PLL.coxnet {c060} | R Documentation |
Predictive partial log-likelihood for glmnet Cox PH model fit
Description
Extracts the predictive partial log-likelihood from a glmnet Cox PH model fit.
Usage
## S3 method for class 'coxnet'
PLL(object, newdata, newtime, newstatus, complexity, ...)
Arguments
object |
fitted model of class |
newdata |
|
newtime |
|
newstatus |
|
complexity |
lambda penalty value. |
... |
additional arguments, not used. |
Details
Used by function peperr
, if function fit.glmnet
and family="cox"
is used for model fit, which gives a class coxnet
object.
This is basically a wrapper based on the coxnet.deviance
function from package glmnet
.
Value
Vector of length n_new
Author(s)
Thomas Hielscher \ t.hielscher@dkfz.de
References
Sill M., Hielscher T., Becker N. and Zucknick M. (2014), c060: Extended Inference with Lasso and Elastic-Net Regularized Cox and Generalized Linear Models, Journal of Statistical Software, Volume 62(5), pages 1–22. doi:10.18637/jss.v062.i05