grpCox: Penalized Cox Model for High-Dimensional Data with Grouped Predictors

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.

Version: 1.0.1
Depends: Matrix (≥ 1.2-10), MASS, colorspace
Imports: Rcpp (≥ 1.0.3)
LinkingTo: Rcpp, RcppEigen
Published: 2020-09-16
Author: Xuan Dang
Maintainer: Xuan Dang <xuandang11289 at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: grpCox results

Downloads:

Reference manual: grpCox.pdf
Package source: grpCox_1.0.1.tar.gz
Windows binaries: r-devel: grpCox_1.0.1.zip, r-devel-UCRT: grpCox_1.0.1.zip, r-release: grpCox_1.0.1.zip, r-oldrel: grpCox_1.0.1.zip
macOS binaries: r-release: grpCox_1.0.1.tgz, r-oldrel: grpCox_1.0.1.tgz
Old sources: grpCox archive

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