Penalized Cox Proportional Hazard Model for Time-Dependent Covariates

Fits penalized models for both time-independent and time-dependent survival data. It fully implements elastic net and uses proximal gradient descent to solve the optimization problem. The package is an implementation of Steve Cygu and Benjamin M. Bolker. (2021) .


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.0.3 by Bicko Cygu, 2 months ago

Browse source code at

Authors: Bicko Cygu [aut, cre] , Ben Bolker [aut] , Trevor Hastie [cph] (getmin function implementation copied from package glmnet)

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp, survival, doParallel, parallel, foreach, ggplot2, prodlim, riskRegression, PermAlgo, pec

Suggests testthat

Linking to Rcpp, RcppArmadillo

See at CRAN