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It seems like model='cox' is not actually supported because predict.sgd doesn't know how to handle it, despite sgd accepting it.
Lines 23 to 26 in a256063
| predict.sgd <- function(object, newdata, type="link", ...) { | |
| if (!(object$model %in% c("lm", "glm", "m"))) { | |
| stop("'model' not supported") | |
| } |
This then means that the example in https://github.com/airoldilab/sgd/blob/master/demo/cox-regression.R does not work.
Looking forward to trying this nice package with some continuous time data. Thanks!
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