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PenCoxFrail (version 2.0.1)

Regularization in Cox Frailty Models

Description

Different regularization approaches for Cox Frailty Models by penalization methods are provided. see Groll et al. (2017) for effects selection. See also Groll and Hohberg (2024) for classical LASSO approach.

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Version

Install

install.packages('PenCoxFrail')

Monthly Downloads

263

Version

2.0.1

License

GPL (>= 2)

Maintainer

Andreas Groll

Last Published

December 22nd, 2025

Functions in PenCoxFrail (2.0.1)

int.approx

Approximation of a Cox likelihood intergral
coxFL

A full likelihood approach for Cox Frailty Models.
coxFLControl

Control Values for coxFL fit
coxridge

A ridge approach for Cox Frailty Models.
coxlassoControl

Control Values for coxlasso fit
bs.design

Generate a B-spline design matrix
pencoxfrail

Regularization in Cox Frailty Models.
pencoxfrailControl

Control Values for pencoxfrail fit
coxlasso

A LASSO approach for Cox Frailty Models.
cv.coxlasso

Cross-validation for coxlasso