Description Usage Arguments Value Author(s) See Also Examples
An Ensemble of Regularized Cox Extreme Learning Machine Model
1 2 |
x |
The covariates(predictor variables) of training data. |
y |
Survival time and censored status of training data. Must be a Surv |
mtry |
Number of covariates within the subset tp build a base ELMCox model. |
enlen |
Number of base models within the ensemble. Default is 100. |
Kernel_type |
Type of kernel matrix. Currently four options avaibable. "RBF_kernel",a RBF kernel;"lin_kernel" , a linear kernel;poly_kernel ,a polynomial kernel;sigmoid_kernel, a sigmoid kernel. Default is "lin_kernel". |
Kernel_para |
Parameters for different types of kernels. A single value for RBF and linear kernels. A vector for polynomial and sigmoid kernels and progam stops if only a single value is supplied. However, if the vector of values is supplied in the cases of RBF and liner kernels, only the first value will be used. Default is a vector value "c(2,1)". |
... |
Additional arguments for glmnet. |
Object of class ELMmboost
with elements
elmcoxfit | A list of base ELMCox models of of size enlen .To retrieve a particular base model: use elmcoxfit[[i]], where i takes values between 1 and enlen |
trainx | Training data covariates. |
kerneltype | Type of kernel matrix used in training. kerneltype=1,a RBF kernel;kerneltype=2 , a linear kernel;kerneltype=3 ,a polynomial kernel;kerneltype=4, a sigmoid kernel. |
Kernel_para | Parameters used in training. A single value for kerneltype=1 or 2. A vector for kerneltype=3 or 4. |
Hong Wang
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | set.seed(123)
require(SurvELM)
require(survival)
#Lung DATA
data(lung)
lung=na.omit(lung)
lung[,3]=lung[,3]-1
n=dim(lung)[1]
L=sample(1:n,ceiling(n*0.5))
trset<-lung[L,]
teset<-lung[-L,]
rii=c(2,3)
# with ridge penalty and RBF kernel, alpha has the same meaning as in glmnet
elmsurvmodel=ELMCoxEN(x=trset[,-rii],y=Surv(trset[,rii[1]],trset[,rii[2]]),
enlen=10,Kernel_type="RBF_kernel",Kernel_para=c(2,1),alpha=0)
#The second base model
fit2=elmsurvmodel$elmcoxfit[[2]]
#The predicted linear predictor
testprelin=predict(elmsurvmodel,teset[,-c(rii)],type="link")
#The predicted relative-risk
testpreres=predict(elmsurvmodel,teset[,-c(rii)],type="response")
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