penalizedS3: S3-wrapper for S4 function penalized

View source: R/predictRisk.R

penalizedS3R Documentation

S3-wrapper for S4 function penalized

Description

S3-wrapper for S4 function penalized

Usage

penalizedS3(formula, data, type = "elastic.net", lambda1, lambda2, fold, ...)

Arguments

formula

Communicated outcome and explanatory variables. See examples.

data

Data set in which formula is to be interpreted

type

String specifying the type of penalization. Should match one of the following values: "ridge", "lasso", "elastic.net".

lambda1

Lasso penalty

lambda2

ridge penalty

fold

passed to penalized::profL1

...

Arguments passed to penalized

Examples

library(prodlim)
## Not run: 
## too slow
if (require("penalized",quietly=TRUE)){
library(penalized)
set.seed(8)
d <- sampleData(200,outcome="binary")
newd <- sampleData(80,outcome="binary")
fitridge <- penalizedS3(Y~X1+X2+pen(7:8), data=d, type="ridge",
                standardize=TRUE, model="logistic",trace=FALSE)
fitlasso <- penalizedS3(Y~X1+X2+pen(7:8), data=d, type="lasso",
                standardize=TRUE, model="logistic",trace=FALSE)
# fitnet <- penalizedS3(Y~X1+X2+pen(7:8), data=d, type="elastic.net",
# standardize=TRUE, model="logistic",trace=FALSE)
predictRisk(fitridge,newdata=newd)
predictRisk(fitlasso,newdata=newd)
# predictRisk(fitnet,newdata=newd)
Score(list(fitridge),data=newd,formula=Y~1)
Score(list(fitridge),data=newd,formula=Y~1,split.method="bootcv",B=2)
data(nki70) ## S4 fit
fitS4 <- penalized(Surv(time, event), penalized = nki70[,8:77],
                 unpenalized = ~ER+Age+Diam+N+Grade, data = nki70,
                 lambda1 = 1)
fitS3 <- penalizedS3(Surv(time,event)~ER+Age+Diam+pen(8:77)+N+Grade,
                     data=nki70, lambda1=1)
## or
penS3 <- penalizedS3(Surv(time,event)~ER+pen(TSPYL5,Contig63649_RC)+pen(10:77)+N+Grade,
                     data=nki70, lambda1=1)
## also this works
penS3 <- penalizedS3(Surv(time,event)~ER+Age+pen(8:33)+Diam+pen(34:77)+N+Grade,
                    data=nki70, lambda1=1)
}
## End(Not run)

riskRegression documentation built on Sept. 8, 2023, 6:12 p.m.