vanbelle2Fit: survivalsvm (ranking approach)

Description

fits the 'vanbelle2' version of the ranking approach of survival support vector ananlysis.

Usage

vanbelle2Fit(
  X,
  Y,
  delta,
  meth_par = 1,
  kernel_type = "lin_kernel",
  kernel_pars = NA,
  bin_cat = integer(0),
  makediff = makediff3,
  opt_alg = "quadprog",
  sgf_sv = 5,
  sigf = 7,
  maxiter = 40,
  margin = 0.05,
  bound = 10,
  eig.tol = 1e-06,
  conv.tol = 1e-07,
  posd.tol = 1e-08
)

Value

[VB2FitObj(1)] Object of class VB2FitObj containing elements:

`Alpha`	solution of the quadratic optimization problem,
`Xtrain`	matrix of training points,
`DifMat`	matrix used to maked differences between neighbor points,
`Kernel`	kernel matrix, an object of class `Kernel`,
`OptMeth`	program used to solve the quadratic optimization problem.

Arguments

X: [matrix(1)]
Matrix of training data point.
Y: [vector(1)]
Vector of survival times.
delta: [vector(1)]
Vector of status: 1 = not censored.
meth_par: [numeric(1)]
Parameter of regularization.
kernel_type: [numeric(1)]
Kernel that will be used to fit the model. The handled type are: linear kern ('lin_kern'), additive kernel ('add_kernel'), radial basis kernels ('rbf_kernel' and 'rbf4_kernel') and the polynomial kernel ('poly_kernel').
kernel_pars: [numeric(1)|vector(1)]
Parameters of kernel, when required.
bin_cat: [vector(1)]
Indexes of binary/categorical varibales
makediff: [character(1)]
String indicating which of 'makediff1', 'makediff2' or 'makediff3' will be used.
opt_alg: [character]
Program that will be used to solve the quadratic optimization problem. Either quadprog or ipop.
sgf_sv: [integer(1)]
Number of decimal digits in the solution of the quadratic optimization problem.
sigf: [integer(1)]
Used by ipop. See ipop for details.
maxiter: [inter(1)]
Used by ipop. See ipop for details.
margin: [numeric(1)]
Used by ipop. See ipop for details.
bound: [numeric(1)]
Used by ipop. See ipop for details.
eig.tol: [numeric(1)]
Used by nearPD for adjusting positive definiteness. See nearPD for detail.
conv.tol: [numeric(1)]
Used by nearPD for adjusting positive definiteness. See nearPD for detail.
posd.tol: [numeric(1)]
Used by nearPD for adjusting positive definiteness. See nearPD for detail.

Author

Cesaire J. K. Fouodo