CV.SuperLearner.hazard: Computes the V-fold cross-validated hazard estimation using...

Description Usage Arguments Value Author(s) See Also

Description

V-fold Cross validated hazard estimation using binary Super Learner

Usage

1
CV.SuperLearner.hazard(N.delta, n.controls=1, time.df=5, time, X, SL.library, outside.V=20, inside.V = 20, shuffle=FALSE, verbose=FALSE, family=binomial(), method="NNLS", id=NULL, save.fit.library=FALSE, trim.logit=0.0001, discreteTime = TRUE, obsWeights = NULL)

Arguments

N.delta

Discrete survival process. often created by create.discrete

n.controls

number of randomly sampled observations from risk set using incidence.sample. Set to 0 for entire sample.

time.df

degrees of freedom for the gam model. Currently not implemented

time

the time variable. often delta.u from create.discrete

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 SL.library

trim.logit

Only used if method="NNloglik". specifies a truncation level for the logit function for stability.

obsWeights

observation weights

Value

CV.fit.SL

A list containing the output from each SuperLearner

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 for the algorithm name associated with each fold

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

Author(s)

Eric C Polley ecpolley@berkeley.edu

See Also

SuperLearner.hazard


ecpolley/SuperLearner_Old documentation built on May 15, 2019, 10:08 p.m.