Biomarker Selection in Penalized Regression Models

Provides some tools for developing and validating prediction models, estimate expected survival of patients and visualize them graphically. Most of the implemented methods are based on penalized regressions such as: the lasso (Tibshirani R (1996)), the elastic net (Zou H et al. (2005) ), the adaptive lasso (Zou H (2006) ), the stability selection (Meinshausen N et al. (2010) ), some extensions of the lasso (Ternes et al. (2016) ), some methods for the interaction setting (Ternes N et al. (2016) ), or others. A function generating simulated survival data set is also provided.


Reference manual

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1.0.2 by Stefan Michiels, 2 years ago

Browse source code at

Authors: Nils Ternes [aut] , Federico Rotolo [aut] , Stefan Michiels [aut, cre]

Documentation:   PDF Manual  

GPL-2 license

Imports cobs, corpcor, devtools, glmnet, graphics, grplasso, MASS, Matrix, mboost, parallel, plsRcox, pROC, PRROC, RCurl, stats, survAUC, survival

Depends on pkgconfig

See at CRAN