Software for the paper "The Dantzig selector in Cox's proportional hazards model"
by Antoniadis, Fryzlewicz and Letue
This web page accompanies the paper The Dantzig selector in Cox's proportional hazards model by Anestis Antoniadis, Piotr Fryzlewicz and Frederique Letue.
At the bottom of this page, you can download R code implementing the main algorithm of the paper: the Dantzig selector for Cox's proportional hazards model. The code requires the prior installation and loading of the R package lpSolve (in R, go to Packages -> Install package(s)..., follow the instructions, and then issue the command library(lpSolve)).
The code is deliberately kept simple so that it is hopefully easy to understand and use. Please do let us know if you make any modifications or improvements to it or if you have any questions. Also please reference all use of the code. The main routine is called ds.cox.
Download the code
Download R (free and easy-to-use software environment for statistics)