aftPenCDA (Q7378570)
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Estimating Penalized AFT Models via Coordinate Descent
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| default for all languages | No label defined |
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| English | aftPenCDA |
Estimating Penalized AFT Models via Coordinate Descent |
Statements
Provides penalized accelerated failure time (AFT) model estimation for right-censored and partly interval-censored survival data using induced smoothing and coordinate descent algorithms. Supported penalties include broken adaptive ridge (BAR), LASSO, adaptive LASSO, and SCAD. Core estimation routines are implemented in 'C++' via 'Rcpp' and 'RcppArmadillo' for computational efficiency. The methodology is related to Zeng and Lin (2008) <doi:10.1093/biostatistics/kxm034>, Xu et al. (2010) <doi:10.1002/sim.2576>, Dai et al. (2018) <doi:10.1016/j.jmva.2018.08.007>, and Choi et al. (2025) <doi:10.48550/arXiv.2503.11268>.
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23 April 2026
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Dongha Kim
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Seongoh Park
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