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.

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Package details

AuthorYi Yang <>, Hui Zou <>
Date of publication2013-10-24 18:01:49
MaintainerYi Yang <>
Package repositoryView on CRAN
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fastcox documentation built on April 14, 2017, 11:19 a.m.