CoxRidge: Cox Models with Dynamic Ridge Penalties

Share:

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.

Author
Aris Perperoglou <aperpe@essex.ac.uk>
Date of publication
2015-02-27 12:09:03
Maintainer
Aris Perperoglou <aperpe@essex.ac.uk>
License
GPL (>= 2)
Version
0.9.2

View on CRAN

Man pages

comp.graph
Plot a 'cox.ridge' or 'cox.dynamic.ridge' object.
cox.ridge
Fit a Cox model with a ridge penalty on all covariates
CoxRidge-internal
Internal 'CoxRidge' functions.
CoxRidge-package
Fit penalized Cox models with fixed and time varying effects...
Dynamic.Ridge
Fit a Cox model with time dependent effects of the covariates...
ova
Ovarian cancer data set
print.cox.dynamic.ridge
Print a 'cox.dynamic.ridge' object.
print.cox.ridge
Print a 'cox.ridge' object.

Files in this package

CoxRidge
CoxRidge/NAMESPACE
CoxRidge/data
CoxRidge/data/GBSG.rda
CoxRidge/data/ova.rda
CoxRidge/R
CoxRidge/R/sumeventsf.R
CoxRidge/R/comp.graph.R
CoxRidge/R/Dynamic.Ridge.R
CoxRidge/R/print.cox.dynamic.ridge.R
CoxRidge/R/cox.ridge.R
CoxRidge/R/sumevents.R
CoxRidge/R/print.cox.ridge.R
CoxRidge/MD5
CoxRidge/DESCRIPTION
CoxRidge/man
CoxRidge/man/Dynamic.Ridge.Rd
CoxRidge/man/GBSG.rd
CoxRidge/man/comp.graph.Rd
CoxRidge/man/CoxRidge-internal.Rd
CoxRidge/man/ova.Rd
CoxRidge/man/cox.ridge.Rd
CoxRidge/man/print.cox.ridge.Rd
CoxRidge/man/print.cox.dynamic.ridge.Rd
CoxRidge/man/CoxRidge-package.Rd