Regularization in Cox Frailty Models


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Documentation for package ‘PenCoxFrail’ version 2.0.0

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PenCoxFrail-package Regularization in Cox Frailty Models.
bs.design Generate a B-spline design matrix
coxFL A full likelihood approach for Cox Frailty Models.
coxFLControl Control Values for 'coxFL' fit
coxlasso A LASSO approach for Cox Frailty Models.
coxlassoControl Control Values for 'coxlasso' fit
coxridge A ridge approach for Cox Frailty Models.
cv.coxlasso Cross-validation for coxlasso
int.approx Approximation of a Cox likelihood intergral
pencoxfrail Regularization in Cox Frailty Models.
pencoxfrailControl Control Values for 'pencoxfrail' fit