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ridge function to preserve factor levels #118

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ridge function to preserve factor levels #118

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13 changes: 8 additions & 5 deletions R/ridge.R
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Original file line number Diff line number Diff line change
@@ -1,10 +1,13 @@
# $Id: ridge.S 11166 2008-11-24 22:10:34Z therneau $
ridge <- function(..., theta, df=nvar/2, eps=.1, scale=TRUE) {
x <- cbind(...)
nvar <- ncol(x)
xname <- as.character(parse(text=substitute(cbind(...))))[-1]
vars <- apply(x, 2, function(z) var(z[!is.na(z)]))
class(x) <- 'coxph.penalty'

xvars <- cbind(data.frame( list(...) ))
names(xvars) <- as.character(parse(text=substitute(cbind(...))))[-1]
x <- model.matrix(~.,model.frame(~., data=xvars, na.action=na.pass))[,-1]
nvar <- ncol(x)
xname <- colnames(x)
vars <- apply(x, 2, function(z) var(z[!is.na(z)]))
class(x) <- 'coxph.penalty'

if (!missing(theta) && !missing(df))
stop("Only one of df or theta can be specified")
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