Predictive partial log-likelihood for glmnet Cox PH model fit

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Description

Extracts the predictive partial log-likelihood from a glmnet Cox PH model fit.

Usage

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## S3 method for class 'coxnet'
PLL(object, newdata, newtime, newstatus, complexity, ...)

Arguments

object

fitted model of class coxnet.

newdata

n_new*p matrix of covariates.

newtime

n_new-vector of censored survival times.

newstatus

n_new-vector of survival status, coded with 0 and .1

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 Elastic-Net Regularized Cox and Generalized Linear Models, Journal of Statistical Software, Volume 62(5), pages 1–22. http://www.jstatsoft.org/v62/i05/