SubgrpID (version 0.12)

filter.glmnet: filter.glmnet

Description

Flitering using MC glmnet

Usage

filter.glmnet(
  data,
  type,
  yvar,
  xvars,
  censorvar,
  trtvar,
  trtref,
  n.boot = 50,
  cv.iter = 20,
  pre.filter = length(xvars)
)

Value

variables selected after glmnet filtering

Arguments

data

input data frame

type

"c" continuous; "s" survival; "b" binary

yvar

response variable name

xvars

covariates variable name

censorvar

censoring variable name 1:event; 0: censor.

trtvar

treatment variable name

trtref

code for treatment arm

n.boot

number of bootstrap for filtering

cv.iter

number of iterations required for MC glmnet filtering

pre.filter

NULL, no prefiltering conducted;"opt", optimized number of predictors selected; An integer: min(opt, integer) of predictors selected

Details

Flitering using MC glmnet