coxme.control {coxme}R Documentation

Auxillary parameters for controlling coxme fits.

Description

Auxillary function which packages the optional parameters of a coxme fit as a single list.

Usage

coxme.control(eps = 1e-08, toler.chol = .Machine$double.eps^0.75,
iter.max = 20, inner.iter = Quote(max(4, fit0$iter+1)),
sparse.calc = NULL,
optpar = list(method = "BFGS", control=list(reltol = 1e-5)),
refine.df=4, refine.detail=FALSE)

Arguments

eps

convergence criteria for the partial likelihood

toler.chol

tolerance for the underlying Cholesky decomposition. This is used to detect singularity (redundant variables).

iter.max

maximum number of iterations for the final fit

inner.iter

number of iterations for the ‘inner loop’ fits, i.e. when the partial likelihood is the objective function of optim. The default is to use one more iteration than the baseline coxph model fit0. The baseline model contains only the fixed effects, and is as part of the setup by the main program. The minimum value of 4 applies most often to the case where there are no fixed effects.

sparse.calc

choice of method 1 or 2 for a particular portion of the calculation. This can have an effect on run time for problems with thousands of random effects.

optpar

parameters passed forward to the optim routine.

refine.df

the degrees of freedom for the t-distribution used to draw random samples for the refine.n option

refine.detail

this option is mostly for debugging. If TRUE then an extra component refine.detail will be present in the output which contains intermediate variables from the iterative refinement calculation.

Details

The main flow of coxme is to use the optim routine to find the best values for the variance parameters. For any given trial value of the variance parameters, an inner loop maximizes the partial likelihood to select the regression coefficients beta (fixed) and b (random). Within this loop cholesky decomposition is used. It is critical that the convergence criteria of inner loops be less than outer ones, thus toler.chol < eps < reltol.

Value

a list of control parameters

Author(s)

Terry Therneau

See Also

coxme


[Package coxme version 2.2-1 Index]