ajmolstad/penAFT: Fit the Semiparameteric Accelerated Failure Time Model with Elastic Net and Sparse Group Lasso Penalties

The semiparametric accelerated failure time (AFT) model is an attractive alternative to the Cox proportional hazards model. This package provides a suite of functions for fitting one popular rank-based estimator of the semiparametric AFT model, the regularized Gehan estimator. Specifically, we provide functions for cross-validation, prediction, coefficient extraction, and visualizing both trace plots and cross-validation curves. For further details, please see Suder, P. M. and Molstad, A. J., (2022) Scalable algorithms for semiparametric accelerated failure time models in high dimensions, Statistics in Medicine <doi:10.1002/sim.9264>.

Getting started

Package details

Maintainer
LicenseGPL (>= 2)
Version0.3.2
URL https://ajmolstad.github.io/research/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("ajmolstad/penAFT")
ajmolstad/penAFT documentation built on Dec. 5, 2024, 1:18 a.m.