Interface function for fitting a CoxBoost model

Interface for fitting survival models by CoxBoost, conforming to the requirements for argument fit.fun in peperr call.

Usage

fit.CoxBoost(response, x, cplx, ...)

Arguments

response

a survival object (with Surv(time, status)).

x

n*p matrix of covariates.

cplx

number of boosting steps, or a list containing at least stepno and optionally further CoxBoost tuning arguments.

...

additional arguments passed to CoxBoost call.

Value

CoxBoost object

Details

Function is basically a wrapper around CoxBoost of package CoxBoost. A Cox proportional hazards model is fitted by componentwise likelihood based boosting, especially suited for models with many covariates and few observations.

Since CoxBoost is only suggested by peperr, install it before calling this function.

See also

peperr, CoxBoost