glmnet Cox backend

Wrappers that integrate glmnet Cox models into the peperr fit/complexity/prediction interface.

Usage

fit.glmnet(response, x, cplx, ...)
complexity.cv.glmnet(response, x, full.data, ...)
# S3 method for class 'coxnet'
predictProb(object, response, x, times, complexity = NULL, ...)
# S3 method for class 'coxnet'
PLL(object, newdata, newtime, newstatus, complexity = NULL, ...)

Arguments

response

survival response as a Surv object or a two-column time/status matrix.

x

covariate matrix.

cplx

selected lambda value for glmnet.

full.data

full data frame, accepted for the peperr complexity-function contract.

object

a fitted coxnet object.

times

evaluation times for survival probabilities.

complexity

selected lambda value.

newdata

new covariate matrix.

newtime

vector of follow-up times.

newstatus

vector of event indicators.

...

additional arguments passed to glmnet, cv.glmnet, survfit.coxnet, or predict.

Value

fit.glmnet returns a fitted coxnet object. complexity.cv.glmnet returns a scalar lambda. predictProb.coxnet returns an n * length(times) survival-probability matrix. PLL.coxnet returns a numeric predictive partial log-likelihood.

Details

The backend stores the training design matrix and survival outcome on the fitted object so that the survfit.coxnet method can be reused later when pmpec calls predictProb.

See also

peperr, predictProb, PLL, glmnet, cv.glmnet