pshBAR

Broken Adaptive Ridge (BAR) regression for competing risks data.

Introduction

pshBAR is an R package for performing L_0-based regressions for the popular Fine-Gray model for competing risks data.

Dependencies

• survival

Getting Started

1. On Windows, make sure RTools is installed.
2. In R, use the following commands to download and install pshBAR:

install.packages("devtools")
library(devtools)
install_github("erickawaguchi/pshBAR")

3. To perform L_0-penalized regression, use the following commands in R:

library(pshBAR)
#Assume cause of interest of fstatus = 1.
fit <- pshBAR(ftime, fstatus, X, failcode = 1, cencode = 0, lambda = log(ncovs), xi = 1)
fit$coef #Extract coefficients

Examples

set.seed(10)
ftime <- rexp(200)
fstatus <- sample(0:2, 200, replace = TRUE)
cov <- matrix(runif(1000), nrow = 200)
dimnames(cov)[[2]] <- c('x1','x2','x3','x4','x5')
fit <- pshBAR(ftime, fstatus, cov, lambda = log(dim(cos)[2]), xi = 1)
fit$coef

Development

pshBAR is being developed in R Studio. If there are any questions or comments please email me at erickawaguchi[at]ucla.edu.