CoxHD

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 $n\approx p$ dimensions.

####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")