# --------------------------------------
# Generate data
# --------------------------------------
set.seed(1)
genData <- genSurvData(n = 50, p = 50, s = 10, mag = 2, cens.quant = 0.6)
X <- genData$X
logY <- genData$logY
delta <- genData$status
# ------------------------------------------
# Fit elastic net penalized estimator with CV
# -------------------------------------------
fit.cv <- penAFT.cv(X = X, logY = logY, delta = delta,
nlambda = 10,
penalty = "EN",
alpha = 1, nfolds = 5)
# -- print plot
penAFT.trace(fit.cv)
# \donttest{
# ------------------------------------------
# Fit sparse group-lasso estimator with CV
# -------------------------------------------
groups <- rep(1:5, length=10)
fit.sg.cv <- penAFT.cv(X = X, logY = logY, delta = delta,
nlambda = 50, groups = groups,
penalty = "SG", tol.rel= 1e-5,
alpha = 0, nfolds = 5)
penAFT.trace(fit.sg.cv, groupNames = paste("Group", 1:5, sep="-"))
# }
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