# R/comp.graph.R In CoxRidge: Cox Models with Dynamic Ridge Penalties

#### Documented in comp.graph

```comp.graph <-
function(obj,alpha=0.05,xlab="time",ylab="X effect",all.terms=TRUE,variable) {
se <- solve(obj\$hess)%*%obj\$h2%*%solve(obj\$hess)
dm <- ncol(obj\$hess)
sq <- seq(1,dm,by=ncol(obj\$Ft))
if(all.terms==TRUE){
for(i in 1:ncol(obj\$X)){
f2 <- obj\$theta[i,]%*%t(obj\$Ft)
Dy <- matrix(rep(0,ncol(obj\$hess)*length(f2)),ncol=dm)
Dy[1:nrow(obj\$X),sq[i]:(sq[i]+ncol(obj\$Ft)-1)] <- t(obj\$theta[i,]*t(obj\$Ft))
vy2 <- Dy %*% se %*% t(Dy)
B2se <-  sqrt(diag(abs(vy2)))
ul <- f2+qnorm(1-alpha/2)*B2se
ll <- f2-qnorm(1-alpha/2)*B2se
plot(obj\$time,f2,'l',xlab=xlab,ylab=ylab,lwd=3,ylim=c(min(ll),max(ul)))
polygon(c(obj\$time,obj\$time[ncol(f2):1],obj\$time[1]), c(ul, ll[ncol(f2):1], ul[1]), col = "gray",border=NA)
lines(obj\$time,f2,lwd=3,lty=2)}}
if(all.terms==FALSE){
dim <- variable
f2 <- obj\$theta[dim,]%*%t(obj\$Ft)
Dy <- matrix(rep(0,ncol(obj\$hess)*length(f2)),ncol=ncol(obj\$hess))
Dy[1:nrow(obj\$X),sq[dim]:(sq[dim]+ncol(obj\$Ft)-1)] <- t(obj\$theta[dim,]*t(obj\$Ft))
vy2 <- Dy %*% se %*% t(Dy)
B2se <-  sqrt(diag(abs(vy2)))
ul <- f2+qnorm(1-alpha/2)*B2se
ll <- f2-qnorm(1-alpha/2)*B2se
plot(obj\$time,f2,'l',xlab=xlab,ylab=ylab,lwd=3,ylim=c(min(ll),max(ul)))
polygon(c(obj\$time,obj\$time[ncol(f2):1],obj\$time[1]), c(ul, ll[ncol(f2):1], ul[1]), col = "gray",border=NA)
lines(obj\$time,f2,lwd=3,lty=2)}
}
```

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CoxRidge documentation built on May 29, 2017, 11:47 a.m.