Description Usage Arguments Details Value Author(s) References See Also Examples
Fit additive trend filtering Cox model where each component function is estimated to be piecewise constant or polynomial. Tuning parameter is selected via k-fold cross-validation.
1 2 3 |
dat |
A list that contains |
ord |
The polynomial order of the trend filtering fit; a non-negative interger ( |
alpha |
The trade-off between trend filtering penalty and group lasso penalty. It must be in [0,1]. |
discrete |
A vector of covariate/feature indice that are discrete. Discrete covariates are not penalized in the model. Default |
lambda.seq |
The sequence of positive lambda values to consider. The default is |
lambda.min.ratio |
Smallest value for lambda.seq, as a fraction of the maximum lambda value, which is the smallest value such that the penalty term is zero. The default is 0.01. |
n.lambda |
The number of lambda values to consider. Default is 30. |
n.fold |
The number of folds for cross-validation of |
seed |
An optional number used with |
tol |
Convergence criterion for estimates. |
niter |
Maximum number of iterations. |
stepSize |
Iniitial step size. Default is 25. |
backtracking |
Whether backtracking should be used 1 (TRUE) or 0 (FALSE). Default is 0 (FALSE). |
Note that cv_tfCox
does not cross-validate over alpha
, and alpha
should be provided. However, if the user would like to cross-validate over alpha
, then cv_tfCox
should be called multiple times for different values of alpha
and the same seed
. This ensures that the cross-validation folds (fold
) remain the same for the different values of alpha
. See the example below for details.
An object with S3 class "cv_tfCox".
best.lambda |
Optional lambda value chosen by cross-dalidation. |
lambda.seq |
lambda sequence considered. |
mean.cv.error |
vector of average cross validation error with the same length as |
Jiacheng Wu
Jiacheng Wu & Daniela Witten (2019) Flexible and Interpretable Models for Survival Data, Journal of Computational and Graphical Statistics, DOI: 10.1080/10618600.2019.1592758
summary.cv_tfCox
, plot.cv_tfCox
, tfCox
1 2 3 4 5 6 7 8 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.