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optAUC (version 1.0)

hessAUC: function for hessian matrix of AUC

Description

function for hessian matrix of AUC

Usage

hessAUC(beta, X, Y, lambda)

Arguments

beta
linear coefficients
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