pcoxtime: Penalized Cox Proportional Hazard Model for Time-Dependent Covariates

Fits penalized models for both time-independent and time-dependent survival data. It fully implements elastic net and uses proximal gradient descent to solve the optimization problem. The package is an implementation of Steve Cygu and Benjamin M. Bolker. (2021) <arXiv:2102.02297>.

Getting started

Package details

AuthorBicko Cygu [aut, cre] (<https://orcid.org/0000-0002-9284-8863>), Ben Bolker [aut] (<https://orcid.org/0000-0002-2127-0443>), Trevor Hastie [cph] (getmin function implementation copied from package glmnet)
MaintainerBicko Cygu <cygubicko@gmail.com>
LicenseGPL (>= 2)
URL https://github.com/CYGUBICKO/pcoxtime-pkg
Package repositoryView on CRAN
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pcoxtime documentation built on May 13, 2022, 1:05 a.m.