Description Details Author(s) References Examples
We introduce a cocktail algorithm, a good mixture of coordinate decent, the majorization-minimization principle and the strong rule, for computing the solution paths of the elastic net penalized Cox's proportional hazards model.
Package: | fastcox |
Type: | Package |
Version: | 1.0.0 |
Date: | 2012-03-26 |
Depends: | Matrix |
License: | GPL (version 2) |
URL: | https://github.com/emeryyi/fastcox |
Yi Yang and Hui Zou
Maintainer: Yi Yang <yi.yang6@mcgill.ca>
Yang, Y. and Zou, H. (2013),
"A Cocktail Algorithm for Solving The Elastic Net Penalized Cox's Regression in High Dimensions", Statistics and Its Interface, 6:2, 167-173.
https://github.com/emeryyi/fastcox
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