Extends R package ncvreg to the proportional subdistribution hazards model. Penalties include LASSO, SCAD, and MCP. User-specified weights can be assigned to the penalty for each coefficient.
Extends R package grpreg to the proportional subdistribution hazards (PSH) model (Fine and Gray, 1999). Performs penalized variable selection at the group level. Penalties include group LASSO, adaptive group LASSO, group SCAD, and group MCP.