| coxgrad {glmnet} | R Documentation |
Compute the gradient of the partial likelihood at a particular fit
coxgrad(f, time, d, w, eps = 1e-05)
f |
fit vector |
time |
time vector (can have ties) |
d |
death/censoring indicator 1/0 |
w |
observation weights (default equal) |
eps |
(default 0.00001) Breaks ties between death and censoring by making death times |
Compute a gradient vector at the fitted vector for the log partial likelihood.
This is like a residual vector, and useful for manual screening of predictors for glmnet
in applications where p is very large (as in GWAS). Uses the Breslow approach to ties
a single gradient vector the same length as f
Trevor Hastie
Maintainer: Trevor Hastie hastie@stanford.edu
coxnet.deviance