Extract predicted survival probabilities from a glmnet fit
Description
Extracts predicted survival probabilities from survival model fitted by glmnet, providing an interface as required by pmpec
.
Usage
1 2  ## S3 method for class 'glmnet'
predictProb(object, response, x, times, complexity, ...)

Arguments
object 
a fitted model of class 
response 
response variable. Quantitative for 
x 

times 
vector of evaluation time points. 
complexity 
lambda penalty value. 
... 
additional arguments, currently not used. 
Value
Matrix with probabilities for each evaluation time point in times
(columns) and each new observation (rows).
Author(s)
Thomas Hielscher \ t.hielscher@dkfz.de
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), 122 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)
113
http://www.jstatsoft.org/v39/i05/
Porzelius, C., Binder, H., and Schumacher, M. (2009)
Parallelized prediction error estimation for evaluation of highdimensional models,
Bioinformatics, Vol. 25(6), 827829.
Sill M., Hielscher T., Becker N. and Zucknick M. (2014), c060: Extended Inference with Lasso and ElasticNet Regularized Cox and Generalized Linear Models, Journal of Statistical Software, Volume 62(5), pages 1–22.
http://www.jstatsoft.org/v62/i05/
See Also
predictProb.coxnet
, peperr
, glmnet