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) .


News

Reference manual

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

install.packages("pcoxtime")

1.0.2 by Bicko Cygu, 3 months ago


https://github.com/CYGUBICKO/pcoxtime-pkg


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


Authors: Bicko Cygu [aut, cre] , Ben Bolker [aut]


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