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提取从glmnet对象
基线风险函数H0(t)的我想知道在时刻t >> H风险函数(T,X)= H 0(t)的EXP [Σβ1 *Ⅺ]。如何从R中的glmnet对象中提取基线危险函数h0(t)?如何从R中的glmnet对象中提取基线危险函数h0(t)?
我知道的是,Survival Packages中的函数“basehaz()”只能从coxph对象中提取基线危险函数。
我还发现了一个功能,glmnet.basesurv(time, event, lp, times.eval = NULL, centered = FALSE)
。但是,当我尝试使用此功能时,出现错误。
Error: could not find function "glmnet.basesurv"
下面是我的代码,使用glmnet来拟合cox模型并获得所选变量的系数。是否有可能从这个glmnet对象中获得基线危险函数h0(t)?
代码
# Split data into training data and testing data
set.seed(101)
train_ratio = 2/3
sample <- sample.int(nrow(x), floor(train_ratio*nrow(x)), replace = F)
x.train <- x[sample, ]
x.test <- x[-sample, ]
y.train <- y[sample, ]
y.test <- y[-sample, ]
surv_obj <- Surv(y.train[,1],y.train[,2])
#
my_alpha = 0.5
fit = glmnet(x = x.train, y = surv_obj, family = "cox",alpha = my_alpha) # fit the model with elastic net method
plot(fit,xvar="lambda", main="cox model coefficient paths(glmnet.fit)\n\n") # Plot the paths for the fit
fit
# cross validation to find out best lambda
cv_fit = cv.glmnet(x = x.train,y = surv_obj , family = "cox",nfolds = 10,alpha = my_alpha)
tencrossfit <- cv_fit$glmnet.fit
plot(cv_fit, main="Cross-validated Deviance(10 folds cv.glmnet.fit)\n\n")
plot(tencrossfit, main="cox model coefficient paths(10 folds cv.glmnet.fit)\n\n")
max(cv_fit$cvm)
summary(cv_fit$cvm)
cv_fit$lambda.min
cv_fit$lambda.1se
coef.min = coef(cv_fit, s = "lambda.1se")
pred_min_value2 <- predict(cv_fit, s=cv_fit$lambda.min, newx=x.test,type="link")
我真的很感激任何帮助,您可以提供。
谢谢。我安装了hdnom软件包,但仍然无法正常工作。 glmnet.basesurv(time,event,pred_min_value2,times.eval = 30,居中= FALSE) 错误:无法找到函数“glmnet.basesurv” 我需要安装任何其他软件包? 奇怪的是,我可以从这个网页找到函数glmnet.basesurv(https://www.rdocumentation.org/packages/hdnom/versions/4.6)。 –