Predictive partial log-likelihood for glmnet Cox PH model fit
Source:R/peperr_glmnet.R
PLL.coxnet.Rd
Extracts the predictive partial log-likelihood from a glmnet Cox PH model fit.
Usage
# S3 method for class 'coxnet'
PLL(object, newdata, newtime, newstatus, complexity, ...)
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
.
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://doi.org/10.18637/jss.v062.i05.
Author
Thomas Hielscher t.hielscher@dkfz.de