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fastcox  

Lasso and Elastic-Net Penalized Cox's Regression in High Dimensions Models using the Cocktail Algorithm
View on CRAN: Click here


Download and install fastcox package within the R console
Install from CRAN:
install.packages("fastcox")

Install from Github:
library("remotes")
install_github("cran/fastcox")

Install by package version:
library("remotes")
install_version("fastcox", "1.1.4")



Attach the package and use:
library("fastcox")
Maintained by
Yi Yang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-03-26
Latest Update: 2025-05-05
Description:
We implement a cocktail algorithm, a good mixture of coordinate decent, the majorization-minimization principle and the strong rule, for computing the solution paths of the elastic net penalized Cox's proportional hazards model. The package is an implementation of Yang, Y. and Zou, H. (2013) DOI: .
How to cite:
Yi Yang (2012). fastcox: Lasso and Elastic-Net Penalized Cox's Regression in High Dimensions Models using the Cocktail Algorithm. R package version 1.1.4, https://cran.r-project.org/web/packages/fastcox. Accessed 04 Jun. 2026.
Previous versions and publish date:
1.0.0 (2012-03-26 18:57), 1.0.1 (2012-08-04 08:22), 1.1.0 (2013-10-22 08:18), 1.1.1 (2013-10-24 18:01), 1.1.3 (2017-09-15 09:43)
Other packages that cited fastcox R package
View fastcox citation profile
Other R packages that fastcox depends, imports, suggests or enhances
Complete documentation for fastcox
Functions, R codes and Examples using the fastcox R package
Some associated functions: FHT . cocktail-package . cocktail . cv.cocktail . plot.cocktail . plot.cv.cocktail . predict.cocktail . print.cocktail . 
Some associated R codes: auxiliary.R . cocktail.R . cv.cocktail.R . cv.survpath.R . method.R . survpath.R . utility.R .  Full fastcox package functions and examples
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