Big Survival Analysis Using Stochastic Gradient Descent

Fits Cox model via stochastic gradient descent. This implementation avoids computational instability of the standard Cox Model when dealing large datasets. Furthermore, it scales up with large datasets that do not fit the memory. It also handles large sparse datasets using proximal stochastic gradient descent algorithm. For more details about the method, please see Aliasghar Tarkhan and Noah Simon (2020) .


Reference manual

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0.0.1 by Aliasghar Tarkhan, a year ago

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Authors: Aliasghar Tarkhan [aut, cre] , Noah Simon [aut]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp, bigmemory, doParallel, survival

Depends on foreach, parallel

Linking to Rcpp

See at CRAN