(-4)
Dev <- 2*sum( V. * D.*log(y.init/Mu) )
Bic <- Dev + log(sum(V.)) * Tr
Hazard <- Ita -...