pcoxtime: Penalized Cox Proportional Hazard Model for Time-Dependent
Covariates
Fits penalized models for both time-independent and time-dependent survival data. It fully implements elastic net and uses proximal gradient descent to solve the optimization problem. The package is an implementation of Steve Cygu and Benjamin M. Bolker. (2021) <arXiv:2102.02297>.
| Version: |
1.0.4 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
Rcpp (≥ 1.0.5), survival, doParallel, parallel, foreach, ggplot2, prodlim, riskRegression, PermAlgo, pec |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
testthat (≥ 3.0.0) |
| Published: |
2022-05-13 |
| Author: |
Bicko Cygu  [aut,
cre],
Ben Bolker [aut],
Trevor Hastie [cph] (getmin function implementation copied from package
glmnet) |
| Maintainer: |
Bicko Cygu <cygubicko at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://github.com/CYGUBICKO/pcoxtime-pkg |
| NeedsCompilation: |
yes |
| CRAN checks: |
pcoxtime results |
Documentation:
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