fastcox: Lasso and elastic-net penalized Cox's regression in high dimensions models using the cocktail algorithm
Version 1.1.1

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.

Getting started

Package details

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
URL http://code.google.com/p/fastcox/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("fastcox")

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fastcox documentation built on April 14, 2017, 11:19 a.m.