rsig: Robust Signature Selection for Survival Outcomes

Robust and efficient feature selection algorithm to identify important features for predicting survival risk. The method is based on subsampling and averaging linear models obtained from the (preconditioned) Lasso algorithm, with an extra shrinking procedure to reduce the size of signatures. An evaluation procedure using subsampling is also provided.

Author
Sangkyun Lee <sangkyun.lee@tu-dortmund.de>, Michel Lang <michellang@gmail.com>
Date of publication
2013-10-12 23:54:18
Maintainer
Sangkyun Lee <sangkyun.lee@tu-dortmund.de>
License
GPL-2
Version
1.0

View on CRAN

Man pages

predict.rsig
Make Prediction
rsig
Robust Signature Selection for Survival Outcomes
rsig.all
Robust Signature Selection for Survival Outcomes with...
rsig.eval
Performance Evaluation

Files in this package

rsig
rsig/inst
rsig/inst/tests
rsig/inst/tests/test_robsel.R
rsig/NAMESPACE
rsig/R
rsig/R/models.R
rsig/R/evaluate.R
rsig/R/sampling.R
rsig/R/rsig.all.R
rsig/R/helper.R
rsig/R/rsig.R
rsig/R/zzz.R
rsig/MD5
rsig/DESCRIPTION
rsig/man
rsig/man/rsig.eval.Rd
rsig/man/predict.rsig.Rd
rsig/man/rsig.all.Rd
rsig/man/rsig.Rd