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RAEN
View on CRAN: Click
here
Download and install RAEN package within the R console
Install from CRAN:
install.packages("RAEN")
Install from Github:
library("remotes")
install_github("cran/RAEN")
Install by package version:
library("remotes")
install_version("RAEN", "0.2")
Attach the package and use:
library("RAEN")
Maintained by
Han Sun
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-01-18
Latest Update: 2023-01-25
Description:
The Proportional Subdistribution Hazard PSH model has been popular for estimating the effects of the covariates on the cause of interest in Competing Risks analysis. The fast accumulation of large scale datasets has posed a challenge to classical statistical methods. Current penalized variable selection methods show unsatisfactory performance in ultra-high dimensional data. We propose a novel method the Random Approximate Elastic Net RAEN with a robust and generalized solution to the variable selection problem for the PSH model. Our method shows improved sensitivity for variable selection compared with current methods.
How to cite:
Han Sun (2021). RAEN: Random Approximate Elastic Net (RAEN) Variable Selection Method. R package version 0.2, https://cran.r-project.org/web/packages/RAEN. Accessed 21 Nov. 2024.
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