Fit a Cox model via the Global Adaptive Generative Adjustment algorithm. Part of this function refers to the coxphfit function in MATLAB 2016b.
cpp_COX_gaga(
X,
y,
cens,
alpha = 2,
itrNum = 50L,
thresh = 0.001,
flag = TRUE,
lamda_0 = 0.5,
fdiag = TRUE,
subItrNum = 20L
)Coefficient vector
Input matrix, of dimension nobs*nvars; each row is an observation.
If the intercept term needs to be considered in the estimation process, then the first column of X must be all 1s.
A n*1 matrix, indicating the survival time;
A n*1 matrix, consists of 0 and 1, 1 indicates that the row of data is censored, 0 is opposite.
Hyperparameter. The suggested value for alpha is 2 or 3.
Maximum number of iteration steps. In general, 20 steps are enough.
Convergence threshold for beta Change, if max(abs(beta-beta_old))<threshold, return.
It identifies whether to make model selection. The default is TRUE.
The initial value of the regularization parameter for ridge regression.
It identifies whether to use diag Approximation to speed up the algorithm.
Maximum number of steps for subprocess iterations.