CoxRidge: Cox Models with Dynamic Ridge Penalties
Version 0.9.2

A package for fitting Cox models with penalized ridge-type partial likelihood. The package includes functions for fitting simple Cox models with all covariates controlled by a ridge penalty. The weight of the penalty is optimised by using a REML type-algorithm. Models with time varying effects of the covariates can also be fitted. Some of the covariates may be allowed to be fixed and thus not controlled by the penalty. There are three different penalty functions, ridge, dynamic and weighted dynamic. Time varying effects can be fitted without the need of an expanded dataset.

Package details

AuthorAris Perperoglou <aperpe@essex.ac.uk>
Date of publication2015-02-27 12:09:03
MaintainerAris Perperoglou <aperpe@essex.ac.uk>
LicenseGPL (>= 2)
Version0.9.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("CoxRidge")

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CoxRidge documentation built on May 29, 2017, 11:47 a.m.