Regularization in Cox Frailty Models
Generate a B-spline design matrix
A full likelihood approach for Cox Frailty Models.
Control Values for coxFL fit
A LASSO approach for Cox Frailty Models.
Control Values for coxlasso fit
A ridge approach for Cox Frailty Models.
Cross-validation for coxlasso
Approximation of a Cox likelihood intergral
Regularization in Cox Frailty Models.
Control Values for pencoxfrail fit
Different regularization approaches for Cox Frailty Models by penalization methods are provided. see Groll et al. (2017) <doi:10.1111/biom.12637> for effects selection. See also Groll and Hohberg (2024) <doi:10.1002/bimj.202300020> for classical LASSO approach.