Package: fastcox 1.1.3

Yi Yang

fastcox: Lasso and Elastic-Net Penalized Cox's Regression in High Dimensions Models using the Cocktail Algorithm

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. The package is an implementation of Yang, Y. and Zou, H. (2013) DOI: <doi:10.4310/SII.2013.v6.n2.a1>.

Authors:Yi Yang <yi.yang6@mcgill.ca>, Hui Zou <hzou@stat.umn.edu>

fastcox_1.1.3.tar.gz
fastcox_1.1.3.tar.gz(r-4.5-noble)fastcox_1.1.3.tar.gz(r-4.4-noble)
fastcox_1.1.3.tgz(r-4.4-emscripten)fastcox_1.1.3.tgz(r-4.3-emscripten)
fastcox.pdf |fastcox.html✨
fastcox/json (API)

# Install 'fastcox' in R:
install.packages('fastcox', repos = 'https://cloud.r-project.org')

Bug tracker:https://github.com/emeryyi/fastcox/issues0 issues

Uses libs:
  • fortran– Runtime library for GNU Fortran applications
Datasets:
  • FHT - FHT data introduced in Simon et al. (2011).

On CRAN:

Conda:

fortran

1.78 score 2 stars 535 downloads 3 mentions 4 exports 2 dependencies

Last updated 8 years agofrom:e6770d21cc. Checks:3 OK. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKMar 16 2025
R-4.5-linux-x86_64OKMar 16 2025
R-4.4-linux-x86_64OKMar 16 2025

Exports:cocktailcv.cocktailcv.survpathpredict.cocktail

Dependencies:latticeMatrix

Citation

To cite package ‘fastcox’ in publications use:

Yang Y, Zou H (2017). fastcox: Lasso and Elastic-Net Penalized Cox's Regression in High Dimensions Models using the Cocktail Algorithm. R package version 1.1.3, https://CRAN.R-project.org/package=fastcox.

ATTENTION: This citation information has been auto-generated from the package DESCRIPTION file and may need manual editing, see ‘help("citation")’.

Corresponding BibTeX entry: 

  @Manual{,
    title = {fastcox: Lasso and Elastic-Net Penalized Cox's Regression
      in High Dimensions Models using the Cocktail Algorithm},
    author = {Yi Yang and Hui Zou},
    year = {2017},
    note = {R package version 1.1.3},
    url = {https://CRAN.R-project.org/package=fastcox},
  }