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.
| Version: | 1.0.1 |
| Depends: | Matrix |
| Published: | 2012-08-04 |
| Author: | Yi Yang, Hui Zou |
| Maintainer: | Yi Yang <yiyang at umn.edu> |
| License: | GPL-2 |
| URL: | http://code.google.com/p/fastcox/ |
| NeedsCompilation: | yes |
| In views: | Survival |
| CRAN checks: | fastcox results |
| Package source: | fastcox_1.0.1.tar.gz |
| MacOS X binary: | fastcox_1.0.1.tgz |
| Windows binary: | fastcox_1.0.1.zip |
| Reference manual: | fastcox.pdf |
| News/ChangeLog: | ChangeLog |
| Old sources: | fastcox archive |