An R package for fitting semiparametric accelerated failure time models under weighted elastic net and weighted sparse group lasso penalties.
penAFT can be loaded directly into R through the the
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
A bibtex entry can be downloaded directly from https://onlinelibrary.wiley.com/action/showCitFormats?doi=10.1002%2Fsim.9264.
See this document for details on implementation and usage.