The value includes the weight decay term: it is a penalized fit. See
the documentation pages 245 and 247. (nnet is support software for a
book, so the book is the primary documentation.)
On Fri, 29 May 2009, Andrea Weidacher wrote:
Hi there,
I?ve a question concerning the nnet package in the area of survival analysis:
what is the final value, which is computed to fit the model with the following
nnet-c
all:
net <- nnet(cat~x,
data=d,
size=2,
decay=0.1,
censored=TRUE,
maxit=20,
Wts=rep(0,22),
Hess=TRUE)
where cat is a matrix with a row for each record and one column for each
possible time-value and x another explanatory variable.
Something like that:
0 6 17 20 28 37
[1,] 0 0 0 0 0 1
[2,] 1 0 0 0 0 0
[3,] 0 0 1 1 1 1
[4,] 0 1 0 0 0 0
...
where 0,6,17,... are the time values and record 1 has an event in time period
37 and record 3 is censored in time period 20.
I tried to reproduce the final value with this term:
tmp <- rowSums(cat*summary(net)$fitted.values)
repFinalValue <- sum(-log(tmp))
but got the value 21.65438 instead of 21.71108. Is this only a
rounding error or what?s wrong with my formula?
My whole test example is printed below.
[...]
--
Brian D. Ripley, rip...@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
