正常加载package： SIS 之后，没办法调用里面的函数。code 如下
library("SIS")
set.seed(0)
n=400
p=1000
truerho=0.5
beta <- c(4,4,4,-6*sqrt(2),4/3, rep(0,p-5))

corrmat=diag(rep(1-truerho, p))+matrix(truerho, p, p)
corrmat[,4]=sqrt(truerho)
corrmat[4, ]=sqrt(truerho)
corrmat[4,4]=1
corrmat[,5]=0
corrmat[5,]=0
corrmat[5,5]=1
cholmat=chol(corrmat)
x=matrix(rnorm(p*n, mean=0, sd=1), n, p)
x=x%*%cholmat
myrates <- exp(x%*%beta)
ytrue <- rexp(n, rate = myrates)
cen <- rexp(n, rate = 0.1 )
time <- pmin(ytrue, cen)
status <- as.numeric(ytrue <= cen)
weights <- rep(0.01*n, 100)
w1 <- wtlassocox(x[,1:100],time,status,lassoweight=weights)$w
w2 <- coxph(Surv(time,status)~x[,1:100])$coef



报错：没有"wtlassocox"这个函数