Lasso and Elastic-Net Penalized Cox's Regression in High Dimensions Models using the Cocktail Algorithm

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. The package is an implementation of Yang, Y. and Zou, H. (2013) DOI: .


Reference manual

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1.1.3 by Yi Yang, 4 years ago

Browse source code at

Authors: Yi Yang <[email protected]> , Hui Zou <[email protected]>

Documentation:   PDF Manual  

Task views: Survival Analysis

GPL-2 license

Imports Matrix, methods

See at CRAN