Coxnet: Regularized Cox Model. Cox model regularized with net (L1 and Laplacian), elastic-net (L1 and L2) or lasso (L1) penalty, and their adaptive forms, such as adaptive lasso and net adjusting for signs of linked coefficients. Moreover, it treats the number of non-zero coefficients as another tuning parameter and simultaneously selects with the regularization parameter code{lambda}. In addition, it fits a varying coefficient Cox model by kernel smoothing, incorporated with the aforementioned penalties. The package uses one-step coordinate descent algorithm and runs extremely fast by taking into account the sparsity structure of coefficients.

Keywords for this software

Anything in here will be replaced on browsers that support the canvas element

References in zbMATH (referenced in 1 article )

Showing result 1 of 1.
Sorted by year (citations)

  1. Yang, Yi; Zou, Hui: A cocktail algorithm for solving the elastic net penalized Cox’s regression in high dimensions (2013)