Compute a survival curve from a cv.glmnet object
Computes the predicted survivor function for a Cox proportional hazards model with elastic net penalty from a cross-validated glmnet model.
## S3 method for class 'cv.glmnet'
survfit(formula, s = c("lambda.1se", "lambda.min"), ...)formula |
A class |
s |
Value(s) of the penalty parameter lambda at which predictions are required. Default is the value s="lambda.1se" stored on the CV object. Alternatively s="lambda.min" can be used. If s is numeric, it is taken as the value(s) of lambda to be used. |
... |
Other arguments to be passed to |
This function makes it easier to use the results of cross-validation to compute a survival curve.
If s is a single value, an object of class "survfitcox"
and "survfit" containing one or more survival curves. Otherwise, a list
of such objects, one element for each value in s.
Methods defined for survfit objects are print, summary and plot.
set.seed(2) nobs <- 100; nvars <- 15 xvec <- rnorm(nobs * nvars) x <- matrix(xvec, nrow = nobs) beta <- rnorm(nvars / 3) fx <- x[, seq(nvars / 3)] %*% beta / 3 ty <- rexp(nobs, exp(fx)) tcens <- rbinom(n = nobs, prob = 0.3, size = 1) y <- survival::Surv(ty, tcens) cvfit <- cv.glmnet(x, y, family = "cox") # default: s = "lambda.1se" survival::survfit(cvfit, x = x, y = y) # s = "lambda.min" survival::survfit(cvfit, s = "lambda.min", x = x, y = y)
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