Penalized Cox Model for High-Dimensional Data with Grouped Predictors

Fit the penalized Cox models with both non-overlapping and overlapping grouped penalties including the group lasso, group smoothly clipped absolute deviation, and group minimax concave penalty. The algorithms combine the MM approach and group-wise descent with some computational tricks including the screening, active set, and warm-start. Different tuning regularization parameter methods are provided.


Reference manual

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1.0.1 by Xuan Dang, 7 months ago

Browse source code at

Authors: Xuan Dang

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp

Depends on Matrix, MASS, colorspace

Linking to Rcpp, RcppEigen

See at CRAN