Robust and efficient feature selection algorithm to identify important features for predicting survival risk. The method is based on subsampling and averaging linear models obtained from the (preconditioned) Lasso algorithm, with an extra shrinking procedure to reduce the size of signatures. An evaluation procedure using subsampling is also provided.

Documentation

Manual: rsig.pdf
Vignette: None available.

Maintainer: Sangkyun Lee <sangkyun.lee at tu-dortmund.de>

Author(s): Sangkyun Lee <sangkyun.lee at tu-dortmund.de>, Michel Lang <michellang at gmail.com>

Install package and any missing dependencies by running this line in your R console:

install.packages("rsig")

Depends R (>= 2.15.0), survival, parallel
Imports BBmisc, glmnet, superpc, survcomp, Matrix
Suggests testthat
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Package rsig
Materials
URL
Task Views Robust , Survival
Version 1.0
Published 2013-10-12
License GPL-2
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks rsig check results
Package source rsig_1.0.tar.gz