does biglasso suport cox?

[csetraynor]

Hi, I have seen in the vignette of biglasso that cox family isn't an option allowed for biglasso. Do you know a way to perform biglasso with cox model? If no, I'd be interested in making a collaboration possibly to develop a Cox biglasso model. I have read also that sparse matrix aren't available for Cox family in the glmnet package. Would using another techniques to allow Cox family conflict with the basic development of biglasso? Thank you,

I have seen that #7 is very related to this as well.

[YaohuiZeng]

@csetraynor sorry for late response. Currently biglasso doesn't support Cox model. Would be great we can colloabrate on this. I am not sure how much time I can devote to the development, but would be more than happy to work with you in any way needed. Thanks!