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


Author  Yi Yang <yiyang@umn.edu>, Hui Zou <hzou@stat.umn.edu> 
Date of publication  20131024 18:01:49 
Maintainer  Yi Yang <yiyang@umn.edu> 
License  GPL2 
Version  1.1.1 
URL  http://code.google.com/p/fastcox/ 
Package repository  View on CRAN 
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