target::TargetBinary< T > Class Template Referenceabstract
Inheritance diagram for target::TargetBinary< T >:
Collaboration diagram for target::TargetBinary< T >:
Public Member Functions | |
virtual arma::Mat< T > | pa () |
Calculate risk probabilities conditional on exposure. More... | |
virtual arma::Mat< T > | p (bool exposure=0) |
virtual arma::Col< T > | loglik (bool indiv=false) |
log likelihood More... | |
virtual arma::Mat< T > | score (bool indiv=false) |
score function More... | |
virtual arma::Mat< T > | est (arma::Col< T > alpha, const arma::Col< T > &propensity) |
Estimating function for double robust estimator. More... | |
virtual arma::Mat< T > | est (arma::Col< T > alpha) |
void | calculate (bool target=true, bool nuisance=true, bool propensity=false) override |
Public Member Functions inherited from target::Target< T > | |
Target () | |
Constructor. | |
Target (const arma::Col< T > &y, const arma::Mat< T > &a, const arma::Mat< T > &x1, const arma::Mat< T > &x2, const arma::Mat< T > &x3, const arma::Col< T > ¶meter, const arma::Col< T > &weights) | |
Target class constructur. More... | |
Target (const arma::Col< T > &y, const arma::Mat< T > &a, const arma::Mat< T > &x1, const arma::Mat< T > &x2, const arma::Col< T > ¶meter, const arma::Col< T > &weights) | |
Target (const arma::Col< T > &y, const arma::Mat< T > &a, const arma::Mat< T > &x1, const arma::Mat< T > &x2, const arma::Mat< T > &x3, const arma::Col< T > ¶meter) | |
Target (const arma::Col< T > &y, const arma::Mat< T > &a, const arma::Mat< T > &x1, const arma::Mat< T > &x2, const arma::Col< T > ¶meter) | |
void | weights (const arma::Col< T > &weights) |
arma::Col< T > | weights () |
arma::Col< T > | A () |
arma::Col< T > | Y () |
arma::Mat< T > | X1 () |
arma::Mat< T > | X2 () |
arma::Mat< T > | X3 () |
void | update_data (const arma::Col< T > &y, const arma::Mat< T > &a, const arma::Mat< T > &x1, const arma::Mat< T > &x2, const arma::Mat< T > &x3) |
void | update_par (const arma::Col< T > ¶meter) |
update_par - More... | |
Protected Member Functions | |
virtual arma::Col< T > | H ()=0 |
virtual arma::Mat< T > | dp ()=0 |
Protected Attributes | |
arma::Mat< T > | pr |
Protected Attributes inherited from target::Target< T > | |
arma::Col< T > | nuisance |
arma::Col< T > | target |
arma::Col< T > | propensity |
arma::Col< T > | _response |
arma::Mat< T > | _exposure |
arma::Mat< T > | _x1 |
arma::Mat< T > | _x2 |
arma::Mat< T > | _x3 |
arma::Col< T > | _weights |
Additional Inherited Members | |
Public Attributes inherited from target::Target< T > | |
arma::Col< T > | alpha |
arma::Col< T > | beta |
arma::Col< T > | gamma |
Detailed Description
template<class T>
class target::TargetBinary< T >
Definition at line 87 of file target.hpp.
Member Function Documentation
template<typename T >
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virtual |
Estimating function for double robust estimator.
\[ U(\alpha; \widehat{\alpha}, \widehat{\beta}, \widehat{\gamma}) = \omega(V)\Big(A-e(V;\widehat{\gamma})\Big)\left (H(\alpha)-p_{0}(V;\widehat{\alpha},\widehat{\beta})\right) \]
- Inital estimates \(\widehat{\alpha},\widehat{\beta}\) obtained from MLE.
- Similarly, \(\widehat{\gamma}\) obtained from regular asymptotic linear model (e.g., logistic regression MLE).
- Plugin estimates to obtain \(\widehat{\omega}_{\mathrm{eff}}\). Also, note that \(p_0\) is calculated wrt initial MLE.
- Parameters
-
alpha target parameter propensity exposure propensity weights
- Returns
- arma::Mat<T>
Definition at line 170 of file target.cpp.
template<typename T >
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virtual |
log likelihood
- Parameters
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indiv - if true
return individual log likelihood contributions
- Returns
- vector of type
arma::Vec<T>
Definition at line 142 of file target.cpp.
template<typename T >
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virtual |
Calculate risk probabilities conditional on exposure.
\(p_a(V) = E(Y \mid A=a, V), a\in\{0,1\}\)
- Returns
- arma::mat
Definition at line 125 of file target.cpp.
template<typename T >
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virtual |
score function
- Parameters
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indiv - If true
the individual score contributions are returned, otherwise the sum is returned
- Returns
- arma::Mat
Definition at line 200 of file target.cpp.
The documentation for this class was generated from the following files: