cross_validation_cox {catalytic} | R Documentation |
Perform Cross-Validation for Catalytic Cox Proportional-Hazards Model (COX) to Select Optimal tau
Description
This function performs cross-validation for the catalytic Cox proportional-hazards model (COX) to estimate the likelihood associated with different values of tau. It splits the data into training and testing sets and computes prediction errors for model evaluation.
Usage
cross_validation_cox(
formula,
cat_init,
method,
tau_seq,
cross_validation_fold_num,
...
)
Arguments
formula |
A formula specifying the Cox model. Should at least include response variables. |
cat_init |
A list containing initialized parameters for the catalytic COX. |
method |
Character string specifying the optimization method used in the Cat-Cox model fitting. |
tau_seq |
A numeric vector of tau values for which to estimate likelihood. |
cross_validation_fold_num |
An integer indicating the number of folds for cross-validation. |
... |
Additional arguments passed to the |
Value
A numeric vector containing the average likelihood estimates for each tau value.