[R] lasso with Cox regression

From: array chip <arrayprofile_at_yahoo.com>
Date: Tue, 26 Feb 2008 14:58:02 -0800 (PST)


Rob Tibshirani propose to use lasso with Cox regression for variable selection in his 1997 paper "The lasso method for variable selection in the Cox model" published in Statistics In Medicine 16:385. I understand the lars() function in lars package implemented lasso, but it does not do lasso with Cox model, does anyone know of any R package/function that does lasso with a Cox model?

Thanks

John Zhang



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