Extracts the predictive partial log-likelihood from a glmnet Cox PH model fit.
# S3 method for coxnet
PLL(object, newdata, newtime, newstatus, complexity, ...)Vector of length n_new
fitted model of class coxnet.
n_new*p matrix of covariates.
n_new-vector of censored survival times.
n_new-vector of survival status, coded with 0 and .1
lambda penalty value.
additional arguments, not used.
Thomas Hielscher \ t.hielscher@dkfz.de
Used by function peperr, if function fit.glmnet and family="cox" is used for model fit, which gives a class coxnet object.
This is basically a wrapper based on the coxnet.deviance function from package glmnet.
Sill M., Hielscher T., Becker N. and Zucknick M. (2014), c060: Extended Inference with Lasso and Elastic-Net Regularized Cox and Generalized Linear Models, Journal of Statistical Software, Volume 62(5), pages 1--22. tools:::Rd_expr_doi("10.18637/jss.v062.i05")