fid function

Helper function for Cox deviance and gradient

Helps to find ties in death times of data.

fid(x, index)

Arguments

• x: Sorted vector of death times.
• index: Vector of indices for the death times.

Returns

A list with two arguments. - index_first: A vector of indices for the first observation at each death time as they appear in the sorted list.

• index_ties: If there are no ties at all, this is NULL. If not, this is a list with length equal to the number of unique times with ties. For each time with ties, index_ties gives the indices of the observations with a death at that time.

Examples

# Example with no ties
glmnet:::fid(c(1, 4, 5, 6), 1:5)

# Example with ties
glmnet:::fid(c(1, 1, 1, 2, 3, 3, 4, 4, 4), 1:9)