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: .


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install.packages("fastcox")

1.1.3 by Yi Yang, 3 years ago


https://github.com/emeryyi/fastcox


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


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