Correction2Vect {PPLasso}

Correction on two vectors

Description

For the estimation of \tilde{\beta} in Zhu et al. (2022), this function keeps only the K1 largest values of prognostic biomarkers coefficients and the k2 largest value of the presictive biomarkers coefficients and set the others to the smallest value among the k1 (k2) largest of prognostic (predictive part).

Usage

Correction2Vect(X, Y, te=NULL, vector_prog, vector_pred, 
top_grill.=c(1:length(vector_prog)), delta=0.95, toZero=FALSE)

Arguments

X

Design matrix

Y

Response vector

te

treatment effects

vector_prog

Vector of prognostic biomarkers

vector_pred

Vector of predictive biomarkers

top_grill.

grill of the thresholding

delta

parameter \delta in the thresholding

toZero

should the threshold to 0 or not

Value

This function returns the thresholded vector.

Author(s)

Wencan Zhu, Celine Levy-Leduc, Nils Ternes

Examples

x1=sample(1:10,10)
x2=sample(1:10,10)

X=t(sapply(c(1:10),FUN=function(x) rnorm(20)))
Y=rnorm(10)

Correction2Vect(X=X, Y=Y, vector_prog=x1, vector_pred=x2)

## The function is currently defined as
function(X, Y, te=NULL, vector_prog, vector_pred, 
top_grill.=c(1:length(vector_prog)), delta=0.95, toZero=FALSE){
  
    if(toZero){
      matrix_top_fix <- sapply(top_grill., top, vect=vector_prog)
      matrix_top_opt <- sapply(top_grill., top, vect=vector_pred)
    } else {
      matrix_top_fix <- sapply(top_grill., top_thresh, vect=vector_prog)
      matrix_top_opt <- sapply(top_grill., top_thresh, vect=vector_pred)
    }
    
    
    opt_top_opt <- mse_fix <- c()
    for(j in 1:length(top_grill.)){
      fix_temp <- matrix_top_fix[,j]
      mse_temp <- c()
      yhat <- X%*%c(te, fix_temp, matrix_top_opt[,1])

      mse_temp[1] <- sum((Y-yhat)^2)
      for(m in 2:length(top_grill.)){
        opt_temp <- matrix_top_opt[,m]
        threshed_vect <- c(te, fix_temp, opt_temp)
        yhat <- X%*%threshed_vect
        mse_temp[m] <- sum((Y-yhat)^2)
        ratio_mse <- round(mse_temp[m]/mse_temp[m-1], 6)
        if(ratio_mse >= delta){
          opt_top_opt[j] <- top_grill.[m]
          mse_fix[j] <- mse_temp[m]
          break
        }
      }
      if(m==length(top_grill.)){
        opt_top_opt[j] <- top_grill.[m]
        mse_fix[j] <- mse_temp[m]
      }
      if(j==1){
        ratio_final <- 0
      } else {
        ratio_final <- mse_fix[j]/mse_fix[j-1]
      }
      if(ratio_final >= delta){
        opt_fix <- j
        opt_opt <- m
        break
      }
    }
    
    if(exists("opt_fix")==FALSE){
      opt_fix <- ncol(matrix_top_fix)
      opt_opt <- ncol(matrix_top_opt)
    }
    

    return(c(matrix_top_fix[,opt_fix], matrix_top_opt[,opt_opt]))

}