oscar.bs {oscar}

Bootstrapping for oscar-fitted model objects

Description

This model bootstraps the fitting of a given oscar object (re-fits the model for data that is equal in size but sampled with replacement). The output objects give insight into robustness of the oscar-coefficient path, as well as relative importance of model objects.

Usage

oscar.bs(fit, bootstrap = 100, seed = NULL, verb = 0, ...)

Arguments

fit

oscar-model object

bootstrap

Number of bootstrapped datasets, Default: 100

seed

Random seed for reproducibility with NULL indicating that it is not set, Default: NULL

verb

Level of verbosity with higher integer giving more information, Default: 0

...

Additional parameters passed to oscar-function

Details

The function provides a fail-safe try-catch in an event of non-convergence of the model fitting procedure. This may occur for example if a bootstrapped data matrix has a column consist of a single value only over all observations.

Value

3-dimensional array with dimensions corresponding to k-steps, beta coefficients, and bootstrap runs

Examples

if(interactive()){
  data(ex)
  fit <- oscar(x=ex_X, y=ex_Y, k=ex_K, w=ex_c, family='cox')
  fit_bs <- oscar.cv(fit, bootstrap = 20, seed = 123)
  fit_bs
}