Fits an XGBoost model using the Cox proportional hazards objective function.
Usage
xgb_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_xgboost and pro_model.