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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:0.8.1
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:2025-11-18
DOI:10.32614/CRAN.package.bigPLScox
Author:Frederic BertrandORCID iD [cre, aut], Myriam Maumy-BertrandORCID iD [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

Documentation:

Reference manual:bigPLScox.html ,bigPLScox.pdf
Vignettes:Benchmarking bigPLScox (source,R code)
Fast big-memory workflows with bigPLScox (source,R code)
Getting started with bigPLScox (source,R code)

Downloads:

Package source: bigPLScox_0.8.1.tar.gz
Windows binaries: r-devel:bigPLScox_0.8.1.zip, r-release:bigPLScox_0.8.1.zip, r-oldrel:bigPLScox_0.8.1.zip
macOS binaries: r-release (arm64):bigPLScox_0.6.0.tgz, r-oldrel (arm64):bigPLScox_0.6.0.tgz, r-release (x86_64):bigPLScox_0.8.1.tgz, r-oldrel (x86_64):bigPLScox_0.8.1.tgz
Old sources: bigPLScox archive

Linking:

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