wu.fit: Fit spike and slab Cox PHMs

In mkomod/wu-phm: wu.phm

Description

Fit spike and slab Cox PHMs

Usage

wu.fit(Y, delta, X)

Arguments

Y	survival times
delta	censoring indicator, 0: uncensored, 1: censored
X	design matrix

Value

list with coefficient values and number of non-zero coefficients

Examples

# Generate data
set.seed(1)
n <- 250; omega <- 1; censoring_lvl <- 0.4

b <- c(1, 1, rep(0, 250))
p <- length(b)
X <- matrix(rnorm(n * p), nrow=n)
y <- runif(nrow(X))
Y <- log(1 - y) / - (exp(X %*% b) * omega)

delta  <- runif(n) > censoring_lvl   # 0: censored, 1: uncensored
Y[!delta] <- Y[!delta] * runif(sum(!delta))

fit <- wu.fit(Y, delta, X)

mkomod/wu-phm documentation built on Dec. 21, 2021, 7:06 p.m.