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headcomp
2013 Mar 10
0
Steepest Ascent Algorithm
...nction
#w = 0 or 1 depending on whether they were censored or not
#t is the suvival time
#d is 0 if they were the control group and 1 if they were in the treatment
group
#theta is a vector of paramters (a,Bo, and B1 over which to maximize upon
lordata[4,3]
like<-function(theta,data,gcomp=FALSE,hesscomp=FALSE)
{
a = theta[1]
Bo=theta[2]
B1=theta[3]
d=data[,1] #treatment
w=data[,2] #censored
t=data[,3] #survival time
mu = (t^a)*exp(Bo+d*B1)
l = sum(w*log(mu)-mu+w*log(a/t))
if(gcomp==TRUE) {
grad=matrix(0,3,1)
grad[1]=sum(w*log(t)-mu*log(t)+w/a) #alpha...