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OHDSI / Cyclops

Cyclops (Cyclic coordinate descent for logistic, Poisson and survival analysis) is an R package for performing large scale regularized regressions.
http://ohdsi.github.io/Cyclops/
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Add test for proportionality assumption #55

Open schuemie opened 2 years ago

schuemie commented 2 years ago

As part of our suite of study diagnostics, it would be good to evaluate whether the proportionality assumption holds when performing a Cox regression. Could we add something like Schoenfeld residuals to Cyclops?

msuchard commented 2 years ago

We may be able to directly use the code from the survival package (with an Rcpp wrapper from Cyclops): https://github.com/therneau/survival/blob/b45e1d20d2ac286424cf68f86a426b55bbb057f2/src/coxscho.c#L36

I'll try to carve out some time to look further. Do you have a required time-frame in mind?

schuemie commented 2 years ago

No, there's no required time-frame. It would just be good to have this eventually.