penfit object {penalized}R Documentation

Penalized regression object

Description

Stores the result of a call to penalized.

Slots

penalized:
Object of class "vector". Regression coefficients for the penalized covariates.
unpenalized:
Object of class "vector". Regression coefficients for the unpenalized covariates.
residuals:
Object of class "vector". Unstandardized residuals for each subject in the fitted model. Martingale residuals are given for the cox model.
fitted:
Object of class "vector". Fitted values (means) for each subject in the fitted model. In the cox model, this slot holds the relative risks.
lin.pred:
Object of class "vector". Linear predictors for each subject in the fitted model.
loglik:
Object of class "numeric". Log likelihood of the fitted model.
penalty:
Object of class "vector". L1 and L2 penalties of the fitted model.
iterations:
Object of class "numeric". Number of iterations used in the fitting process.
converged:
Object of class "logical". Whether the fitting process was judged to be converged.
model:
Object of class "character". The name of the generalized linear model used.
lambda1:
Object of class "vector". The lambda1 parameter(s) used.
lambda2:
Object of class "vector". The lambda2 parameter(s) used.
nuisance:
Object of class "list". The maximum likelihood estimates of any nuisance parameters in the model.
weights:
Object of class "vector". The weights of the covariates used for standardization.

Methods

basehaz
(penfit): Returns the baseline hazard (a data.frame) if a cox model was fitted, NULL otherwise. An additional argument center (default (TRUE) can be used to give the survival curve at the covariate mean (center = TRUE) rather than at zero.
basesurv
(penfit): Returns the baseline survival curve (a breslow object) if a cox model was fitted, NULL otherwise. An additional argument center (default (TRUE) can be used to give the survival curve at the covariate mean (center = TRUE) rather than at zero.
coef
(penfit): Returns the regression coefficients. Accepts a second argument "which", that takes values "nonzero" (the default), "all", "penalized" or "unpenalized" for extracting only the non-zero, the penalized or the unpenalized regression coefficients. A third argument "standardize" (default FALSE) can be used to let the method return the regression coefficients for the standardized covariates.
coefficients
(penfit): alias for coef above.
fitted.values
(penfit): Returns the fitted values for each subject (i.e. the predicted means). In the Cox model, this method returns the relative risks for each individual.
linear.predictors
(penfit): Returns the linear predictors for each subject.
loglik
(penfit): Returns the log likelihood of the fitted model.
penalty
(penfit): Returns the L1 and L2 penalties of the fitted model.
residuals
(penfit): Returns the residuals.
show
(penfit): Summarizes the fitted model.
weights
(penfit): Returns the weights used for standardization.

Author(s)

Jelle Goeman: j.j.goeman@lumc.nl

See Also

penalized.


[Package penalized version 0.9-23 Index]