Generate federate-learning coefficients

Generate federate-learning coefficients

survmaximin_fed(B_all, Sigma_all, delta = 0)

Arguments

B_all	A p (number of variables) * L (number of sites) numeric matrix.
Sigma_all	A list containing the data covariance matrix for each site.
delta	Default 0; the ridge penalty parameter.

Value

A list with each element as below, being the estimated results for each site:

beta.est	Estimated beta coefficients for the target site.
weight	A vector containing trained weights for each source site.

Examples

data(B_all); data(Sigma_all)
output <- survmaximin_fed(B_all, Sigma_all, delta=0.5)
beta.maximin <- output$beta.est