grpCox-package {grpCox}

Penalized Cox Model for High-Dimensional Data with Grouped Predictors

Description

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.

Package Content

Index of help topics:

cv.grpCox               Cross-validation for grpCox
cv.grpCoxOverlap        Cross-validation for grpCoxOverlap
grpCox                  Fit a penalized Cox model.
grpCox-package          Penalized Cox Model for High-Dimensional Data
                        with Grouped Predictors
grpCoxOverlap           Fit a penalized regression path with
                        overlapping grouped covariates.
plot.Coef               Plots the coefficient paths
plot.gCoef              Plots the coefficient paths with the same color
                        for the covariates in the same group.
plot.llCV               Plot the cross-validation curve produced by
                        cv.grpCox or cv.grpCoxOverlap

Maintainer

Xuan Dang <[e-mail]>

Author(s)

Xuan Dang