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>.

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Package details

AuthorYi Yang <[email protected]>, Hui Zou <[email protected]>
MaintainerYi Yang <[email protected]>
Package repositoryView on CRAN
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fastcox documentation built on Sept. 15, 2017, 9:03 a.m.