R interface to gradient

NAMESPACE

@@ -14,6 +14,7 @@ S3method(vcov,cyclopsFit)
 export(Multitype)
 export(aconfint)
 export(cacheCyclopsModelForJava)
+export(clearCyclopsModelCache)
 export(convertToCyclopsData)
 export(convertToTimeVaryingCoef)
 export(coverage)
@@ -38,6 +39,7 @@ export(getNumberOfRows)
 export(getNumberOfStrata)
 export(getUnivariableCorrelation)
 export(getUnivariableSeparability)
+export(gradient)
 export(isInitialized)
 export(listGPUDevices)
 export(meanLinearPredictor)

R/ModelFit.R

@@ -511,6 +511,24 @@ logLik.cyclopsFit <- function(object, ...) {
     out
 }
 
+#' @title Extract gradient
+#'
+#' @description
+#' \code{gradient} returns the current gradient wrt the regression parameters of
+#' the log-likelihood of the fit in a Cyclops model fit object
+#'
+#' @param object    A Cyclops model fit object
+#'
+#' @export
+gradient <- function(object) {
+
+    .checkInterface(object$cyclopsData, testOnly = TRUE)
+    gradient <- .cyclopsGetLogLikelihoodGradient(object$interface)
+    names(gradient) <- names(coef(object))
+
+    return(gradient)
+}
+
 
 #' @method print cyclopsFit
 #' @title Print a Cyclops model fit object

src/cyclops/CyclicCoordinateDescent.cpp

@@ -1386,6 +1386,7 @@ double CyclicCoordinateDescent::getLogLikelihoodGradient(int index) {
  	checkAllLazyFlags();
 
  	double gradient, hessian;
+ 	computeNumeratorForGradient(index);
  	modelSpecifics.computeGradientAndHessian(index, &gradient, &hessian, useCrossValidation);
 
  	return gradient;

tests/testthat/test-gradient.R

@@ -0,0 +1,15 @@
+library("testthat")
+library("survival")
+
+suppressWarnings(RNGversion("3.5.0"))
+
+test_that("gradient", {
+
+    data <- Cyclops::createCyclopsData(Surv(stop, event) ~ (rx - 1) + size, data = bladder, modelType = "cox")
+
+    fit <- Cyclops::fitCyclopsModel(data)
+
+    gradientAtMode <- gradient(fit)
+})
+
+