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Fit the penalized Cox models with both non-overlapping and overlapping grouped penalties including the group lasso, group smoothly clipped absolute deviation, and group minimax concave penalty. The algorithms combine the MM approach and group-wise descent with some computational tricks including the screening, active set, and warm-start. Different tuning regularization parameter methods are provided.
Package details |
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Author | Xuan Dang |
Maintainer | Xuan Dang <xuandang11289@gmail.com> |
License | GPL (>= 2) |
Version | 1.0.2 |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
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