SuperLearner.hazard: Hazard estimation using binary Super Learner

Description Usage Arguments Value Author(s) See Also

Description

Hazard estimation using binary Super Learner

Usage

1
SuperLearner.hazard(N.delta, n.controls = 1, time.df = 5, time, X, newX, time.newX, SL.library, V = 20, shuffle = FALSE, verbose = FALSE, family = binomial(), method="NNLS", id = NULL, save.fit.library = TRUE, 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

newX

test data frame

time.newX

time points in the newX data frame

SL.library

algorithms for binary Super Learner

V

number of cross validation folds for the Super Learner

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

SL.predict

predicted probability of having an event

cand.names

gives a list of all algorithms in the library, including any screening algorithms

SL.library

gives a list of all algorithms in the library

init.coef

coefficient estimates from the non-negative least squares

coef

Coefficient estimates in the super learner

library.predict

predicted values from all candidates in SL.library estimated on the entire training sample

cv.risk

V-fold cross-validated risk estimates for each algorithm in the library

newZ

predicted values from all candidates in SL.library estimated in the V-fold cross validation

fit.library

a list containing the fit of each model in SL.library on the full data set

id

cluster identification variable

namesX

The variable names in the X data frame

DATA.split

a list with the cross-validation splits

method

method used to estimate weight for prediction in library

whichScreen

a logical matrix indicating which variables were selected for each screening algorithm

trim.logit

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

errorsInCVLibrary

A logical vector with length equal to the number of algorithms in the library. equal to 1 if the corresponding algorithm failed on any of the cross-validation splits

errorsInLibrary

A logical vector with length equal to the number of algorithms in the library. equal to 1 if the corresponding algorithm failed on full data

Author(s)

Eric C Polley ecpolley@berkeley.edu

See Also

SuperLearner


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