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coxstream: Memory-Efficient Cox Proportional Hazards via Streaming Newton-Raphson

Description

Fits the Cox proportional hazards model using a single descending-order pass per Newton-Raphson iteration. Peak RAM is O(p^2) regardless of the number of rows, making it suitable for datasets that do not fit in memory. Produces identical coefficients to survival::coxph() with Efron tie correction.

Author(s)

Maintainer: Tommy Carstensen [e-mail] (ORCID)

Authors:

• Tommy Carstensen [e-mail] (ORCID)

Other contributors:

• Apache Software Foundation (vendored Arrow C Data/Stream interface header (src/arrow_c_abi.h), Apache-2.0) [copyright holder, contributor]

See Also

Useful links:

• https://github.com/tommycarstensen/coxstream-r

• Report bugs at https://github.com/tommycarstensen/coxstream-r/issues

coxstream documentation built on June 20, 2026, 5:07 p.m.