repam {survPen}

Applies initial reparameterization for stable evaluation of the log determinant of the penalty matrix

Description

Transforms the object from model.cons by applying the matrix reparameterization (matrix U.F). The reparameterization is reversed at convergence by inv.repam.

Usage

repam(build)

Arguments

build

object as returned by model.cons

Value

build

an object as returned by model.cons

X.ini

initial design matrix (before reparameterization)

S.pen.ini

initial penalty matrices

Examples

library(survPen)

# standard spline of time with 4 knots

data <- data.frame(time=seq(0,5,length=100),event=1,t0=0)

form <- ~ smf(time,knots=c(0,1,3,5))

t1 <- eval(substitute(time), data)
t0 <- eval(substitute(t0), data)
event <- eval(substitute(event), data)
	
# Setting up the model before fitting
model.c <- model.cons(form,lambda=0,data.spec=data,t1=t1,t1.name="time",
t0=rep(0,100),t0.name="t0",event=event,event.name="event",
expected=NULL,expected.name=NULL,type="overall",n.legendre=20,
cl="survPen(form,data,t1=time,event=event)",beta.ini=NULL)
 
# Reparameterization allows separating the parameters into unpenalized and 
# penalized ones for maximum numerical stability
re.model.c <- repam(model.c)