Coxnet: Regularized Cox Model
Version 0.2

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.

Package details

AuthorXiang Li, Donglin Zeng and Yuanjia Wang
Date of publication2015-12-10 00:04:05
MaintainerXiang Li <[email protected]>
LicenseGPL (>= 2)
Version0.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("Coxnet")

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Coxnet documentation built on May 29, 2017, 9:51 a.m.