Fit penalized Cox models with fixed and time varying effects of the covariates.

Share:

Description

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.

Details

Package: CoxRidge
Type: Package
Version: 0.9.1
Date: 2013-06-20
License: GPL (>= 2)

Author(s)

Aris Perperoglou <aperpe@essex.ac.uk> Maintainer: Aris Perperoglou <aperpe@essex.ac.uk>

References

Perperoglou A.(2013)Cox models with dynamic ridge penalties on time varying effects of the covariates. Statistics in Medicine, to appear