survfit.coxnet {glmnet}

Compute a survival curve from a coxnet object

Description

Computes the predicted survivor function for a Cox proportional hazards model with elastic net penalty.

Usage

## S3 method for class 'coxnet'
survfit(formula, s = NULL, ...)

Arguments

formula

A class coxnet object.

s

Value(s) of the penalty parameter lambda at which the survival curve is required. Default is the entire sequence used to create the model. However, it is recommended that survfit.coxnet is called for a single penalty parameter.

...

This is the mechanism for passing additional arguments like (i) x= and y= for the x and y used to fit the model, (ii) weights= and offset= when the model was fit with these options, (iii) arguments for new data (newx, newoffset, newstrata), and (iv) arguments to be passed to survfit.coxph().

Details

To be consistent with other functions in glmnet, if s is not specified, survival curves are returned for the entire lambda sequence. This is not recommended usage: it is best to call survfit.coxnet with a single value of the penalty parameter for the s option.

Value

If s is a single value, an object of class "survfitcox" and "survfit" containing one or more survival curves. Otherwise, a list of such objects, one element for each value in s. Methods defined for survfit objects are print, summary and plot.

Examples

set.seed(2)
nobs <- 100; nvars <- 15
xvec <- rnorm(nobs * nvars)
xvec[sample.int(nobs * nvars, size = 0.4 * nobs * nvars)] <- 0
x <- matrix(xvec, nrow = nobs)
beta <- rnorm(nvars / 3)
fx <- x[, seq(nvars / 3)] %*% beta / 3
ty <- rexp(nobs, exp(fx))
tcens <- rbinom(n = nobs, prob = 0.3, size = 1)
y <- survival::Surv(ty, tcens)
fit1 <- glmnet(x, y, family = "cox")

# survfit object for Cox model where lambda = 0.1
sf1 <- survival::survfit(fit1, s = 0.1, x = x, y = y)
plot(sf1)

# example with new data
sf2 <- survival::survfit(fit1, s = 0.1, x = x, y = y, newx = x[1:3, ])
plot(sf2)

# example with strata
y2 <- stratifySurv(y, rep(1:2, length.out = nobs))
fit2 <- glmnet(x, y2, family = "cox")
sf3 <- survival::survfit(fit2, s = 0.1, x = x, y = y2)
sf4 <- survival::survfit(fit2, s = 0.1, x = x, y = y2,
               newx = x[1:3, ], newstrata = c(1, 1, 1))