CoxRidge: Cox models with dynamic ridge penalties
A package for fitting Cox models with penalized ridge-type
partial likelihood. The package includes functions for fitting
simple Cox models with all covariates controlled by a ridge
penalty. The weight of the penalty is optimised by using a REML
type-algorithm. Models with time varying effects of the
covariates can also be fitted. Some of the covariates may be
allowed to be fixed and thus not controlled by the penalty.
There are three different penalty functions, ridge, dynamic and
weighted dynamic. Time varying effects can be fitted without
the need of an expanded dataset.
||Aris Perperoglou <aperpe at essex.ac.uk>|
||GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]|