Random Approximate Elastic Net (RAEN) Variable Selection Method

The Proportional Subdistribution Hazard (PSH) model has been popular for estimating the effects of the covariates on the cause of interest in Competing Risks analysis. The fast accumulation of large scale datasets has posed a challenge to classical statistical methods. Current penalized variable selection methods show unsatisfactory performance in ultra-high dimensional data. We propose a novel method, the Random Approximate Elastic Net (RAEN), with a robust and generalized solution to the variable selection problem for the PSH model. Our method shows improved sensitivity for variable selection compared with current methods.


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install.packages("RAEN")

0.2 by Han Sun, 7 months ago


https://github.com/saintland/RAEN


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


Authors: Han Sun and Xiaofeng Wang


Documentation:   PDF Manual  


GPL (>= 2) license


Imports boot, foreach, doParallel, glmnet, fastcmprsk

Depends on lars

Suggests testthat, knitr, rmarkdown


See at CRAN