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.

AuthorYi Yang <yiyang@umn.edu>, Hui Zou <hzou@stat.umn.edu>
Date of publication2013-10-24 18:01:49
MaintainerYi Yang <yiyang@umn.edu>
LicenseGPL-2
Version1.1.1
http://code.google.com/p/fastcox/

View on CRAN

Files in this package

fastcox
fastcox/COPYING
fastcox/src
fastcox/src/drv.f90
fastcox/src/risk.f90
fastcox/src/quicksort.f90
fastcox/src/OBJ.f90
fastcox/src/KKT.f90
fastcox/src/coxlassoNET.f90
fastcox/src/objective.f90
fastcox/src/chkvars.f90
fastcox/src/derivative.f90
fastcox/src/standardcox.f90
fastcox/src/failure.f90
fastcox/src/riskidx.f90
fastcox/NAMESPACE
fastcox/data
fastcox/data/FHT.rda
fastcox/R
fastcox/R/method.R fastcox/R/utility.R fastcox/R/cocktail.R fastcox/R/auxiliary.R fastcox/R/survpath.R fastcox/R/cv.cocktail.R fastcox/R/cv.survpath.R
fastcox/MD5
fastcox/DESCRIPTION
fastcox/ChangeLog
fastcox/man
fastcox/man/print.cocktail.Rd fastcox/man/plot.cv.cocktail.Rd fastcox/man/FHT.Rd fastcox/man/cocktail-package.Rd fastcox/man/cv.cocktail.Rd fastcox/man/plot.cocktail.Rd fastcox/man/predict.cocktail.Rd fastcox/man/cocktail.Rd

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