glmpath: L1 Regularization Path for Generalized Linear Models and Cox Proportional Hazards Model. A path-following algorithm for L1 regularized generalized linear models and Cox proportional hazards model
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References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Yang, Yi; Zou, Hui: A cocktail algorithm for solving the elastic net penalized Cox’s regression in high dimensions (2013)
- Hesterberg, Tim; Choi, Nam Hee; Meier, Lukas; Fraley, Chris: Least angle and $\ell _1$ penalized regression: a review (2008)