Stagewise Variable Selection for Joint Models of Semi-Competing Risks
Overview
Implements stagewise regression for variable selection in joint models of recurrent events and terminal events (semi-competing risks). Supports two model frameworks: the joint frailty model (Cox-type) and the joint scale-change model (AFT-type). Provides cooperative lasso, lasso, and group lasso penalties with cross-validation for tuning parameter selection via cross-fitted estimating equations.
- Corrected the stagewise update directions under the scaled penalties. The argmax of the update objective over the scaled-penalty unit ball carries a factor 1/xi on every death-model coordinate (scaled lasso and mixed-sign cooperative branches: e_j sgn(g)/xi; group and same-sign cooperative branches: (g_a, g_b/xi^2)/||(g_a, g_b/xi)||_2). Earlier versions used unit-norm directions in rescaled gradient coordinates, which under-stepped the death-model block by the rescaling factor at every iteration and systematically over-shrank death-model coefficients.
- The gradient-rescaling factor is now frozen at its initial value, so each fit emulates a single fixed scaled penalty and the solution paths are well behaved.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-07-31
- OK11 OK2026-04-25
- ERROR6 OK, 1 NOTE, 1 ERROR2026-04-22
Documentation
- Help pages
- 57 (46 internal)includes a package overview page
- Examples that run
- 20%2 run in a plain check · 8 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 0%
Downloads
Dependencies
Installing swjm adds 35 packages (19 with compiled code, 31 MB of source tarballs). Heaviest: ggplot2 6.0 MB, data.table 5.7 MB, optimx 2.2 MB.
Code & Tests
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Package metadata
- First published
- 2026-04-21
- Total releases
- 2 / 1 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.5.0
- Download size
- 820 KB
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