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. The package is an implementation of Yang, Y. and Zou, H. (2013) DOI: <doi:10.4310/SII.2013.v6.n2.a1>.

Version: 1.1.3
Imports: Matrix, methods
Published: 2017-09-15
Author: Yi Yang, Hui Zou
Maintainer: Yi Yang <yi.yang6 at>
License: GPL-2
NeedsCompilation: yes
Materials: ChangeLog
In views: Survival
CRAN checks: fastcox results


Reference manual: fastcox.pdf
Package source: fastcox_1.1.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: fastcox_1.1.3.tgz
OS X Mavericks binaries: r-oldrel: fastcox_1.1.3.tgz
Old sources: fastcox archive


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