bandselect {NPCox} | R Documentation |
Bandwidth selection function for 'npcox' and 'spcox'.
Description
The embeded bandwidth selection function in 'npcox' and 'spcox' together with prediction error calculation.
Usage
bandselect(cva, delta, obstime, bandwidth = FALSE)
Arguments
cva |
Covariate Z in h(t) = h0(t)exp(b(t)'Z) |
delta |
Right censoring indicator for the model |
obstime |
The observed time = min(censoring time, observed failure time) |
bandwidth |
Bandwidth for kernel function, which can be specified. The default value is FALSE and can be selected through least prediction error over all subjects. |
Details
This is some description of this function.
'bandwidth_selection' function can provide the prediction error calculation with given bandwidth, or produce the optimal bandwidth based on an arithmetic progression of bandwidths.
Value
Prediction error on given bandwidth or list that contains the optimal bandwidth, an arithmetic progression of bandwidths with corresponding prediction error.
Examples
data(pbc)
dta = na.omit(pbc[,c('time', 'status', 'age', "edema")])
dta = dta[dta$time>600 & dta$time<2000,]
dta[,'status'] = sign(dta[,'status'])
colnames(dta) = c('time', 'status', 'age', "edema")
res = bandselect(cva = dta[,3:4], delta = dta$status, obstime = dta$time, bandwidth = 700)