Interface for fitting survival models by CoxBoost, conforming to the requirements for argument fit.fun in peperr call.
fit.CoxBoost(response, x, cplx, ...)a survival object (with Surv(time, status)).
n*p matrix of covariates.
number of boosting steps or list, containing number of boosting steps in argument stepno and penalty factor in argument penalty.factor.
additional arguments passed to CoxBoost call.
CoxBoost object
Function is basically a wrapper around CoxBoost of package CoxBoost. A Cox proportional hazards model is fitted by componentwise likelihood based boosting, especially suited for models with many covariates and few observations.
peperr, CoxBoost