grpCox-package: Penalized Cox Model for High-Dimensional Data with Grouped...

In grpCox: Penalized Cox Model for High-Dimensional Data with Grouped Predictors

Penalized Cox Model for High-Dimensional Data with Grouped Predictors

Description

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 Content

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Maintainer

Xuan Dang <[e-mail]>

Author(s)

Xuan Dang

grpCox documentation built on May 29, 2024, 12:07 p.m.