grpCox (Q134757)
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Penalized Cox Model for High-Dimensional Data with Grouped Predictors
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | grpCox |
Penalized Cox Model for High-Dimensional Data with Grouped Predictors |
Statements
11 December 2023
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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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expanded from: GPL (≥ 2) (English)
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