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. The package is an implementation of Yang, Y. and Zou, H. (2013) DOI: <doi:10.4310/SII.2013.v6.n2.a1>.

Getting started

Package details

AuthorYi Yang <yi.yang6@mcgill.ca>, Hui Zou <hzou@stat.umn.edu>
MaintainerYi Yang <yi.yang6@mcgill.ca>
LicenseGPL-2
Version1.1.3
URL https://github.com/emeryyi/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 May 2, 2019, 10:25 a.m.