Perform variable selection with pooled candidates
r2select(x.tr, y.tr, B, weight, prob, parallel = TRUE, m = 8)
the predictor matrix
the time and status object for survival
times of bootstrap
variable weight
variable selection probability
Logical TRUE or FALSE. Whether to use multithread computing, which can save consideratable amount of time for high dimensional data. Default is TRUE.
the number of variables to be randomly included in the model in this step. Default is 8.
the estimates of variables with B bootstraps, which is a dataframe with B rows and `ncol(x)` columns.