Package: Coxnet
Type: Package
Title: Regularized Cox Model
Version: 0.1
Date: 2015-03-16
Author: Xiang Li, Donglin Zeng and Yuanjia Wang
Maintainer: Xiang Li <xl2473@columbia.edu>
Description: Cox model regularized with net (L1 and Laplacian), elastic-net (L1 and L2) or lasso (L1) penalty. In addition, it efficiently solves an approximate L0 variable selection based on truncated likelihood function. Moreover, it can also handle the adaptive version of these regularization forms, such as adaptive lasso and net adjusting for signs of linked coefficients. The package uses one-step coordinate descent algorithm and runs extremely fast by taking into account the sparsity structure of coefficients.
License: GPL (>= 2)
Imports: Rcpp (>= 0.11.5)
LinkingTo: Rcpp, RcppEigen
Depends: Matrix (>= 1.1-5)
Packaged: 2015-03-16 22:20:34 UTC; Li Xiang
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2015-03-17 07:36:38
