rsig: Robust Signature Selection for Survival Outcomes

Robust and efficient feature selection algorithm to identify important features for predicting survival risk. The method is based on subsampling and averaging linear models obtained from the (preconditioned) Lasso algorithm, with an extra shrinking procedure to reduce the size of signatures. An evaluation procedure using subsampling is also provided.

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AuthorSangkyun Lee <>, Michel Lang <>
Date of publication2013-10-12 23:54:18
MaintainerSangkyun Lee <>

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