oscar.cv {oscar} | R Documentation |
Cross-validation for oscar-fitted model objects over k-range
Description
Create a cross-validation matrix with the chosen goodness metric with n-folds. Based on the goodness metric, one ought to pick optimal cardinality (parameter 'k').
Usage
oscar.cv(
fit,
fold = 10,
seed = NULL,
strata = rep(1, times = nrow(fit@x)),
verb = 0,
...
)
Arguments
fit |
oscar-model object |
fold |
Number of cross-validation folds, Default: 10 |
seed |
Random seed for reproducibility with NULL indicating that it is not set, Default: NULL |
strata |
Should stratified cross-validation be used; separate values indicate balanced strata. Default: Unit vector, which will treat all observations equally. |
verb |
Level of verbosity with higher integer giving more information, Default: 0 |
... |
Additional parameters passed to oscar-function |
Details
A k-fold cross-validation is run by mimicking the parameters contained in the original oscar S4-object. This requires the original data at slots @x and @y.
Value
A matrix with goodness of fit over folds and k-values
Examples
if(interactive()){
data(ex)
fit <- oscar(x=ex_X, y=ex_Y, k=ex_K, w=ex_c, family='cox')
fit_cv <- oscar.cv(fit, fold=10, seed=123)
fit_cv
}