aftPenCDA
Penalized AFT Estimation via Coordinate Descent
Provides penalized accelerated failure time (AFT) model estimation for right-censored and partly interval-censored survival data using induced smoothing and coordinate descent algorithms. Supported penalties include broken adaptive ridge (BAR), LASSO, adaptive LASSO, and SCAD. Core estimation routines are implemented in 'C++' via 'Rcpp' and 'RcppArmadillo' for computational efficiency. The methodology is related to Zeng and Lin (2008) <doi:10.1093/biostatistics/kxm034>, Xu et al. (2010) <doi:10.1002/sim.2576>, Dai et al. (2018) <doi:10.1016/j.jmva.2018.08.007>, and Choi et al. (2025) <doi:10.48550/arXiv.2503.11268>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
2026-04-09 windows/windows R-4.5 | aftPenCDA_0.1.0.zip |
547.1 KiB |