Fits penalized Cox models using ridge penalties and a REML-type algorithm for optimization. The methods can be applied also to non-proportional hazards models where some or all of the covariates can be modelled with time varying effects.
|License:||GPL (>= 2)|
Aris Perperoglou <email@example.com> Maintainer: Aris Perperoglou <firstname.lastname@example.org>
Perperoglou A.(2013)Cox models with dynamic ridge penalties on time varying effects of the covariates. Statistics in Medicine, to appear