pcoxtime

Penalized Cox Proportional Hazard Model for Time-Dependent Covariates

CRAN Package

Fits penalized models for both time-independent and time-dependent survival data. It fully implements elastic net and uses proximal gradient descent to solve the optimization problem. The package is an implementation of Steve Cygu and Benjamin M. Bolker. (2021) .

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  • Depends1 package
  • Imports10 packages
  • Suggests1 package
  • Linking To2 packages