c060-package: c060: Extended Inference for Lasso and Elastic-Net...

In c060: Extended Inference for Lasso and Elastic-Net Regularized Cox and Generalized Linear Models

c060: Extended Inference for Lasso and Elastic-Net Regularized Cox and Generalized Linear Models

Description

The c060 package provides additional functions to perform stability selection, model validation and parameter tuning for glmnet models.

Author(s)

Thomas Hielscher [e-mail], Manuela Zucknick, Natalia Becker, Frédéric Bertrand.

References

Friedman, J., Hastie, T. and Tibshirani, R. (2008) Regularization Paths for Generalized Linear Models via Coordinate Descent, https://web.stanford.edu/~hastie/Papers/glmnet.pdf
Journal of Statistical Software, Vol. 33(1), 1-22 Feb 2010
https://www.jstatsoft.org/v33/i01/
Simon, N., Friedman, J., Hastie, T., Tibshirani, R. (2011) Regularization Paths for Cox's Proportional Hazards Model via Coordinate Descent, Journal of Statistical Software, Vol. 39(5) 1-13
https://www.jstatsoft.org/v39/i05/
Porzelius, C., Binder, H., and Schumacher, M. (2009) Parallelized prediction error estimation for evaluation of high-dimensional models, Bioinformatics, Vol. 25(6), 827-829.
Sill M., Hielscher T., Becker N. and Zucknick M. (2014), c060: Extended Inference with Lasso and Elastic-Net Regularized Cox and Generalized Linear Models, Journal of Statistical Software, Volume 62(5), pages 1–22. https://doi.org/10.18637/jss.v062.i05.

See Also

predictProb.coxnet, peperr, glmnet

c060 documentation built on Nov. 5, 2025, 7:21 p.m.