Feature Selection for High Dimensional Survival Data
Description
Perform high dimensional Feature Selection in the presence of survival outcome.
Based on Feature Selection method and different survival analysis, it will obtain the best
markers with optimal threshold levels according to their effect on disease progression
and produce the most consistent level according to those threshold values.
The functions' methodology is based on by Sonabend et al (2021) and Bhattacharjee et al (2021) .