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airoldilab / sgd

An R package for large scale estimation with stochastic gradient descent
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Cox model support not working #106

Open deaneckles opened 6 years ago

deaneckles commented 6 years ago

It seems like model='cox' is not actually supported because predict.sgd doesn't know how to handle it, despite sgd accepting it.

https://github.com/airoldilab/sgd/blob/a256063e7add0ec43f051c2b0ba5a959e950dceb/R/predict.sgd.R#L23-L26

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!