hessAUC:
function for hessian matrix of AUC
Description
function for hessian matrix of AUC
Usage
hessAUC(beta, X, Y, lambda)
Arguments
X
m X p data matrix for m non-diseased subjects with p markers
Y
n X p data matrix for n diseased subjects with p markers
lambda
the smooth parameter for the Sigmoid function used for the AUC