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Allow cvrisk( , grid = 0:mstop) #66

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hofnerb opened this issue Jan 27, 2017 · 1 comment
Closed
3 tasks done

Allow cvrisk( , grid = 0:mstop) #66

hofnerb opened this issue Jan 27, 2017 · 1 comment

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@hofnerb
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hofnerb commented Jan 27, 2017

As we are now (see #64) able to fit models with mstop = 0 we should be also able to

  • extract a sensible risk for the offset model.
  • allow cross-validation starting from 0, i.e., allow that no base-learner is selected.
  • Perhaps, we have to fix predict and fitted for an offset model. Currently, a scalar is returned bu actually a constant vector of offsets might be more suitable. However, we then need to make sure that the subset function in mboost_fit works as desired.

The first point might introduce a lot of changes as we cannot assess a vectors zeroth element (hence all risks are shifted by one index). Consequently using the extractor function risk.mboost() might avoid to many changes.

@hofnerb
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hofnerb commented Jan 27, 2017

cvrisk for CoxPH is currently only working for grid = 1:mstop. Atm, it changes the grid if 0 is included and issues a warning.

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