Simulated Example

Yuri Ahuja

11/24/2020

library(SAMGEP)
library(pROC)

## Type 'citation("pROC")' for a citation.

## 
## Attaching package: 'pROC'

## The following objects are masked from 'package:stats':
## 
##     cov, smooth, var

samgep_result <- with(
  simdata, samgep(dat_train=trainSet, dat_test=testSet, Cindices=6:160, lambda=0.05, r=0.25,
                  alpha=0.5, V=embeddings, observed=unique(trainSet$ID)[1:50], nCores=1))

## Fitting feature weights

## Fitting MGP

samgep_auc <- pROC::auc(simdata$testSet$Y, samgep_result$margMix)
print(paste('AUC:',round(samgep_auc,digits=3)))

## [1] "AUC: 0.686"