Description Details Author(s) References Examples

This package fits a Cox model regularized with net (L1 and Laplacian), elastic-net (L1 and L2) or lasso (L1) penalty, and their adaptive forms, such as adaptive lasso and net adjusting for signs of linked coefficients. Moreover, it treats the number of non-zero coefficients as another tuning parameter and simultaneously selects with the regularization parameter `lambda`

.

In addition, it fits a varying coefficient Cox model by kernel smoothing, incorporated with the aforementioned penalties.

The package uses one-step coordinate descent algorithm and runs extremely fast by taking into account the sparsity structure of coefficients.

Package: | Coxnet |

Type: | Package |

Version: | 0.2 |

Date: | 2015-12-09 |

License: | GPL (>= 2) |

Functions:
`Coxnet`

, `loCoxnet`

, `print.Coxnet`

, `coxsplit`

Xiang Li, Donglin Zeng and Yuanjia Wang

Maintainer: Xiang Li <xl2473@columbia.edu>

Friedman, J., Hastie, T. and Tibshirani, R. (2008)
*Regularization Paths for Generalized Linear Models via Coordinate
Descent, Journal of Statistical Software, Vol. 33(1), 1-22 Feb 2010*

http://www.jstatsoft.org/v33/i01/

Simon, N., Friedman, J., Hastie, T., Tibshirani, R. (2011)
*Regularization Paths for Cox's Proportional Hazards Model via
Coordinate Descent, Journal of Statistical Software, Vol. 39(5)
1-13*

http://www.jstatsoft.org/v39/i05/

Sun, H., Lin, W., Feng, R., and Li, H. (2014)
*Network-regularized high-dimensional cox regression for analysis of genomic data, Statistica Sinica.*

http://www3.stat.sinica.edu.tw/statistica/j24n3/j24n319/j24n319.html

van Houwelingen, H. C., Bruinsma, T., Hart, A. A., van't Veer, L. J., & Wessels, L. F. (2006)
*Cross-validated Cox regression on microarray gene expression data. Statistics in medicine, 25(18), 3201-3216.*

http://onlinelibrary.wiley.com/doi/10.1002/sim.2353/full

1 2 3 4 5 6 7 8 9 |

```
Loading required package: Matrix
```

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.