Interface CoxphControl

Control of the Newton-Raphson iterations of coxph (R's coxph.control).

interface CoxphControl {
    eps?: number;
    iterMax?: number;
    tolerChol?: number;
    tolerInf?: number;
}

Properties

eps?: number

Convergence tolerance on the relative change of the log partial likelihood. Default 1e-9.

iterMax?: number

Maximum number of iterations. Default 20.

tolerChol?: number

Tolerance of the pivots of the Cholesky factorisation. Default 2^-39 (eps^0.75 for the machine eps 2^-52).

tolerInf?: number

Tolerance of the check for infinite coefficients. Default sqrt(eps).