Lasso and Elastic-Net Penalized Cox's Regression in High Dimensions Models using the Cocktail Algorithm
Lasso and elastic-net penalized Cox's regression in high dimensions mo...
Fits the regularization paths for the elastic net penalized Cox's mode...
Cross-validation for cocktail
Plot coefficients from a "cocktail" object
plot the cross-validation curve produced by cv.cocktail
make predictions from a "cocktail" object.
print a cocktail object
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>.