c_d_theta_sh_h_p {cgAUC}

c_d_theta_sh_h_p

Description

Compute the c_d_theta_sh_h_p.

Usage

c_d_theta_sh_h_p(y, z, l, h)

Arguments

y

The potential variables. It is a matrix with column of values of a variables. It should be standardized in this application.

z

The gold standard variable. It should be standardized.

l

Linear combination. A vector.

h

The value of h falls into (n^(-1/2), n^(-1/5)).

Details

Compute the c_d_theta_sh_h_p Come from differential.

Value

d.theta.sh.h.p

Theta after differential.

Author(s)

Yu-chia Chang

References

Chang, YCI. Maximizing an ROC type measure via linear combination of markers when the gold reference is continuous. Statistics in Medicine 2012.
Obuchowski NA. An ROC-type measure of diagnostic accuracy when the gold standard is continuous-scale. Statistics in Medicine 2006; 25:481–493.
Obuchowski N. Estimating and comparing diagnostic tests accuracy when the gold standard is not binary. Statistics in Medicine 2005; 20:3261–3278.
Friedman JH, Popescu BE. Gradient directed regularization for linear regression and classification. Technical Report, Department of Statistics, Stanford University, 2004.

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function(y, z, l, h) {
    .Call('cgAUC_c_d_theta_sh_h_p', PACKAGE = 'cgAUC', y, z, l, h)
}