fit.CoxBoost {peperr}R Documentation

Interface function for fitting a CoxBoost model

Description

Interface for fitting survival models by CoxBoost, conforming to the requirements for argument fit.fun in peperr call.

Usage

fit.CoxBoost(response, x, cplx, ...)

Arguments

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.

Details

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.

Value

CoxBoost object

See Also

peperr, CoxBoost


[Package peperr version 1.1-2 Index]