library("survival")
# Load imputed SMART data
data(smart)
# Use the first 1000 samples as training data
# (the data used for internal validation)
x <- as.matrix(smart[, -c(1, 2)])[1:1000, ]
time <- smart$TEVENT[1:1000]
event <- smart$EVENT[1:1000]
# Take the next 1000 samples as external calibration data
# In practice, usually use data collected in other studies
x_new <- as.matrix(smart[, -c(1, 2)])[1001:2000, ]
time_new <- smart$TEVENT[1001:2000]
event_new <- smart$EVENT[1001:2000]
# Fit Cox model with lasso penalty
fit <- fit_lasso(
x, Surv(time, event),
nfolds = 5, rule = "lambda.1se", seed = 11
)
# External calibration
cal.ext <- calibrate_external(
fit, x, time, event,
x_new, time_new, event_new,
pred.at = 365 * 5, ngroup = 5
)
print(cal.ext)
summary(cal.ext)
plot(cal.ext, xlim = c(0.6, 1), ylim = c(0.6, 1))
# # Test fused lasso, MCP, and Snet models
# data(smart)
# # Use first 500 samples as training data
# # (the data used for internal validation)
# x <- as.matrix(smart[, -c(1, 2)])[1:500, ]
# time <- smart$TEVENT[1:500]
# event <- smart$EVENT[1:500]
#
# # Take 1000 samples as external validation data.
# # In practice, usually use data collected in other studies.
# x_new <- as.matrix(smart[, -c(1, 2)])[1001:2000, ]
# time_new <- smart$TEVENT[1001:2000]
# event_new <- smart$EVENT[1001:2000]
#
# flassofit <- fit_flasso(x, survival::Surv(time, event), nfolds = 5, seed = 11)
# scadfit <- fit_mcp(x, survival::Surv(time, event), nfolds = 5, seed = 11)
# mnetfit <- fit_snet(x, survival::Surv(time, event), nfolds = 5, seed = 11)
#
# cal.ext1 <- calibrate_external(
# flassofit, x, time, event,
# x_new, time_new, event_new,
# pred.at = 365 * 5, ngroup = 5)
#
# cal.ext2 <- calibrate_external(
# scadfit, x, time, event,
# x_new, time_new, event_new,
# pred.at = 365 * 5, ngroup = 5)
#
# cal.ext3 <- calibrate_external(
# mnetfit, x, time, event,
# x_new, time_new, event_new,
# pred.at = 365 * 5, ngroup = 5)
#
# print(cal.ext1)
# summary(cal.ext1)
# plot(cal.ext1)
#
# print(cal.ext2)
# summary(cal.ext2)
# plot(cal.ext2)
#
# print(cal.ext3)
# summary(cal.ext3)
# plot(cal.ext3)
Run the code above in your browser using DataLab