Helper function to fit coxph model for survfit.coxnet
This function constructs the coxph call needed to run the "hack" of coxph with 0 iterations. It's a separate function as we have to deal with function options like strata, offset and observation weights.
mycoxph(object, s, ...)
object: A class coxnet object.s: The value of the penalty parameter lambda at which the survival curve is required....: The same ... that was passed to survfit.coxnet.