bigPLScox

Authors Frédéric Bertrand, Myriam Maumy-bertrand

Last update 18 November 2025

Copyright license GNU General Public License, version 3.0

Software version identifier PACKAGES.rds, 0.6.0, 0.8.1

Description

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.

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