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.

Getting started

Package details

AuthorSangkyun Lee <>, Michel Lang <>
MaintainerSangkyun Lee <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the rsig package in your browser

Any scripts or data that you put into this service are public.

rsig documentation built on May 30, 2017, 7:57 a.m.