binderh / CoxBoost

R package CoxBoost
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Spline terms in the model #6

Open ghost opened 3 years ago

ghost commented 3 years ago

Hi

How one would go about adding natural splines for some continuous variables? I've tried with pendistmat setting spline variables' distance to 1, but still only one basis function got selected. I don't imagine this is possible, is it? I suppose I could just put it as a mandatory variable but then it wouldn't be subject to model selection based on data.

Thanks.