Source code for manuscript "Accounting for grouped predictor variables or pathways in high-dimensional penalized Cox regression models" Shaima Belhechmi, Riccardo De Bin, Federico Rotolo & Stefan Michiels.
To reproduce the results presented in the article, run the files in the following folder "./functions":
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simdata.R: function implementing the data simulation method.
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runsims.R: function generating the data sets according to the 8 scenarios presented in the article.
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AL.R: function implementing the different weighting strategies proposed for the Adaptive Lasso method.
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analysisAL.R: function applying the AL.R function on the simulated data sets.
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SGL.R, gel.R, cMCP.R, ipflasso.R and ipflasso2.R: functions implementing the different methods SGL, gel, cMCP and IPFlasso with two penalty factors.
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analysisSGL.R, analysisGEL.R, analysiscMCP.R, analysisIPFL.R and analysisIPFL2.R: functions applying the SGL.R, gel.R, cMCP.R, ipflasso.R and ipflasso2.R functions on the simulated data sets.
For questions, comments or remarks about the code please contact S. Michiels (stefan.michiels@gustaveroussy.fr) or S. Belhechmi (belhechmishaima@gmail.com).