cocktail-package: Lasso and elastic-net penalized Cox's regression in high...

Description Details Author(s) References Examples

Description

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.

Details

Package: fastcox
Type: Package
Version: 1.0.0
Date: 2012-03-26
Depends: Matrix
License: GPL (version 2)
URL: https://github.com/emeryyi/fastcox

Author(s)

Yi Yang and Hui Zou
Maintainer: Yi Yang <yi.yang6@mcgill.ca>

References

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

Examples

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data(FHT)
m1<-cocktail(x=FHT$x,y=FHT$y,d=FHT$status,alpha=0.5)
predict(m1,type="nonzero")
plot(m1)

emeryyi/fastcox documentation built on May 16, 2019, 5:06 a.m.