CoxExample

Randomly generated data for Cox regression example.

data

Extremely efficient procedures for fitting the entire lasso or elastic-net regularization path for linear regression, logistic and multinomial regression models, Poisson regression, Cox model, multiple-response Gaussian, and the grouped multinomial regression; see <doi:10.18637/jss.v033.i01> and <doi:10.18637/jss.v039.i05>. There are two new and important additions. The family argument can be a GLM family object, which opens the door to any programmed family (<doi:10.18637/jss.v106.i01>). This comes with a modest computational cost, so when the built-in families suffice, they should be used instead. The other novelty is the relax option, which refits each of the active sets in the path unpenalized. The algorithm uses cyclical coordinate descent in a path-wise fashion, as described in the papers cited.

Trevor Hastie

glmnet

Lasso and Elastic-Net Regularized Generalized Linear Models

Jerome Friedman

Rob Tibshirani

Balasubramanian Narasimhan

Kenneth Tay

Noah Simon

Junyang Qian

James Yang

CoxExample function

List containing the following elements:<dl>
<dt>x</dt>
<dd>1,000 by 30 matrix of numeric values.</dd><dt>y</dt>
<dd>1,000 by 2 matrix with column names "time" and "status". The
first column consists of positive numbers representing time to event,
while the second column represents the status indicator
(0=right-censored, 1=observed).</dd>
</dl>

Format

Synthetic dataset with right-censored survival response — CoxExample

List containing the following elements:<dl>
<dt>x</dt>
<dd>1,000 by 30 matrix of numeric values.</dd>

<dt>y</dt>
<dd>1,000 by 2 matrix with column names "time" and "status". The
first column consists of positive numbers representing time to event,
while the second column represents the status indicator
(0=right-censored, 1=observed).</dd>


</dl>

Synthetic dataset with right-censored survival response

CoxExample: Synthetic dataset with right-censored survival response

Description

Usage

Arguments

Format