Fits a Cox model and performs backward stepwise selection based on AIC.
Usage
stepcox_pro(X, y_surv, tune = FALSE)
Arguments
- X
A data frame of predictors.
- y_surv
A Surv object containing time and status.
- tune
Logical. If TRUE, performs internal tuning (currently handled by cv.glmnet automatically).
Value
An object of class survival_stepcox and pro_model.