Add R code to AFT tutorial [skip ci] (#5486)

doc/tutorials/aft_survival_analysis.rst

@@ -90,6 +90,7 @@ Interval-censored :math:`[a, b]`       |tick|              |tick|
 Collect the lower bound numbers in one array (let's call it ``y_lower_bound``) and the upper bound number in another array (call it ``y_upper_bound``). The ranged labels are associated with a data matrix object via calls to :meth:`xgboost.DMatrix.set_float_info`:
 
 .. code-block:: python
+  :caption: Python
 
   import numpy as np
   import xgboost as xgb
@@ -105,10 +106,29 @@ Collect the lower bound numbers in one array (let's call it ``y_lower_bound``) a
   y_upper_bound = np.array([      2.0, +np.inf,     4.0,     5.0])
   dtrain.set_float_info('label_lower_bound', y_lower_bound)
   dtrain.set_float_info('label_upper_bound', y_upper_bound)
+
+.. code-block:: r
+  :caption: R
   
+  library(xgboost)
+
+  # 4-by-2 Data matrix
+  X <- matrix(c(1., -1., -1., 1., 0., 1., 1., 0.),
+              nrow=4, ncol=2, byrow=TRUE)
+  dtrain <- xgb.DMatrix(X)
+
+  # Associate ranged labels with the data matrix.
+  # This example shows each kind of censored labels.
+  #                   uncensored  right  left  interval
+  y_lower_bound <- c(        2.,    3., -Inf,       4.)
+  y_upper_bound <- c(        2.,  +Inf,   4.,       5.)
+  setinfo(dtrain, 'label_lower_bound', y_lower_bound)
+  setinfo(dtrain, 'label_upper_bound', y_upper_bound)
+
 Now we are ready to invoke the training API:
 
 .. code-block:: python
+  :caption: Python
 
   params = {'objective': 'survival:aft',
             'eval_metric': 'aft-nloglik',
@@ -118,6 +138,19 @@ Now we are ready to invoke the training API:
   bst = xgb.train(params, dtrain, num_boost_round=5,
                   evals=[(dtrain, 'train'), (dvalid, 'valid')])
 
+.. code-block:: r
+  :caption: R
+
+  params <- list(objective='survival:aft',
+                 eval_metric='aft-nloglik',
+                 aft_loss_distribution='normal',
+                 aft_loss_distribution_scale=1.20,
+                 tree_method='hist',
+                 learning_rate=0.05,
+                 max_depth=2)
+  watchlist <- list(train = dtrain)
+  bst <- xgb.train(params, dtrain, nrounds=5, watchlist)
+
 We set ``objective`` parameter to ``survival:aft`` and ``eval_metric`` to ``aft-nloglik``, so that the log likelihood for the AFT model would be maximized. (XGBoost will actually minimize the negative log likelihood, hence the name ``aft-nloglik``.)
 
 The parameter ``aft_loss_distribution`` corresponds to the distribution of the :math:`Z` term in the AFT model, and ``aft_loss_distribution_scale`` corresponds to the scaling factor :math:`\sigma`.