This is a work-in-progress PR to add support for a recently proposed method of reconstructing a conditional density via Cox regression for the conditional hazard function. Such a regression is supported out-of-the-box in hal9001 since the package wraps glmnet's implementation of the lasso for generalized linear models.
This is a work-in-progress PR to add support for a recently proposed method of reconstructing a conditional density via Cox regression for the conditional hazard function. Such a regression is supported out-of-the-box in
hal9001since the package wrapsglmnet's implementation of the lasso for generalized linear models.