rsig.eval

[<code>predict.rsig</code>] An output object
  from predict.rsig, see <code><a rd-options="rsig" href="/link/predict.rsig?package=rsig&version=1.0&to=rsig" data-mini-rdoc="rsig::predict.rsig">predict.rsig</a></code>.

pred

[<code>Surv</code>] Survival object, see
  <code><a rd-options="survival" href="/link/Surv?package=rsig&version=1.0&to=survival" data-mini-rdoc="survival::Surv">Surv</a></code>.

surv.new

[<code>data.frame</code>] Data frame or matrix
  or matrix of input data (rows: examples, columns:
  features).

X.new

[<code>list</code>] List of performance
  measures to be evaluated, "all" or in c("cindex",
  "tauc")

measures

[<code>numeric(1)</code>] Time to evaluate
  the time-dependent AUC. Default is <code>5</code>.

roc.time


  Evaluate performance on new data using predictions.


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.

rsig.eval: Performance Evaluation

Description

Usage

Arguments

Value

See Also