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hisemi (version 1.1-0)

penLik.EMNewton: Fits hierarchical semiparametric regression model to t-statistics

Description

Fits hierarchical semiparametric regression model to t-statistics

Usage

penLik.EMNewton(tstat, x, df, spar = c(10^seq(-1,8,length=30), Inf),
        nknots = n.knots(length(tstat)), starts, 
	tuning.method = c("NIC", "CV"), cv.fold = 5, pen.order=1,
	poly.degree=pen.order*2-1, optim.method =
	c("nlminb", "BFGS", "CG", "L-BFGS-B", "Nelder-Mead", "SANN", "NR"), 
        logistic.correction = TRUE, em.iter.max = 10, 
        em.beta.iter.max = 1, newton.iter.max = 1500, 
        scale.conv = 0.001, lfdr.conv = 0.001, NPLL.conv = 0.001, 
        debugging = FALSE, plotit = TRUE, ...)

Arguments

tstat

A numeric vector t-statistics

x

A numeric matrix of covariates, with nrow(x) being length(tstat)

df

A numeric scalar or vector of degrees of freedom

spar

A numeric vector of smoothing parameter lambda

nknots

A numeric scalar of number of knots

starts

An optional numeric vector of starting values

tuning.method

Either 'NIC' or 'CV', specifying the method to choose the tuning parameter spar

cv.fold

A numeric scalar of the fold for cross-validation. Ignored if tuning.method='NIC'.

pen.order

A numeric scalar of the order of derivatives of which squared integration will be used as roughness penalty.

poly.degree

A numeric scalar of the degree of B-splines.

optim.method

A character scalar specifying the method of optimization.

logistic.correction

A logical scalar specifying whether or not the effective number of parameters should be corrected using a logistic curve

em.iter.max

A numeric scalar specifying the maximum number of EM iterations. If being Inf, then EM algorithm is used. If being 0, then Newton method is used. Otherwise, EM algorithm is used initially, followed by Newton method.

em.beta.iter.max

A numeric scalar specifying the maximum number of iterations in the maximization step for the beta parameters in the EM algorithm. If being Inf, the original EM is used. If being 1 or other numbers, the generalized EM algorithm is used.

newton.iter.max

A numeric scalar specifying the maximum number of iterations in Newton method.

scale.conv

A small numeric scalar specifying the convergence criterion for the scale parameter.

lfdr.conv

A small numeric scalar specifying the convergence criterion for the local false discovery rates.

NPLL.conv

A small numeric scalar specifying the convergence criretion for the negative penalized log likelhood.

debugging

A logical scalar. If TRUE, then dump.frame will be called whenever error occurs.

plotit

A locgical scalr specifying whether a plot should be generated.

Currently not used.

Value

An list of class hisemit:

lfdr:

A numeric vector of local false discovery rates.

model

A list of tstat, df and x, which are the same as arguments

scale.fact:

A list with

  • scale.fact: Scale factor

  • sd.ncp: Equivalent standard deviation of noncentrality parameters

  • r: A reparameterization of scale.fact

  • t.cross: sqrt(df*(s^(2/(df+1))-1)/(1-s^(-2*df/(df+1))))

where s is the scale.fact

pi0:

A numeric vector of mixing proportions for the central t component

tuning:

A list with

  • mean: Mean criterion

  • var: Variance of criterion across observations

  • grp: Cross-validation group membership

  • method: The tuning.method used.

  • final: The minimum mean criterion

spar:

A list with

  • all: All smoothing parameters searched

  • final: The smoothing parameter used

  • final.idx: The index of the final spar

enp:

A list with

  • raw: Raw effective number of parameters

  • logistic: Effective number of parameters after fitting logistic curve as a correction

  • final: The effective nubmer of parameters in the final model

  • good.idx: The index of the selected effective number of parameters

fit:

A list with

  • intercept: The fitted intercept

  • covariate.idx: The index of covariates

  • f.covariate: Each additive smooth function evaluated at the covariates

  • f: Fitted smoothing funciton

  • beta: Estimated regression coefficients

  • H: Expanded design matrix

  • asym.vcov: Asymptotic variance-covariance matrix for estimated parameters

NPLL:

A list with

  • NPLL: Negative penalized log likelihood

  • logLik: Log likelihood

  • penalty: Penalty term

  • saturated.ll: Saturated log likelihood

References

Long Qu, Dan Nettleton, Jack Dekkers (2012) A hierarchical semiparametric model for incorporating inter-gene relationship information for analysis of genomic data. Biometrics, 68(4):1168-1177

See Also

plot.hisemit, fitted.hisemit, coef.hisemit, vcov.hisemit, residuals.hisemit, logLik.hisemit, confint.hisemit, plot.hisemit, hisemi-package, pi0-package

Examples

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