Extracts the predictive partial log-likelihood from a glmnet Cox PH model fit.

# S3 method for coxnet
PLL(object, newdata, newtime, newstatus, complexity, ...)

Arguments

object

fitted model of class coxnet.

newdata

n_new*p matrix of covariates.

newtime

n_new-vector of censored survival times.

newstatus

n_new-vector of survival status, coded with 0 and .1

complexity

lambda penalty value.

...

additional arguments, not used.

Details

Used by function peperr, if function fit.glmnet and family="cox" is used for model fit, which gives a class coxnet object. This is basically a wrapper based on the coxnet.deviance function from package glmnet.

Value

Vector of length n_new

Author

Thomas Hielscher \ t.hielscher@dkfz.de

References

Sill M., Hielscher T., Becker N. and Zucknick M. (2014), c060: Extended Inference with Lasso and Elastic-Net Regularized Cox and Generalized Linear Models, Journal of Statistical Software, Volume 62(5), pages 1--22. https://www.jstatsoft.org/v062/i05/