regFit: survivalsvm (regression approach)
In imbs-hl/survivalsvm: Survival Support Vector Analysis

regFit

R Documentation

survivalsvm (regression approach)

Description

The function regFit fits a survivalsvm model based on the regression approach.

Usage

regFit(
  X,
  Y,
  delta,
  meth_par = 1,
  kernel_type = "lin_kernel",
  kernel_pars = NA,
  bin_cat = integer(0),
  opt_alg = "quadprog",
  sgf_sv = 5,
  sigf = 7,
  maxiter = 20,
  margin = 0.05,
  bound = 10,
  eig.tol = 1e-06,
  conv.tol = 1e-07,
  posd.tol = 1e-08
)

Arguments

`X`	[`matrix(1)`] design matrix.
`Y`	[`vector(1)`] vector of survival times.
`delta`	[`vector(1)`] vector of status: 0 if censored and 1 else.
`meth_par`	[`numeric(1)`] parameter of regularization.
`kernel_type`	[`character(1)`] type of the kernel.
`kernel_pars`	[`vector(1)`] parameter of kernel.
`bin_cat`	[`vector(1)`] indexes of binary/categorial variables.
`opt_alg`	[`character(1)`] program used to solve the optimization problem. This most be one of the two possibilities `quadprog` or `ipop`.
`sgf_sv`	[`integer(1)`] number of digits to be retained in the solution.
`sigf`	[`integer(1)`] used by `ipop`. See `ipop` for more details.
`maxiter`	[`integer(1)`] used by `ipop`. See `ipop` for more details.
`margin`	[`numeric(1)`] used by `ipop`. See `ipop` for more details.
`bound`	[`numeric(1)`] used by `ipop`. See `ipop` for more details.
`eig.tol`	[`numeric(1)`] used by `nearPD` for adjusting positive definiteness. See `nearPD` for detail.
`conv.tol`	[`numeric(1)`] used by `nearPD` for adjusting positive definiteness. See `nearPD` for detail.
`posd.tol`	[`numeric(1)`] used by `nearPD` for adjusting positive definiteness. See `nearPD` for detail.

Value

[RegFitObj(1)] object of class RegFitObj containing elements:

`Beta`	solution of the quadratic optimization problem,
`SV`	support vector machines,
`Kernel`	kernel matrix, an object of class `Kernel`,
`b0`	estimated offset,
`OptMeth`	program used to solve the quadratic optimization problem.