tfCox: Fits Piecewise Polynomial with Data-Adaptive Knots in Cox Model

In Cox's proportional hazard model, covariates are modeled as linear function and may not be flexible. This package implements additive trend filtering Cox proportional hazards model as proposed in Jiacheng Wu & Daniela Witten (2019) "Flexible and Interpretable Models for Survival Data", Journal of Computational and Graphical Statistics, <DOI:10.1080/10618600.2019.1592758>. The fitted functions are piecewise polynomial with adaptively chosen knots.

Package details

AuthorJiacheng Wu [aut, cre], Daniela Witten [aut], Taylor Arnold [ctb], Veeranjaneyulu Sadhanala [ctb], Ryan Tibshirani [ctb]
MaintainerJiacheng Wu <wujiacheng1992@gmail.com>
LicenseGPL (>= 2)
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("tfCox")

Try the tfCox package in your browser

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

tfCox documentation built on Aug. 1, 2019, 5:07 p.m.