rand.eff.coord.desc.unpenalized {messi}

Cyclical coordinate descent algorithm for the M-step in the EM Algorithm for the maximizing the soft constraint model likelihood.

Description

Cyclical coordinate descent algorithm for the M-step in the EM Algorithm for the maximizing the soft constraint model likelihood.

Usage

rand.eff.coord.desc.unpenalized(
  Y,
  M,
  A,
  C = NULL,
  first.moment,
  second.moment,
  err.tol.out = 1e-08,
  err.tol.med = 1e-08,
  max.itr = 10000
)

Arguments

Y

A (n x 1) continuous outcome vector.

M

A (n x p_m) matrix of mediators.

A

A (n x 1) vector of exposures.

C

A (n x p_c) matrix of confounders and adjustment covariates. If there are no confounders or adjustment covariates set C = NULL.

first.moment

Posterior expectation of the total effect parameter.

second.moment

Posterior expection of the squared total effect parameter.

err.tol.out

Termination condition for cyclical coordinate descent algorithm with respect to the outcome model parameters.

err.tol.med

Termination condition for cyclical coordinate descent algorithm with respect to the mediator model parameters.

max.itr

Maximum number of iterations for cyclical coordinate descent algorithm.

Value

A list containing point estimates of the soft constraint model parameters and an indicator of whether the algorithm converges.