fastcox: Lasso and elastic-net penalized Cox's regression in high dimensions models using the cocktail algorithm

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: 1.1.1
Depends: Matrix
Published: 2013-10-24
Author: Yi Yang, Hui Zou
Maintainer: Yi Yang <yiyang at umn.edu>
License: GPL-2
URL: http://code.google.com/p/fastcox/
NeedsCompilation: yes
Materials: ChangeLog
In views: Survival
CRAN checks: fastcox results

Downloads:

Reference manual: fastcox.pdf
Package source: fastcox_1.1.1.tar.gz
OS X binary: fastcox_1.1.1.tgz
Windows binary: fastcox_1.1.1.zip
Old sources: fastcox archive