fastcox

R package: fastcox Author: Yi Yang and Hui Zou Reference: Yang, Y. and Zou, H. (2012), A Cocktail Algorithm for Solving The Elastic Net Penalized Cox’s Regression in High Dimensions Statistics and Its Interface., Statistics and Its Interface. Accepted. This package is Copyright (C) 2012 Yi Yang and Hui Zou. All rights reserved by the authors. Overview 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. Installation Install from CRAN The package is now available on the CRAN fastcox site: http://cran.r-project.org/web/packages/fastcox. It can be installed using the commands install.packages("fastcox")library(fastcox) Insta