R: Penalized Parametric and Semiparametric Bayesian Survival...
psbcGroup
R Documentation
Penalized Parametric and Semiparametric Bayesian Survival Models with Shrinkage and Grouping Priors
Description
The package provides algorithms for fitting penalized parametric and semiparametric Bayesian survival models with elastic net, fused lasso, and group lasso priors.
Details
The package includes following functions:
psbcEN
The function to fit the PSBC model with elastic net prior
psbcFL
The function to fit the PSBC model with fused lasso prior
psbcGL
The function to fit the PSBC model with group lasso or Bayesian lasso prior
aftGL
The function to fit the parametric accelerated failure time model with group lasso
Package:
psbcGroup
Type:
Package
Version:
1.3
Date:
2016-03-08
License:
GPL (>= 2)
LazyLoad:
yes
Author(s)
Kyu Ha Lee, Sounak Chakraborty, (Tony) Jianguo Sun
Maintainer: Kyu Ha Lee <klee@hsph.harvard.edu>
References
Lee, K. H., Chakraborty, S., and Sun, J. (2011).
Bayesian Variable Selection in Semiparametric Proportional Hazards Model for High Dimensional Survival Data.
The International Journal of Biostatistics, Volume 7, Issue 1, Pages 1-32.
Lee, K. H., Chakraborty, S., and Sun, J. (2015).
Survival Prediction and Variable Selection with Simultaneous Shrinkage and Grouping Priors. Statistical Analysis and Data Mining, Volume 8, Issue 2, pages 114-127.
Lee, K. H., Chakraborty, S., and Sun, J.
Variable Selection for High-Dimensional Genomic Data with Censored Outcomes Using Group Lasso Prior. submitted.