netcox
Structural Learning in Cox Models with Time-Dependent Covariates
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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Team
Yi Lian
Guanbo Wang
Show author detailsRolesAuthorArcher Y. Yang
Show author detailsRolesAuthorJulien Mairal
Show author detailsRolesContributor
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- Depends3 packages
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