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P3 now applies MCP to delta / se_delta, with lambda and
gamma defined on that standardized scale. The smooth penalty integrates
its slope to (sqrt(delta^2 + eps^2) - eps) / se_delta;
eps remains in log-HR units. The transition half-width is
rho_mcp * gamma_mcp * lambda in SE units. Both derivative
chain factors are included in the raw curvature; negative curvature is
still clipped only for the sandwich bread. The optimizer includes
transition points and refines all detected local minima for P3.
This is a substantive replacement: recalibrate and reevaluate P3.
Previous P3 lambdas, estimates, and result files do not describe this
method. Other penalties and the fixed independent censoring design are
unchanged. The returned lambda_eff is retained as the
origin slope lambda / se_delta; it is no longer the lambda
argument supplied to the MCP primitive.
keep_raw retention to curve and study
workflows.drift_set_confirm grids. NULL defaults
to the calibration grid. Existing calls with identical
calibration/confirmation grids retain their calibration target; calls
previously passing a different ignored confirmation grid now use that
grid and can produce different tuning.rho_mcp (default 0.1) through fitting, calibration and
study workflows.p = 0).simulate_hybrid_cox,
fit_internal_only, fit_naive_pooled,
fit_li_adaptive_lasso, fit_P1_precision_L1,
fit_P2_gated_L1, fit_P3_info_MCP,
fit_P4_LRweighted_L1, fit_all_methods,
fit_one_penalized_method, compute_sandwich_se,
run_simulation, run_drift_curve,
compute_ess_from_raw,
add_ess_to_simulation_result, make_drift_set,
make_drift_set_from_values,
calibrate_lambda_grid,
calibrate_lambda_grid_two_stage,
calibrate_all_lambdas, and run_fdb_study.scenario_S1 and default tuning list
lambdas_default exported for examples and tests.These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.