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2012 May 16
1
survival survfit with newdata
...ehaviour is as expected or not - because I cannot find a way of using 'newdata' with really new data. Thanks in advance. DK
> x<-matrix(rnorm(100*20),100,20)
>
time<-runif(100,min=0,max=7)
>
status<-sample(c(0,1), 100, replace = TRUE)
> trainX<-x[11:100,]
>
trainTime<-time[11:100]
>
trainStatus<-status[11:100]
>
testX<-x[1:10,]
> coxph.model<-
coxph(Surv(trainTime,trainStatus)~ trainX)
> sfit<- survfit(coxph.model,newdata=data.frame(testX))
>
dim(sfit$surv)
[1] 90 90
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2012 May 07
1
estimating survival times with glmnet and coxph
...ox
Regression".
Thanks in advance.
DK
library(survival)
library(glmnet)
load(system.file("doc","VignetteExample.rdata",package="glmnet"))
attach(patient.data)
# leave the first patient for testing
# and train glmnet on all other patients
trainX????? <-x[-1,]
trainTime?? <-time[-1]
trainStatus <- status[-1]
# fit Coxnet
fit <- glmnet(trainX,Surv(trainTime,trainStatus),family="cox",alpha=0.5,maxit=10000)
# find lambda for which dev.ratio is max
max.dev.index???? <- which.max(fit$dev.ratio)
optimal.lambda <- fit$lambda[max.dev.index]
# t...