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Coxnet (version 0.2)

Regularized Cox Model

Description

Cox model regularized with net (L1 and Laplacian), elastic-net (L1 and L2) or lasso (L1) penalty, and their adaptive forms, such as adaptive lasso and net adjusting for signs of linked coefficients. Moreover, it treats the number of non-zero coefficients as another tuning parameter and simultaneously selects with the regularization parameter \code{lambda}. In addition, it fits a varying coefficient Cox model by kernel smoothing, incorporated with the aforementioned penalties. The package uses one-step coordinate descent algorithm and runs extremely fast by taking into account the sparsity structure of coefficients.

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Version

Install

install.packages('Coxnet')

Monthly Downloads

42

Version

0.2

License

GPL (>= 2)

Maintainer

Last Published

December 9th, 2015

Functions in Coxnet (0.2)

Coxnet, loCoxnet

Fit a Cox Model with Various Regularization Forms
print.Coxnet

Print a Coxnet Object
coxsplit

Split Data for Cross-validation
Coxnet-package

Regularized Cox Model