Displaying 1 result from an estimated 1 matches for "selectedtrainx".
2012 May 07
1
estimating survival times with glmnet and coxph
...ev.ratio)
optimal.lambda <- fit$lambda[max.dev.index]
# take beta for optimal lambda
optimal.beta? <- fit$beta[,max.dev.index]
# find non zero beta coef
nonzero.coef <- abs(optimal.beta)>0
selectedBeta <- optimal.beta[nonzero.coef]
# take only covariates for which beta is not zero
selectedTrainX?? <- trainX[,nonzero.coef]
# create coxph object with pre-defined coefficients
coxph.model<- coxph(Surv(trainTime,trainStatus) ~selectedTrainX,init=selectedBeta,iter=0)
Warning message:
In coxph(Surv(trainTime, trainStatus) ~ selectedTrainX,
init = selectedBeta,? :
X matrix deemed to be sin...