bigPLScox: Partial Least Squares for Cox Models with Big Matrices
Provides Partial least squares Regression and various regular, sparse or kernel, techniques for fitting Cox models for big data. Provides a Partial Least Squares (PLS) algorithm adapted to Cox proportional hazards models that works with 'bigmemory' matrices without loading the entire dataset in memory. Also implements a gradient-descent based solver for Cox proportional hazards models that works directly on 'bigmemory' matrices. Bertrand and Maumy (2023) <https://hal.science/hal-05352069>, and <https://hal.science/hal-05352061> highlighted fitting and cross-validating PLS-based Cox models to censored big data.
| Version: | 0.6.0 |
| Depends: | R (≥ 4.0.0) |
| Imports: | bigmemory, bigalgebra, bigSurvSGD, caret, doParallel, foreach, kernlab, methods, Rcpp, risksetROC, rms, sgPLS, survAUC, survcomp, survival |
| LinkingTo: | BH, Rcpp, RcppArmadillo, bigmemory |
| Suggests: | bench, knitr, plsRcox, mvtnorm, readr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2025-11-11 |
| DOI: | 10.32614/CRAN.package.bigPLScox (may not be active yet) |
| Author: | Frederic Bertrand 
[cre, aut],
Myriam Maumy-Bertrand
[aut] |
| Maintainer: | Frederic Bertrand <frederic.bertrand at lecnam.net> |
| BugReports: | https://github.com/fbertran/bigPLScox/issues/ |
| License: | GPL-3 |
| URL: | https://fbertran.github.io/bigPLScox/, https://github.com/fbertran/bigPLScox/ |
| NeedsCompilation: | yes |
| SystemRequirements: | C++17 |
| Classification/MSC: | 62N01, 62N02, 62N03, 62N99 |
| Citation: | bigPLScox citation info |
| Materials: | README, NEWS |
| CRAN checks: | bigPLScox results [issues need fixing before 2025-11-26] |
Documentation:
| Reference manual: | bigPLScox.html , bigPLScox.pdf |
| Vignettes: |
Benchmarking bigPLScox (source, R code) Overview of bigPLScox (source, R code) Big-memory workflows with bigPLScox (source, R code) Getting started with bigPLScox (source, R code) |
Downloads:
| Package source: | bigPLScox_0.6.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: bigPLScox_0.6.0.zip, r-oldrel: bigPLScox_0.6.0.zip |
| macOS binaries: | r-release (arm64): bigPLScox_0.6.0.tgz, r-oldrel (arm64): bigPLScox_0.6.0.tgz, r-release (x86_64): bigPLScox_0.6.0.tgz, r-oldrel (x86_64): bigPLScox_0.6.0.tgz |
Linking:
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