Regularisation-path algorithm using pattern of input variables as covariates to fit a Cox Proportional Hazards regression model.
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glmpath
itemset-ratio
lcm53_patched
README.md
build.sh
itemset.coxpath.R
load.data.R
test.R

README.md

regularisation-path-following

Regularisation-path algorithm using patterns of input variables (itemsets) as covariates to fit a Cox Proportional Hazards regression model.

Full description of method and algorithm published in Oxford Journal's Bioinformatics.

Based on work by Park & Hastie (2006): L1 Regularization Path Algorithm for Generalized Linear Models.

To build necessary components, please run build.sh in a command shell.

Usage examples can be found in test.R. Functions to load test data files are located in load.data.R.

Important functions include: itemset.coxpath (single iteration of the path-following algorithm) and run.cv (cross-validated iterations).