Fit the penalized Cox models with both non-overlapping and overlapping grouped penalties including the group lasso, group smoothly clipped absolute deviation (SCAD), and group minimax concave penalty (MCP). The algorithms combine the Majorization Minimization (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 |
| Depends: | Matrix (≥ 1.2-10), MASS, colorspace |
| Imports: | Rcpp (≥ 1.0.3) |
| LinkingTo: | Rcpp, RcppEigen |
| Published: | 2020-06-03 |
| 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 |
| Reference manual: | grpCox.pdf |
| Package source: | grpCox_1.0.tar.gz |
| Windows binaries: | r-devel: grpCox_1.0.zip, r-release: grpCox_1.0.zip, r-oldrel: grpCox_1.0.zip |
| macOS binaries: | r-release: grpCox_1.0.tgz, r-oldrel: grpCox_1.0.tgz |
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