Regularization in Cox Frailty Models

Different regularization approaches for Cox Frailty Models by penalization methods are provided. see Groll et al. (2017) for effects selection. See also Groll and Hohberg (2024) for classical LASSO approach.


Reference manual

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install.packages("PenCoxFrail")

2.0.1 by Andreas Groll, 10 months ago


Browse source code at https://github.com/cran/PenCoxFrail


Authors: Andreas Groll [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp, Matrix, methods, coxme

Depends on survival

Suggests mgcv

Linking to Rcpp, RcppArmadillo


See at CRAN