Variable Selection using the Pivotal Information Criterion

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Documentation for package ‘picreg’ version 0.1.2

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

assess	Assess performance of a 'pic' fit.
assess.pic	Assess performance of a 'pic' fit.
baseline_functions	Breslow baseline cumulative hazard and survival.
BinomialExample	Small binary-classification dataset for the Binomial section of the vignette.
coef.pic	Coefficients of a fitted pic model.
concordance_index	Harrell's concordance index.
CoxExample	Small survival dataset for the Cox section of the vignette.
cox_partial_log_likelihood	Breslow partial log-likelihood (negative, normalised by 'n').
feature_effects_on_survival	Effect of one feature on the Cox survival curve.
lambda_pdb	Pivotal Detection Boundary regularisation selector
pdb_asymptotic	Asymptotic behaviour of the PDB null distribution.
pdb_summary	Summary of the PDB lambda selector.
phase_transition	Phase-transition analysis of support recovery.
pic	Sparse regression via pivotal loss and PDB lambda selection
pic_families	GLM families for pic — descriptor layer.
pic_methods	S3 methods for fitted pic objects.
pic_penalties	Sparsity-inducing penalties for pic.
pic_plots	Plot methods for pic fits and diagnostics.
pic_survival	Survival utilities for the Cox family.
plot.pic	Horizontal lollipop plot of the non-zero coefficients of a pic fit.
plot.pic.lambda_pdb	Plot the PDB null distribution.
plot.pic.pdb_asymptotic	Plot of the PDB asymptotic behaviour.
plot.pic.phase_transition	Phase-transition plot for a 'pic.phase_transition' object.
plot_baseline	Plot Cox baseline cumulative hazard and baseline survival.
plot_survival_curves	Plot subject-specific Cox survival curves.
predict.pic	Linear predictor / response prediction for a pic fit.
predict_survival_function	Survival curves for new data from a fitted Cox pic model.
print.pic.coef	Print a 'pic.coef' table.
print.pic.family	Pretty-print a pic family descriptor.
print.pic.pdb_asymptotic	Print PDB asymptotic diagnostic.
print.pic.phase_transition	Print phase-transition analysis.
QuickStartExample	Small Gaussian dataset for the introductory vignette.