R/netcox-package.R

In netcox: Structural Learning in Cox Models with Time-Dependent Covariates

#' netcox
#' 
#' @docType package
#' @name netcox-package
#' @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.
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