coxdev: Cox Model Deviance, Gradient, Information and Score Sampling

Fast computation of the deviance of the Cox proportional hazards model (Cox (1972) <doi:10.1111/j.2517-6161.1972.tb00899.x>), its gradient and the diagonal of its Hessian with respect to the linear predictor, the information and its derivative in a direction as matrix-free linear operators, and draws of the score (multinomial, Bernoulli, Fisher noncentral hypergeometric or wild), with the ties of Breslow (1974) <doi:10.2307/2529620> or Efron (1977) <doi:10.1080/01621459.1977.10480613>, start times (left truncation), strata and sample weights. The 'C++' code is header-only, shared with the 'Python' package 'coxdev', and installed for packages that use it through 'LinkingTo'.

Version:	0.4.0
Depends:	R (≥ 4.1.0)
Imports:	R6, Rcpp, stats
LinkingTo:	Rcpp, RcppEigen
Suggests:	knitr, Matrix, rmarkdown, survival, testthat (≥ 3.0.0)
Published:	2026-11-07
DOI:	10.32614/CRAN.package.coxdev (may not be active yet)
Author:	Jonathan Taylor [aut, cre], Trevor Hastie [aut], Balasubramanian Narasimhan [aut]
Maintainer:	Jonathan Taylor <jtaylo at stanford.edu>
BugReports:	https://github.com/jonathan-taylor/coxdev/issues
License:	GPL (≥ 3)
URL:	https://github.com/jonathan-taylor/coxdev
NeedsCompilation:	yes
Materials:	NEWS
CRAN checks:	coxdev results

Documentation:

Reference manual:	coxdev.html , coxdev.pdf
Vignettes:	Using coxdev (source, R code) Sampling the score (source, R code)

Downloads:

Package source:	coxdev_0.4.0.tar.gz
Windows binaries:	r-devel: coxdev_0.4.0.zip, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): coxdev_0.4.0.tgz, r-oldrel (arm64): coxdev_0.4.0.tgz, r-release (x86_64): coxdev_0.4.0.tgz, r-oldrel (x86_64): coxdev_0.4.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=coxdev to link to this page.