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, and group minimax concave penalty. The algorithms combine the 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.
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=grpCox
to link to this page.