fit.CoxBoost {peperr} | R Documentation |
Interface for fitting survival models by CoxBoost
, conforming to the requirements for argument fit.fun
in peperr
call.
fit.CoxBoost(response, x, cplx, ...)
response |
a survival object (with Surv(time, status) ). |
x |
n*p matrix of covariates. |
cplx |
number of boosting steps or list, containing number of boosting steps in argument stepno and penalty factor in argument penalty.factor . |
... |
additional arguments passed to CoxBoost call. |
Function is basically a wrapper around CoxBoost
of package CoxBoost. A Cox proportional hazards model is fitted by componentwise likelihood based boosting, especially suited for models with many covariates and few observations.
CoxBoost object
peperr
, CoxBoost