pcoxtime: 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) <doi:10.48550/arXiv.2102.02297>.

Version: 1.0.4
Depends: R (≥ 3.5.0)
Imports: Rcpp (≥ 1.0.5), survival, doParallel, parallel, foreach, ggplot2, prodlim, riskRegression, PermAlgo, pec
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat (≥ 3.0.0)
Published: 2022-05-13
Author: Bicko Cygu ORCID iD [aut, cre], Ben Bolker ORCID iD [aut], Trevor Hastie [cph] (getmin function implementation copied from package glmnet)
Maintainer: Bicko Cygu <cygubicko at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/CYGUBICKO/pcoxtime-pkg
NeedsCompilation: yes
CRAN checks: pcoxtime results


Reference manual: pcoxtime.pdf


Package source: pcoxtime_1.0.4.tar.gz
Windows binaries: r-devel: pcoxtime_1.0.4.zip, r-release: pcoxtime_1.0.4.zip, r-oldrel: pcoxtime_1.0.4.zip
macOS binaries: r-release (arm64): pcoxtime_1.0.4.tgz, r-oldrel (arm64): pcoxtime_1.0.4.tgz, r-release (x86_64): pcoxtime_1.0.4.tgz
Old sources: pcoxtime archive


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