Fits a Cox model with Elastic Net regularization (mixture of L1 and L2 penalties).
Alpha is fixed at 0.5.
Usage
en_pro(X, y_surv, tune = FALSE)
Arguments
- X
A data frame of predictors.
- y_surv
A Surv object containing time and status.
- tune
Logical. If TRUE, performs internal tuning (currently handled by cv.glmnet automatically).
Value
An object of class survival_glmnet and pro_model.