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).