ddhazard_control: Auxiliary for Controlling Dynamic Hazard Models

Description

Auxiliary for additional settings with ddhazard.

Usage

ddhazard_control(
  kappa = NULL,
  alpha = 1,
  beta = 0,
  NR_eps = NULL,
  LR = 1,
  n_max = 10^2,
  eps = 0.001,
  est_Q_0 = FALSE,
  method = "EKF",
  save_risk_set = TRUE,
  save_data = TRUE,
  eps_fixed_parems = 1e-04,
  fixed_parems_start = NULL,
  n_threads = getOption("ddhazard_max_threads"),
  denom_term = 1e-05,
  fixed_terms_method = "E_step",
  Q_0_term_for_fixed_E_step = NULL,
  permu = if (!is.null(method)) method == "SMA" else FALSE,
  posterior_version = "cholesky",
  GMA_max_rep = 25,
  GMA_NR_eps = 1e-04,
  est_a_0 = TRUE,
  ...
)

Value

A list with components named as the arguments.

Arguments

kappa: hyper parameter \(\kappa\) in the unscented Kalman Filter.
alpha: hyper parameter \(\alpha\) in the unscented Kalman Filter.
beta: hyper parameter \(\beta\) in the unscented Kalman Filter.
NR_eps: tolerance for the Extended Kalman filter. Default is NULL which means that no extra iteration is made in the correction step.
LR: learning rate.
n_max: maximum number of iteration in the EM-algorithm.
eps: tolerance parameter for the EM-algorithm
est_Q_0: TRUE if you want the EM-algorithm to estimate Q_0. Default is FALSE.
method: set to the method to use in the E-step. Either "EKF" for the Extended Kalman Filter, "UKF" for the Unscented Kalman Filter, "SMA" for the sequential posterior mode approximation method or "GMA" for the global mode approximation method. "EKF" is the default.
save_risk_set: TRUE if you want to save the list from get_risk_obj used to estimate the model. It may be needed for later calls to e.g., residuals, plot and logLike.
save_data: TRUE if you want to keep the data argument. It may be needed for later calls to e.g., residuals, plot and logLike.
eps_fixed_parems: tolerance used in the M-step of the Fisher's scoring algorithm for the fixed effects
fixed_parems_start: starting value for fixed terms.
n_threads: maximum number of threads to use.
denom_term: term added to denominators in either the EKF or UKF.
fixed_terms_method: the method used to estimate the fixed effects. Either 'M_step' or 'E_step' for estimation in the M-step or E-step respectively.
Q_0_term_for_fixed_E_step: the diagonal value of the initial covariance matrix, Q_0, for the fixed effects if fixed effects are estimated in the E-step.
permu: TRUE if the risk sets should be permutated before computation. This is TRUE by default for posterior mode approximation method and FALSE for all other methods.
posterior_version: the implementation version of the posterior approximation method. Either "woodbury" or "cholesky".
GMA_max_rep: maximum number of iterations in the correction step if method = 'GMA'.
GMA_NR_eps: tolerance for the convergence criteria for the relative change in the norm of the coefficients in the correction step if method = 'GMA'.
est_a_0: FALSE if the starting value of the state model should be fixed.
...: additional undocumented arguments.

Description

Usage

Value

Arguments

See Also