TABLE OF CONTENTS

CinitRoutine/cInitGrHazSpline [ Functions ]

NAME

    cInitGrHazSpline --- gradient of likelihood of spline parameters for hazard

FUNCTION

Compute the gradient of the loglikelihood of parameters of the hazard spline component, called by cmkgr.spline.haz during initialization only.

SYNOPSIS

625 void cInitGrHazSpline(double *gr, double *par, double *status, double *lp, double *frailrep,
626     double *hazParY, double *hazParYcum, double *weight, double *B, double *C,
627     double *P, int *penaltyType, double *sigma2, int *ny, int *nj)

INPUTS

   see cmkgr.spline.haz for inputs and outputs.

SOURCE

631 {
632     double * epar = (double *) malloc((*nj) * sizeof(double));
633     double * hazY = (double *) malloc((*ny) * sizeof(double));
634     double * temp = (double *) malloc((*ny) * sizeof(double));
635     const int c1 = 1;
636     F77_CALL(dcopy)(ny, hazParY, &c1, hazY, &c1);
637     for(int i=0; i< *nj; i++) epar[i]=exp(par[i]);
638     const double c1d=1;
639     const double cm1d=-1;
640     cInitMultAndWeight( hazY, B, epar, weight, ny, nj);
641     const char trans = 'T';
642     for(int i=0; i<*ny; i++) hazY[i]=status[i]/hazY[i]; 
643     for(int i=0; i<*ny; i++) temp[i]=exp(lp[i])*frailrep[i]; 
644     F77_CALL(dgemv)(&trans,ny,nj,&c1d,B,ny,hazY,&c1,&c1d,gr,&c1);
645     F77_CALL(dgemv)(&trans,ny,nj,&cm1d,C,ny,temp,&c1,&c1d,gr,&c1);
646     for(int i=0; i<*nj; i++) gr[i]=gr[i]*epar[i] * *weight;
647     double *penpar = ((*penaltyType==2) | (*penaltyType==3))  ? epar : par;
648     addInitSmoothnessPenaltyGr(gr, penpar, P, penaltyType, sigma2, nj);
649     free(epar);
650     free(hazY);
651     free(temp);
652 }