bigPLScox

Partial Least Squares for Cox Models with Big Matrices

CRAN Package

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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