hMave: Hazard Mave for Censored Survival Data

Description Usage Arguments Value References Examples

View source: R/hMave.r

Description

This is an almost direct R translation of Xia, Zhang & Xu's (2010) hMave Matlab code. We implemented further options for setting a different initial value. The computational algorithm does not utilize the orthogonality constrained optimization.

Usage

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hMave(x, y, censor, m0, B0 = NULL)

Arguments

x

A matrix for features.

y

A vector of observed time.

censor

A vector of censoring indicator.

m0

number of dimensions to use

B0

initial value of B. This is a feature we implemented.

Value

A list consisting of

B

The estimated B matrix

cv

Leave one out cross-validation error

References

Xia, Y., Zhang, D., & Xu, J. (2010). Dimension reduction and semiparametric estimation of survival models. Journal of the American Statistical Association, 105(489), 278-290. http://dx.doi.org/10.1198/jasa.2009.tm09372.

Examples

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# generate some survival data
set.seed(1)
P = 7
N = 150
dataX = matrix(runif(N*P), N, P)
failEDR = as.matrix(cbind(c(1, 1.3, -1.3, 1, -0.5, 0.5, -0.5, rep(0, P-7))))
T = exp(dataX %*% failEDR + rnorm(N))
C = runif(N, 0, 15)
Y = pmin(T, C)
Censor = (T < C)

# fit the model
hMave.fit = hMave(dataX, Y, Censor, 1)

orthoDr documentation built on Sept. 5, 2019, 5:03 p.m.

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