fastcox (Q25623)
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Lasso and Elastic-Net Penalized Cox's Regression in High Dimensions Models using the Cocktail Algorithm
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | fastcox |
Lasso and Elastic-Net Penalized Cox's Regression in High Dimensions Models using the Cocktail Algorithm |
Statements
5 May 2025
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We implement a cocktail algorithm, a good mixture of coordinate decent, the majorization-minimization principle and the strong rule, for computing the solution paths of the elastic net penalized Cox's proportional hazards model. The package is an implementation of Yang, Y. and Zou, H. (2013) <doi:10.4310/SII.2013.v6.n2.a1>.
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Identifiers
22 January 2021
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