cv.aim.batting: The function for CV in aim.batting

Description Usage Arguments Value

Description

Implements k-fold cross validation for aim.batting.

Usage

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cv.aim.batting(y, x, censor.vec = NULL, trt.vec = NULL, trtref = NULL,
  type, n.boot, des.res = "larger", min.sigp.prcnt = 0.2, mc.iter = 1,
  mincut = 0.1, pre.filter = NULL, filter.method = NULL, k.fold = 5,
  cv.iter = 50, max.iter = 500)

Arguments

y

data frame containing the response

x

data frame containing the predictor

censor.vec

data frame giving the censor status (only for TTE data , censor=0,event=1) - default = NULL

trt.vec

data frame giving the censor status (only for TTE data , censor=0,event=1) - default = NULL

trtref

treatment reference indicator: 1=treatment, 0=control

type

data type - "c" - continuous , "b" - binary, "s" - time to event - default = "c"

n.boot

number of bootstraps in bootstrapping step.

des.res

the desired response. "larger": prefer larger response. "smaller": prefer smaller response

min.sigp.prcnt

desired proportion of signature positive group size for a given cutoff.

mc.iter

# of iterations for the MC procedure to get a stable "best number of predictors"

mincut

the minimum cutting proportion for the binary rule at either end. It typically is between 0 and 0.2. It is the parameter in the functions of AIM package.

pre.filter

NULL, no prefiltering conducted;"opt", optimized number of predictors selected; An integer: min(opt, integer) of predictors selected

filter.method

NULL, no prefiltering, "univariate", univaraite filtering; "glmnet", glmnet filtering

k.fold

# cross-validation folds

cv.iter

Algotithm terminates after cv.iter successful iterations of cross-validation

max.iter

total # iterations (including unsuccessful) allowed.

Value

"cv.aim.batting" returns a list with following entries:

stats.summary

Summary of performance statistics.

pred.classes

Data frame containing the predictive clases (TRUE/FALSE) for each iteration.

folds

Data frame containing the fold indices (index of the fold for each row) for each iteration.

sig.list

List of length cv.iter * k.fold containing the signature generated at each of the k folds, for all iterations.

error.log

List of any error messages that are returned at an iteration.

interplot

Treatment*subgroup interaction plot for predictive case


SubgrpID documentation built on May 2, 2019, 8:02 a.m.