Description Usage Arguments Value Author(s) See Also
V-fold Cross validated hazard estimation using binary Super Learner
1 |
N.delta |
Discrete survival process. often created by |
n.controls |
number of randomly sampled observations from risk set using |
time.df |
degrees of freedom for the |
time |
the time variable. often |
X |
the baseline variables. Do not include the outcome nor time |
SL.library |
algorithms for binary Super Learner |
outside.V |
An integer for the number of folds to split the data into |
inside.V |
An integer for the number of folds each Super Learner should use |
shuffle |
shuffle rows in data frame before creating cross validation folds |
verbose |
more detailed output |
family |
binomial |
discreteTime |
currently not implemented |
method |
Loss function for combining prediction in the library. Currently either "NNLS" (the default) or "NNloglik". NNLS is non-negative least squares and will work for both gaussian and binomial. NNloglik is a non-negative binomial likelihood maximization |
id |
subject identification variable |
save.fit.library |
logical variable for saving the fit of each algorithm in |
trim.logit |
Only used if |
obsWeights |
observation weights |
CV.fit.SL |
A list containing the output from each |
pred.SL |
The V-fold cross-validation super learner predictions for the outcome. These can be used to estimate the honest cross-validated risk |
pred.discreteSL |
The V-fold cross-validated discrete super learner prediction for the outcome. The discrete super learner selects the algorithm with the minimum internal cross-validated risk estimate. See output value |
whichDiscreteSL |
The prediction algorithm selected in each outside V fold as the discrete super learner |
pred.library |
The V-fold cross-validation predictions for the outcome from all algorithms in the library |
coef.SL |
a matrix of coefficients in the SuperLearner across the V folds |
folds |
a list with the cross-validation splits |
call |
the function call |
Eric C Polley ecpolley@berkeley.edu
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