rsig (version 1.0)

Robust Signature Selection for Survival Outcomes

Description

Robust and efficient feature selection algorithm to identify important features for predicting survival risk. The method is based on subsampling and averaging linear models obtained from the (preconditioned) Lasso algorithm, with an extra shrinking procedure to reduce the size of signatures. An evaluation procedure using subsampling is also provided.

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Install

install.packages('rsig')

Monthly Downloads

10

Version

1.0

License

GPL-2

Maintainer

Last Published

October 12th, 2013

Functions in rsig (1.0)