PLL {peperr} | R Documentation |
Generic function for extracting th predictive partial log-likelihood from a fitted survival model.
PLL(object, newdata, newtime, newstatus, ...)
object |
fitted model of class class . |
newdata |
n_new*p matrix of covariates. |
newtime |
n_new -vector of censored survival times. |
newstatus |
n_new -vector of event status, coded with 0 for censoring and 1, if an event occurred. |
... |
additional arguments, for example complexity value, if necessary. |
The predictive partial log-likelihood measures the prediction performance of each model fitted in a boostrap sample, using the data not in this sample. Multiplying by (-2) leads to a deviance-like measure, which means that small values indicate good prediction performance.
peperr
requires function PLL.class
in case of survival response, for each model fit of class class
.
At the time, PLL.CoxBoost
is available.
Vector of length n_new