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.
|Author||Yi Yang <firstname.lastname@example.org>, Hui Zou <email@example.com>|
|Date of publication||2013-10-24 18:01:49|
|Maintainer||Yi Yang <firstname.lastname@example.org>|
cocktail: Fits the regularization paths for the elastic net penalized...
cocktail-package: Lasso and elastic-net penalized Cox's regression in high...
cv.cocktail: Cross-validation for cocktail
FHT: FHT data introduced in Simon et al. (2011).
plot.cocktail: Plot coefficients from a "cocktail" object
plot.cv.cocktail: plot the cross-validation curve produced by cv.cocktail
predict.cocktail: make predictions from a "cocktail" object.
print.cocktail: print a cocktail object