# NOT RUN {
# parameters
n=20
tt=3
Tmax=10
u=1.5
s=sample(3,n,replace=TRUE)
vtimes=c(0,1,2,5)
# generate data
ngrid=500
ts=seq(0,Tmax,length=ngrid)
X2=matrix(rnorm(n*ngrid,0,0.1),n,ngrid)
for(i in 1:n) {
sa=sample(ngrid/6,1)
vals=sample(3,1)-1
X2[i,1:sa[1]]=vals[1]+X2[i,1:sa[1]]
X2[i,(sa[1]+1):ngrid]=vals[1]+sample(c(-2,2),1)+X2[i,(sa[1]+1):ngrid]
}
S1=matrix(sample(4,n,replace=TRUE),n,length(vtimes))
S2=matrix(NA,n,length(vtimes))
S2[,1]=X2[,1]
for(j in 2:length(vtimes)) {
tm=which.min(abs(ts-vtimes[j]))
S2[,j]=X2[,tm]}
cens=runif(n)
ripart=1-exp(-0.01*apply(exp(X2),1,cumsum)*ts/1:ngrid)
Ti=rep(NA,n)
for(i in 1:n) {
Ti[i]=ts[which.min(abs(ripart[,i]-cens[i]))]
}
cens=runif(n,0,Tmax*2)
delta=ifelse(cens>Ti,1,0)
Ti[cens<Ti]=cens[cens<Ti]
##
X=array(NA,c(2,nrow(S1),ncol(S1)))
X[1,,]=round(S2) #fewer different values, quicker computation
X[2,,]=S1
sc=maxauc.s(X,Ti,delta,u,tt,s,vtimes)
# beta coefficients
sc$beta
# final score (X[1,,]+X[2,,]*sc$beta[1]+...+X[p,,]*sc$beta[p-1])
sc$score
# }
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