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fastcox (version 1.1.1)

Lasso and elastic-net penalized Cox's regression in high dimensions models using the cocktail algorithm

Description

We implement 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.

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Version

Install

install.packages('fastcox')

Monthly Downloads

490

Version

1.1.1

License

GPL-2

Maintainer

Last Published

October 24th, 2013

Functions in fastcox (1.1.1)

plot.cocktail

Plot coefficients from a "cocktail" object
FHT

FHT data introduced in Simon et al. (2011).
cocktail

Fits the regularization paths for the elastic net penalized Cox's model
cv.cocktail

Cross-validation for cocktail
predict.cocktail

make predictions from a "cocktail" object.
plot.cv.cocktail

plot the cross-validation curve produced by cv.cocktail
print.cocktail

print a cocktail object
fastcox-package

Lasso and elastic-net penalized Cox's regression in high dimensions models using the cocktail algorithm