We implement a cocktail algorithm, a good mixture of coordinate decent, the majorizationminimization principle and the strong rule, for computing the solution paths of the elastic net penalized Cox's proportional hazards model. The package is an implementation of Yang, Y. and Zou, H. (2013) DOI: <doi:10.4310/SII.2013.v6.n2.a1>.
Package details 


Author  Yi Yang <[email protected]>, Hui Zou <[email protected]> 
Maintainer  Yi Yang <[email protected]> 
License  GPL2 
Version  1.1.3 
URL  https://github.com/emeryyi/fastcox 
Package repository  View on GitHub 
Installation 
Install the latest version of this package by entering the following in R:

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