fastcox (1.0.1)

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 over 7 years ago.