grpCox

Last update 11 December 2023

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 1.0.1, 1.0, 1.0.2

Description

Fit the penalized Cox models with both non-overlapping and overlapping grouped penalties including the group lasso, group smoothly clipped absolute deviation, and group minimax concave penalty. The algorithms combine the MM approach and group-wise descent with some computational tricks including the screening, active set, and warm-start. Different tuning regularization parameter methods are provided.

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