Dear all,
I am using glmnet + survival and due to the latest
release of glmnet
1.7.4 I was forced to use the latest version of R 2.15.0.
My previous version of R was 2.10.1. I changed glmnet version and R
version and when I started to get weird results I was not sure where the bug
was.
After putting glmnet back to previous version, I have
found that the bug or weird behaviour happens in survival survfit. My script is
below in email and it is uses glmnet 1.7.3. I get two completely different
answers in different versions of R and in my opinion the older version of
survival package returns correct value.
in R 2-10-1 I get
>
cat(dim(sfit$surv))
>
cat(length(sfit$surv))
32
>
in R-2-15-0 I get
cat(dim(sfit$surv))
62 99
>
cat(length(sfit$surv))
6138
>
Kind regardsDK
library(survival)
library(glmnet)
load(system.file("doc","VignetteExample.rdata",package="glmnet"))
attach(patient.data)
trainX
<-x[-1,]
trainTime
<-time[-1]
trainStatus <- status[-1]
fit <-
glmnet(trainX,Surv(trainTime,trainStatus),family="cox",alpha=0.5,maxit=10000)
max.dev.index
<- which.max(fit$dev.ratio)
optimal.lambda <- fit$lambda[max.dev.index]
optimal.beta <-
fit$beta[,max.dev.index] nonzero.coef <- abs(optimal.beta)>0 selectedBeta
<- optimal.beta[nonzero.coef]
selectedTrainX
<- trainX[,nonzero.coef]
coxph.model<- coxph(Surv(trainTime,trainStatus)~
selectedTrainX,init=selectedBeta,iter=0)
selectedTestX <- x[1,nonzero.coef]
sfit<- survfit(coxph.model,newdata=selectedTestX)
cat("\ndim(sfit$surv)")
cat(dim(sfit$surv))
cat("\nlength(sfit$surv)")
cat(length(sfit$surv))
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