Coxnet (0.1-1)

Regularized Cox Model.

http://cran.r-project.org/web/packages/Coxnet

Cox model regularized with net (L1 and Laplacian), elastic-net (L1 and L2) or lasso (L1) penalty. In addition, it can truncate the estimate by a hard threshold, which is selected simultaneously with other tuning parameters. Moreover, it can handle the adaptive version of these regularization forms, such as adaptive lasso and net adjusting for signs of linked coefficients. The package uses one-step coordinate descent algorithm and runs extremely fast by taking into account the sparsity structure of coefficients.

Maintainer: Xiang Li
Author(s): Xiang Li, Donglin Zeng and Yuanjia Wang

License: GPL (>= 2)

Uses: Does not use any package

Released over 4 years ago.