cvpl {survcomp} | R Documentation

## Function to compute the CVPL

### Description

The function computes the cross-validated partial likelihood (CVPL) for the Cox model.

### Usage

    cvpl(x, surv.time, surv.event, strata, nfold = 1, setseed,
      na.rm = FALSE, verbose = FALSE)

### Arguments

`x` | data matrix
`surv.time` | vector of times to event occurrence
`surv.event` | vector of indicators for event occurrence
`strata` | stratification variable
`nfold` | number of folds for the cross-validation
`setseed` | seed for the random generator
`na.rm` | `TRUE` if the missing values should be removed from the data, `FALSE` otherwise
`verbose` | verbosity of the function

### Value

`cvpl` | mean cross-validated partial likelihood (lower is better)
`pl` | vector of cross-validated partial likelihoods
`convergence` | vector of booleans reporting the convergence of the Cox model in each fold
`n` | number of observations used to estimate the cross-validated partial likelihood

### Author(s)

Benjamin Haibe-Kains

### References

Verweij PJM. and van Houwelingen H (1993) "Cross-validation in survival analysis", Statistics in Medicine, 12, pages 2305–2314

van Houwelingen H, Bruinsma T, Hart AA, van't Veer LJ, and Wessels LFA (2006) "Cross-validated Cox regression on microarray gene expression data", Statistics in Medicine, 25, pages 3201–3216.

### See Also

`logpl`, `coxph`

### Examples

    set.seed(12345)
    age <- rnorm(100, 50, 10)
    stime <- rexp(100)
    cens   <- runif(100,.5,2)
    sevent  <- as.numeric(stime <= cens)
    stime <- pmin(stime, cens)
    strat <- sample(1:3, 100, replace=TRUE)
    cvpl(x=age, surv.time=stime, surv.event=sevent, strata=strat,
      nfold=10, setseed=54321)

[Package survcomp version 1.38.0 Index]