High-dimensional variable selection for discrete survival outcomes using the Bayesian Lasso forward continuation ratio (FCR) model with variable inclusion indicators.
Code for a toy application is in BLASSO-FCR_SampleCode.R.
Toy data are available in the "BLASSO-FCR_SmallData.RData" file. This simulated dataset contains 447 samples and 20 genomic features. The first 10 features are associated with the outcome.