coxme (version 2.2-1)

coxme.control: Auxillary parameters for controlling coxme fits.

Description

Auxillary function which packages the optional parameters of a coxme fit as a single list.

Usage

coxme.control(eps = 1e-08, toler.chol = .Machine$double.eps^0.75,
iter.max = 20, inner.iter = Quote(max(4, fit0$iter+1)),
sparse.calc = NULL,
optpar = list(method = "BFGS", control=list(reltol = 1e-5)),
refine.df=4, refine.detail=FALSE)

Arguments

eps
convergence criteria for the partial likelihood
toler.chol
tolerance for the underlying Cholesky decomposition. This is used to detect singularity (redundant variables).
iter.max
maximum number of iterations for the final fit
inner.iter
number of iterations for the `inner loop' fits, i.e. when the partial likelihood is the objective function of optim. The default is to use one more iteration than the baseline coxph model fit0. The baseline model con
sparse.calc
choice of method 1 or 2 for a particular portion of the calculation. This can have an effect on run time for problems with thousands of random effects.
optpar
parameters passed forward to the optim routine.
refine.df
the degrees of freedom for the t-distribution used to draw random samples for the refine.n option
refine.detail
this option is mostly for debugging. If TRUE then an extra component refine.detail will be present in the output which contains intermediate variables from the iterative refinement calculation.

Value

  • a list of control parameters

Details

The main flow of coxme is to use the optim routine to find the best values for the variance parameters. For any given trial value of the variance parameters, an inner loop maximizes the partial likelihood to select the regression coefficients beta (fixed) and b (random). Within this loop cholesky decomposition is used. It is critical that the convergence criteria of inner loops be less than outer ones, thus toler.chol < eps < reltol.

See Also

coxme