Wrapper for Ridge Regression (Penalized Cox)

Final Production Wrapper for Ridge Regression (Tunable & Robust). Estimates a penalized Cox model using a pure Ridge penalty (alpha = 0).

Usage

surv.ridge(
  time,
  event,
  X,
  newdata,
  new.times,
  obsWeights = NULL,
  id = NULL,
  nfolds = 10,
  ties = c("breslow", "efron"),
  survival_transform = c("exponential", "product_limit"),
  ...
)

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.
id: Optional cluster/individual ID indicator.
nfolds: Number of folds for internal cross-validation to select lambda. Default is 10.
ties: Tied-event approximation used for risk-score calibration: "breslow" (default) or "efron".
survival_transform: Transformation from calibrated hazard increments to survival probabilities: "exponential" (default) or "product_limit".
...: Additional arguments passed to cv.glmnet.

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("glmnet", 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.ridge(
    time = dat$duration,
    event = dat$event,
    X = X,
    newdata = newX,
    new.times = times,
    nfolds = 3
  )

  dim(fit[["pred"]])
}
#> Warning: Starting in glmnet 5.1, the default Cox tie-handling method will change from 'breslow' to 'efron' (matching survival::coxph). To silence this message and lock in the v5.0 default, pass cox.ties = 'breslow' explicitly. To preview the v5.1 behavior, pass cox.ties = 'efron'.
#> Warning: Starting in glmnet 5.1, the default Cox tie-handling method will change from 'breslow' to 'efron' (matching survival::coxph). To silence this message and lock in the v5.0 default, pass cox.ties = 'breslow' explicitly. To preview the v5.1 behavior, pass cox.ties = 'efron'.
#> Warning: Starting in glmnet 5.1, the default Cox tie-handling method will change from 'breslow' to 'efron' (matching survival::coxph). To silence this message and lock in the v5.0 default, pass cox.ties = 'breslow' explicitly. To preview the v5.1 behavior, pass cox.ties = 'efron'.
#> Warning: Starting in glmnet 5.1, the default Cox tie-handling method will change from 'breslow' to 'efron' (matching survival::coxph). To silence this message and lock in the v5.0 default, pass cox.ties = 'breslow' explicitly. To preview the v5.1 behavior, pass cox.ties = 'efron'.
#> [1] 5 3