The R packagecoxphw implements weighted estimationin Cox regression as proposed by Schemper, Wakounig and Heinze(Statistics in Medicine, 2009,https://doi.org/10.1002/sim.3623) and as described inDunkler, Ploner, Schemper and Heinze (Journal of Statistical Software,2018,https://doi.org/10.18637/jss.v084.i02). The packageprovides options to estimate time-dependent effects conveniently byincluding interactions of covariates with arbitrary functions of time,with or without making use of the weighting option.
This package is licensed under GPL-3, and available on CRAN:https://cran.r-project.org/package=coxphw.