Predictive partial loglikelihood for glmnet Cox PH model fit
Description
Extracts the predictive partial loglikelihood from a glmnet Cox PH model fit.
Usage
1 2  ## S3 method for class 'coxnet'
PLL(object, newdata, newtime, newstatus, complexity, ...)

Arguments
object 
fitted model of class 
newdata 

newtime 

newstatus 

complexity 
lambda penalty value. 
... 
additional arguments, not used. 
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
.
Value
Vector of length n_new
Author(s)
Thomas Hielscher \ t.hielscher@dkfz.de
References
Sill M., Hielscher T., Becker N. and Zucknick M. (2014), c060: Extended Inference with Lasso and ElasticNet Regularized Cox and Generalized Linear Models, Journal of Statistical Software, Volume 62(5), pages 1–22. http://www.jstatsoft.org/v62/i05/
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