Wrapper function for Component-Wise Boosting (CoxBoost)

Final Production Wrapper for CoxBoost (Tunable & Robust). Estimates a Cox model via component-wise likelihood based boosting.

Usage

surv.coxboost(
  time,
  event,
  X,
  newdata,
  new.times,
  obsWeights,
  id,
  stepno = 100,
  penalty = 100,
  ...
)

Arguments

time: Observed follow-up time.
event: Observed event indicator.
X: Training covariate data.frame.
newdata: Test covariate data.frame to use for prediction.
new.times: Times at which to obtain the predicted survivals.
obsWeights: Observation weights (Note: CoxBoost does not natively support weights, so these are ignored).
id: Optional cluster/individual ID indicator.
stepno: Number of boosting steps (default: 100).
penalty: Penalty value for the update (default: 100).
...: Additional arguments passed to CoxBoost.

Value

A list containing:

fit: The fitted model object (e.g., the raw coxph or xgb.Booster object). If the model fails to fit, this may be an object of class try-error.
pred: A numeric matrix of cross-validated survival predictions evaluated at the specified new.times grid.

Examples

if (requireNamespace("CoxBoost", quietly = TRUE)) {
  data("metabric", package = "SuperSurv")
  dat <- metabric[1:30, ]
  x_cols <- grep("^x", names(dat))[1:3]
  X <- dat[, x_cols, drop = FALSE]
  newX <- X[1:5, , drop = FALSE]
  times <- seq(50, 150, by = 50)

  fit <- surv.coxboost(
    time = dat$duration,
    event = dat$event,
    X = X,
    newdata = newX,
    new.times = times,
    obsWeights = rep(1, nrow(dat)),
    id = NULL,
    stepno = 10,
    penalty = 50
  )

  dim(fit$pred)
}
#> [1] 5 3