cross_validation_cox: Perform Cross-Validation for Catalytic Cox...

In catalytic: Tools for Applying Catalytic Priors in Statistical Modeling

Perform Cross-Validation for Catalytic Cox Proportional-Hazards Model (COX) to Select Optimal tau

Description

This function performs cross-validation for the catalytic Cox proportional-hazards model (COX) to estimate the likelihood associated with different values of tau. It splits the data into training and testing sets and computes prediction errors for model evaluation.

Usage

cross_validation_cox(
  formula,
  cat_init,
  method,
  tau_seq,
  cross_validation_fold_num,
  ...
)

Arguments

formula	A formula specifying the Cox model. Should at least include response variables.
cat_init	A list containing initialized parameters for the catalytic COX.
method	Character string specifying the optimization method used in the Cat-Cox model fitting.
tau_seq	A numeric vector of tau values for which to estimate likelihood.
cross_validation_fold_num	An integer indicating the number of folds for cross-validation.
...	Additional arguments passed to the cat_cox function for model fitting.

Value

A numeric vector containing the average likelihood estimates for each tau value.

catalytic documentation built on April 4, 2025, 5:51 a.m.