rsig v1.0

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Robust Signature Selection for Survival Outcomes

Robust and efficient feature selection algorithm to identify important features for predicting survival risk. The method is based on subsampling and averaging linear models obtained from the (preconditioned) Lasso algorithm, with an extra shrinking procedure to reduce the size of signatures. An evaluation procedure using subsampling is also provided.

Functions in rsig

Name Description
rsig.eval Performance Evaluation
predict.rsig Make Prediction
rsig Robust Signature Selection for Survival Outcomes
rsig.all Robust Signature Selection for Survival Outcomes with Estimation of Selection Probabilities of Features
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Details

Type Package
License GPL-2
LazyData yes
ByteCompile yes
Collate 'zzz.R' 'helper.R' 'sampling.R' 'models.R' 'rsig.R' 'evaluate.R' 'rsig.all.R'
Packaged 2013-10-12 18:47:31 UTC; lee
NeedsCompilation no
Repository CRAN
Date/Publication 2013-10-12 23:54:18

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