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Cross-Validated cox_indi to Tune etas

cv.cox_indi.Rd

Performs K-fold cross-validation over candidate etas. Internal data are split into folds. For each fold, the model is trained on the internal training split plus the full external dataset, then evaluated on the held-out internal fold.

Usage

cv.cox_indi(
  z_int,
  delta_int,
  time_int,
  stratum_int = NULL,
  z_ext,
  delta_ext,
  time_ext,
  stratum_ext = NULL,
  etas,
  nfolds = 5,
  criteria = c("V&VH", "LinPred", "CIndex_pooled", "CIndex_foldaverage"),
  c_index_stratum = NULL,
  max_iter = 100,
  tol = 1e-07,
  message = FALSE,
  seed = NULL
)

Arguments

z_int, delta_int, time_int, stratum_int

Internal data.

z_ext, delta_ext, time_ext, stratum_ext

External data (always fully included in training).

etas

Numeric vector of candidate eta values (must be provided).

nfolds

Number of folds (default 5).

criteria

Performance criterion.

c_index_stratum

Optional stratum vector used for C-index evaluation on internal data.

max_iter, tol

Passed to cox_indi.

message

Logical; print progress (default FALSE).

seed

Optional seed for reproducible folds.

Value

An object of class "cv.cox_indi" with components:

  • internal_stat: data.frame of CV stats by eta

  • beta_full: matrix of full-data estimates (p x length(etas))

  • best: list with best_eta, best_beta, criteria

Examples

if (FALSE) { # \dontrun{
## Load example individual-level data
data(ExampleData_indi)

z_int       <- ExampleData_indi$internal$z
delta_int   <- ExampleData_indi$internal$status
time_int    <- ExampleData_indi$internal$time
stratum_int <- ExampleData_indi$internal$stratum

z_ext       <- ExampleData_indi$external$z
delta_ext   <- ExampleData_indi$external$status
time_ext    <- ExampleData_indi$external$time
stratum_ext <- ExampleData_indi$external$stratum

## Generate candidate eta values
eta_list <- generate_eta(method = "exponential", n = 50, max_eta = 20)

## Cross-validated tuning of eta
cv_fit <- cv.cox_indi(
  z_int = z_int,
  delta_int = delta_int,
  time_int = time_int,
  stratum_int = stratum_int,
  z_ext = z_ext,
  delta_ext = delta_ext,
  time_ext = time_ext,
  stratum_ext = stratum_ext,
  etas = eta_list,
  nfolds = 5,
  criteria = "CIndex_pooled"
)
} # }