CoxRidge: Cox Models with Dynamic Ridge Penalties

A package for fitting Cox models with penalized ridge-type partial likelihood. The package includes functions for fitting simple Cox models with all covariates controlled by a ridge penalty. The weight of the penalty is optimised by using a REML type-algorithm. Models with time varying effects of the covariates can also be fitted. Some of the covariates may be allowed to be fixed and thus not controlled by the penalty. There are three different penalty functions, ridge, dynamic and weighted dynamic. Time varying effects can be fitted without the need of an expanded dataset.

Version: 0.9.2
Depends: survival, splines
Published: 2015-02-27
Author: Aris Perperoglou
Maintainer: Aris Perperoglou <aperpe at essex.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: Survival
CRAN checks: CoxRidge results

Downloads:

Reference manual: CoxRidge.pdf
Package source: CoxRidge_0.9.2.tar.gz
Windows binaries: r-devel: CoxRidge_0.9.2.zip, r-release: CoxRidge_0.9.2.zip, r-oldrel: CoxRidge_0.9.2.zip
macOS binaries: r-release: CoxRidge_0.9.2.tgz, r-oldrel: CoxRidge_0.9.2.tgz
Old sources: CoxRidge archive

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