fastcox: Lasso and elastic-net penalized Cox's regression in high dimensions models using the cocktail algorithm

We implement a cocktail algorithm, a good mixture of coordinate decent, the majorization-minimization principle and the strong rule, for computing the solution paths of the elastic net penalized Cox's proportional hazards model.

Install the latest version of this package by entering the following in R:
install.packages("fastcox")
AuthorYi Yang <yiyang@umn.edu>, Hui Zou <hzou@stat.umn.edu>
Date of publication2013-10-24 18:01:49
MaintainerYi Yang <yiyang@umn.edu>
LicenseGPL-2
Version1.1.1
http://code.google.com/p/fastcox/

View on CRAN

Files

COPYING
src
src/drv.f90
src/risk.f90
src/quicksort.f90
src/OBJ.f90
src/KKT.f90
src/coxlassoNET.f90
src/objective.f90
src/chkvars.f90
src/derivative.f90
src/standardcox.f90
src/failure.f90
src/riskidx.f90
NAMESPACE
data
data/FHT.rda
R
R/method.R R/utility.R R/cocktail.R R/auxiliary.R R/survpath.R R/cv.cocktail.R R/cv.survpath.R
MD5
DESCRIPTION
ChangeLog
man
man/print.cocktail.Rd man/plot.cv.cocktail.Rd man/FHT.Rd man/cocktail-package.Rd man/cv.cocktail.Rd man/plot.cocktail.Rd man/predict.cocktail.Rd man/cocktail.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.