predict.uniCox: Function to compute the linear predictor from a coxUniv fit In uniCox: Univarate shrinkage prediction in the Cox model

Description

Function to compute the linear predictor from a coxUniv fit

Usage

 `1` ```predict.uniCox(object,x,...) ```

Arguments

 `object` Object returned by uniCox `x` Feature matrix, n obs by p variables `...` Included for compatibility with generic predict function

Details

This function compute the linear predictor from a coxUniv fit for a set of test features

Value

A matrix of dimension (number rows of x) by ( number of lambda values), representing the predictions x

Source

Tibshirani, R. Univariate shrinkage in the Cox model for high dimensional data (2009). http://www-stat.stanford.edu/~tibs/ftp/cus.pdf To appear SAGMB.

Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22``` ```library(survival) # generate some data x=matrix(rnorm(200*1000),ncol=1000) y=abs(rnorm(200)) x[y>median(y),1:50]=x[y>median(y),1:50]+3 status=sample(c(0,1),size=200,replace=TRUE) xtest=matrix(rnorm(50*1000),ncol=1000) ytest=abs(rnorm(50)) xtest[ytest>median(ytest),1:50]=xtest[ytest>median(ytest),1:50]+3 statustest=sample(c(0,1),size=50,replace=TRUE) # fit model a=uniCox(x,y,status) # get predictions on a test set yhat=predict.uniCox(a,xtest) # fit survival model to predicted values for 7th val of lambda coxph(Surv(ytest,statustest)~yhat[,7]) ```

uniCox documentation built on May 29, 2017, 2:19 p.m.