discreteRoot

Find the root of a monotone function on a discrete grid of value using dichotomic search

Implementation of the following methods for event history analysis.
Risk regression models for survival endpoints also in the presence of competing
risks are fitted using binomial regression based on a time sequence of binary
event status variables. A formula interface for the Fine-Gray regression model
and an interface for the combination of cause-specific Cox regression models.
A toolbox for assessing and comparing performance of risk predictions (risk
markers and risk prediction models). Prediction performance is measured by the
Brier score and the area under the ROC curve for binary possibly time-dependent
outcome. Inverse probability of censoring weighting and pseudo values are used
to deal with right censored data. Lists of risk markers and lists of risk models
are assessed simultaneously. Cross-validation repeatedly splits the data, trains
the risk prediction models on one part of each split and then summarizes and
compares the performance across splits.

Thomas Alexander Gerds

riskRegression

Risk Regression Models and Prediction Scores for Survival
Analysis with Competing Risks

Johan Sebastian Ohlendorff

Paul Blanche

Rikke Mortensen

Marvin Wright

Nikolaj Tollenaar

John Muschelli

Ulla Brasch Mogensen

Brice Ozenne

discreteRoot function

<dl><dt>fn</dt>
<dd>[function] objective function to minimize in absolute value.</dd>
<dt>grid</dt>
<dd>[vector] possible minimizers.</dd>
<dt>increasing</dt>
<dd>[logical] is the function fn increasing?</dd>
<dt>check</dt>
<dd>[logical] should the program check that fn takes a different sign for the first vs. the last value of the grid?</dd>
<dt>tol</dt>
<dd>[numeric] the absolute convergence tolerance.</dd></dl>

Arguments

Dichotomic search for monotone function — discreteRoot

<dl>

<dt>fn</dt>
<dd>[function] objective function to minimize in absolute value.</dd>


<dt>grid</dt>
<dd>[vector] possible minimizers.</dd>


<dt>increasing</dt>
<dd>[logical] is the function fn increasing?</dd>


<dt>check</dt>
<dd>[logical] should the program check that fn takes a different sign for the first vs. the last value of the grid?</dd>


<dt>tol</dt>
<dd>[numeric] the absolute convergence tolerance.</dd>

</dl>

Dichotomic search for monotone function

discreteRoot: Dichotomic search for monotone function

Description

Usage

Arguments