glmnet-backend: glmnet Cox backend

In peperr: Parallelised Estimation of Prediction Error

glmnet Cox backend

Description

Wrappers that integrate glmnet Cox models into the peperr fit/complexity/prediction interface.

Usage

fit.glmnet(response, x, cplx, ...)
complexity.cv.glmnet(response, x, full.data, ...)
## S3 method for class 'coxnet'
predictProb(object, response, x, times, complexity = NULL, ...)
## S3 method for class 'coxnet'
PLL(object, newdata, newtime, newstatus, complexity = NULL, ...)

Arguments

response	survival response as a Surv object or a two-column time/status matrix.
x	covariate matrix.
cplx	selected lambda value for glmnet.
full.data	full data frame, accepted for the peperr complexity-function contract.
object	a fitted coxnet object.
times	evaluation times for survival probabilities.
complexity	selected lambda value.
newdata	new covariate matrix.
newtime	vector of follow-up times.
newstatus	vector of event indicators.
...	additional arguments passed to glmnet, cv.glmnet, survfit.coxnet, or predict.

Details

The backend stores the training design matrix and survival outcome on the fitted object so that the survfit.coxnet method can be reused later when pmpec calls predictProb.

Value

fit.glmnet returns a fitted coxnet object. complexity.cv.glmnet returns a scalar lambda. predictProb.coxnet returns an n * length(times) survival-probability matrix. PLL.coxnet returns a numeric predictive partial log-likelihood.

See Also

peperr, predictProb, PLL, glmnet, cv.glmnet

peperr documentation built on March 25, 2026, 9:06 a.m.