An R package for fitting the semiparametric accelerated failure time model with weighted elastic net and weighted sparse group lasso penalties. Note. This package is also available on CRAN.
penAFT can be loaded directly into R through the devtools package:
install.packages("devtools")
library(devtools)
devtools::install_github("ajmolstad/penAFT")
If you use this package, please cite:
Suder, PM, Molstad, AJ. Scalable algorithms for semiparametric accelerated failure time models in high dimensions. Statistics in Medicine. 2022; 1- 17. doi:10.1002/sim.9264
For conveience, the bibtex entry for this article is provided below.
@article{https://doi.org/10.1002/sim.9264,
author = {Suder, Piotr M. and Molstad, Aaron J.},
title = {Scalable algorithms for semiparametric accelerated failure time models in high dimensions},
journal = {Statistics in Medicine},
volume = {41},
number = {6},
pages = {933-949},
doi = {https://doi.org/10.1002/sim.9264},
url = {https://onlinelibrary.wiley.com/doi/abs/10.1002/sim.9264},
eprint = {https://onlinelibrary.wiley.com/doi/pdf/10.1002/sim.9264},
year = {2022}
}
See this document for details on implementation and usage.