Coxnet: Regularized Cox Model

Cox model regularized with net (L1 and Laplacian), elastic-net (L1 and L2) or lasso (L1) penalty, and their adaptive forms, such as adaptive lasso and net adjusting for signs of linked coefficients. Moreover, it treats the number of non-zero coefficients as another tuning parameter and simultaneously selects with the regularization parameter \code{lambda}. In addition, it fits a varying coefficient Cox model by kernel smoothing, incorporated with the aforementioned penalties. The package uses one-step coordinate descent algorithm and runs extremely fast by taking into account the sparsity structure of coefficients.

Author
Xiang Li, Donglin Zeng and Yuanjia Wang
Date of publication
2015-12-10 00:04:05
Maintainer
Xiang Li <xl2473@columbia.edu>
License
GPL (>= 2)
Version
0.2

View on CRAN

Man pages

Coxnet
Fit a Cox Model with Various Regularization Forms
Coxnet-package
Regularized Cox Model
coxsplit
Split Data for Cross-validation
print.Coxnet
Print a Coxnet Object

Files in this package

Coxnet
Coxnet/inst
Coxnet/inst/include
Coxnet/inst/include/Coxnet.h
Coxnet/inst/include/Coxnet_RcppExports.h
Coxnet/src
Coxnet/src/Coxnet.cpp
Coxnet/src/RcppExports.cpp
Coxnet/NAMESPACE
Coxnet/R
Coxnet/R/print.Coxnet.R
Coxnet/R/coxprep.R
Coxnet/R/Coxnet.R
Coxnet/R/RcppExports.R
Coxnet/R/loCoxnet.R
Coxnet/R/coxsplit.R
Coxnet/R/coxini.R
Coxnet/MD5
Coxnet/DESCRIPTION
Coxnet/man
Coxnet/man/Coxnet.Rd
Coxnet/man/coxsplit.Rd
Coxnet/man/print.Coxnet.Rd
Coxnet/man/Coxnet-package.Rd