library(survival)
# generate some data
x=matrix(rnorm(200*1000),ncol=1000)
y=abs(rnorm(200))
x[y>median(y),1:50]=x[y>median(y),1:50]+3
status=sample(c(0,1),size=200,replace=TRUE)
xtest=matrix(rnorm(50*1000),ncol=1000)
ytest=abs(rnorm(50))
xtest[ytest>median(ytest),1:50]=xtest[ytest>median(ytest),1:50]+3
statustest=sample(c(0,1),size=50,replace=TRUE)
# fit model
a=uniCox(x,y,status)
# get predictions on a test set
yhat=predict.uniCox(a,xtest)
# fit survival model to predicted values for 7th val of lambda
coxph(Surv(ytest,statustest)~yhat[,7])
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