Install the package using
library(devtools)
//Install 'survcomp' package separately as this package is not available on CRAN.
source("https://bioconductor.org/biocLite.R")
biocLite("survcomp")
install_github("MLSurvival/RegCox/RegCox")
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MLSurvival/RegCox
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Coxnet regularization and Active Learning
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