FHT: FHT data introduced in Simon et al. (2011).

Description Usage Format References Examples

Description

The FHT data set has n = 50 observations and p = 100 predictors. The covariance between predictors Xj and Xj' has the same correlation 0.5. See details in Simon et al. (2011).

Usage

1

Format

This list object named "FHT" contains the following data:

x

a covariate matrix with 50 rows and 100 columns

y

the distinct failure times

status

the censoring indicator (status = 1 indicates no censoring and status = 0 indicates right censoring)

References

Friedman, J., Hastie, T. and Tibshirani, R. (2008) "Regularization Paths for Generalized Linear Models via Coordinate Descent", http://www.stanford.edu/~hastie/Papers/glmnet.pdf
Journal of Statistical Software, Vol. 33(1), 1-22 Feb 2010
http://www.jstatsoft.org/v33/i01/

Simon, N., Friedman, J., Hastie, T., Tibshirani, R. (2011) "Regularization Paths for Cox's Proportional Hazards Model via Coordinate Descent", Journal of Statistical Software, Vol. 39(5) 1-13
http://www.jstatsoft.org/v39/i05/

Examples

1

emeryyi/fastcox documentation built on Sept. 16, 2017, 10:05 a.m.