netcox

Structural Learning in Cox Models with Time-Dependent Covariates

CRAN Package

Efficient procedures for fitting and cross-validating the overlapping group Lasso (implemented in C++) for Cox models with time-dependent covariates. The penalty term is a weighted sum of infinity norms of (overlapping) groups of coefficients, which can select variables structurally with a specific grouping structure.

  • Version1.0.1
  • R version≥ 3.5.0
  • LicenseGPL (≥ 3)
  • Needs compilation?Yes
  • Last release02/27/2023

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  • Depends3 packages
  • Imports1 package
  • Suggests1 package
  • Linking To1 package