netcox-package: netcox
In netcox: Structural Learning in Cox Models with Time-Dependent Covariates
netcox-package R Documentation
netcox
Description
Efficient procedures for fitting and cross-validating the overlapping group Lasso (implemented in C++) for Cox models with time-dependent covariates. The penalty term is a weighted sum of infinity norms of (overlapping) groups of coefficients, which can select variables structurally with a specific grouping structure.
netcox documentation built on March 7, 2023, 6:15 p.m.
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| netcox-package | R Documentation |
netcox
Description
Efficient procedures for fitting and cross-validating the overlapping group Lasso (implemented in C++) for Cox models with time-dependent covariates. The penalty term is a weighted sum of infinity norms of (overlapping) groups of coefficients, which can select variables structurally with a specific grouping structure.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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