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 (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

Downloads:

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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