An R package with high-dimensional extensions of the Cox proportional hazards model.
It includes:
####CoxRFX: A random effects model
This model assumes a shared normal distribution of effect sizes. The data can be partitioned into groups with different effect mean and variance.
It can be useful for fitting
####CoxCPSS: Complementary pairs stability selection Stability selection is used for variable selection. Error control is possible based on the log-concave model by Shah and Samworth.
##Installation
Installation is easy using devtools::install_github()
> library(devtools)
> install_github("mg14/mg14")
> install_github("mg14/CoxHD/CoxHD")