fastcox (1.0.0)
Lasso and elastic-net penalized Cox's regression in high dimensions models using the cocktail algorithm.
http://code.google.com/p/fastcox/
http://cran.r-project.org/web/packages/fastcox
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.
Maintainer:
Yi Yang
Author(s): Yi Yang <yiyang@umn.edu>, Hui Zou <hzou@stat.umn.edu>
License: GPL-2
Uses: Matrix
Released about 1 year ago.
