[R] convergence of coxfilter and coxph

Thomas Lumley tlumley at u.washington.edu
Tue May 22 18:05:49 CEST 2007

On Mon, 21 May 2007, carol white wrote:

> Hi, coxfilter function in genefilter package uses coxph to fit a model 
> to filter genes. how come that coxfilter could converge to find a 
> solution in cox model fitting using a data matrix of 8000 variables and 
> 600 samples but coxph doesn't converge with the same matrix?

coxfilter() fits 8000 one-variable models, which works (for appropriate 
values of "works"). coxph() refuses to fit one 8000-variable model.


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