extractoptimal.pcoxtimecv: Extract optimal parameter values

In pcoxtime: Penalized Cox Proportional Hazard Model for Time-Dependent Covariates

Extract optimal parameter values

Description

Extract cross-validation summaries and data frames.

Usage

## S3 method for class 'pcoxtimecv'
extractoptimal(object, what = c("optimal", "cvm", "coefs"), ...)

Arguments

object	pcoxtimecv object
what	the summary or data frame to extract. Currently, three options are available: what = "optimal" extracts a data frame showing optimal parameter values, what = "cvm" extracts the data frame containing the mean cross-validation error for various lambda-alpha combination, and what = "coef", requires refit = TRUE in pcoxtimecv, extracts a data frame containing the coefficient estimates for various lambda-alpha combination.
...	for future implementations

Details

Extract cross-validation summaries based on the optimal parameters or data frames containing all the summaries for all the parameter values.

Value

A data frame depending on the specification described above.

pcoxtime documentation built on May 13, 2022, 1:05 a.m.