library(mfp) # CRAN - mfp
data(GBSG)
# htreatは層化変数 / tumsize,posnodal,esmはFP変換
# S={-2,-1,-0.5,0,0.5,1,2,3}が冪乗の候補(ただし,0は対数変換)
# CoxPHを当てはめ(変数選択も同時に行う)
f <- mfp(Surv(rfst,cens)~strata(htreat)+age+fp(tumsize)+
fp(posnodal)+fp(prm)+fp(esm)+menostat+tumgrad,family=cox,
data=GBSG,select=0.05,verbose=T)
f$fptable # 変数選択の結果
f$fit # 最終モデルの結果
plot(survfit(f$fit),col=c("red","green"))
legend("topright",legend=c("htreat = no","htreat = yes"),lty=1,col=c("red","green"))