fastcox: Lasso and elastic-net penalized Cox's regression in high dimensions models using the cocktail algorithm

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.

Version: 1.1.1
Depends: Matrix
Published: 2013-10-24
Author: Yi Yang, Hui Zou
Maintainer: Yi Yang <yiyang at>
License: GPL-2
NeedsCompilation: yes
Materials: ChangeLog
In views: Survival
CRAN checks: fastcox results


Reference manual: fastcox.pdf
Package source: fastcox_1.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: fastcox_1.1.1.tgz, r-oldrel: fastcox_1.1.1.tgz
OS X Mavericks binaries: r-release: fastcox_1.1.1.tgz
Old sources: fastcox archive