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.

Package details

AuthorFrederic Bertrand [cre, aut] (ORCID: <https://orcid.org/0000-0002-0837-8281>), Myriam Maumy-Bertrand [aut] (ORCID: <https://orcid.org/0000-0002-4615-1512>)
MaintainerFrederic Bertrand <frederic.bertrand@lecnam.net>
LicenseGPL-3
Version0.8.1
URL https://fbertran.github.io/bigPLScox/ https://github.com/fbertran/bigPLScox
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("bigPLScox")

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bigPLScox documentation built on Nov. 18, 2025, 5:06 p.m.