| penAFT.plot {penAFT} | R Documentation |
Plot cross-validation curves
Description
A function for plotting the cross-validation curves for the regularized semiparametric accelerated failure time model estimator.
Usage
penAFT.plot(fit)
Arguments
fit |
A fitted model from |
Details
This function returns a plot with the cross-validation curves for the regularized Gehan estimator. The vertical blue line indicates the tuning parameter which minimized cross-validated linear predictor scores and the vertical black line indicates the tuning parameter which minimized the cross-validated Gehan loss according to the one-standard-error rule. The vertical axis (and blue line) denotes the cross-validated linear predictor scores whereas the right vertical axis (and black line) denotes cross-validated Gehan loss and standard errors). To make matters simple, we do not allow for customization of the plot: please refer to the source code if extensive customization is desired.
Value
No return value; prints a plot of cross-validation curves as described in Details.
Examples
# --------------------------------------
# Generate data
# --------------------------------------
set.seed(1)
genData <- genSurvData(n = 50, p = 100, s = 10, mag = 2, cens.quant = 0.6)
X <- genData$X
logY <- genData$logY
delta <- genData$status
# ------------------------------------------
# Fit elastic net penalized estimator with CV
# -------------------------------------------
fit.cv <- penAFT.cv(X = X, logY = logY, delta = delta,
nlambda = 50,
penalty = "EN", tol.rel = 1e-5,
alpha = 1, nfolds = 10)
penAFT.plot(fit.cv)