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bigPLScox: Partial Least Squares for Cox Models with Big Matrices

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.

Version: 0.6.0
Depends: R (≥ 4.0.0)
Imports: bigmemory, bigalgebra, bigSurvSGD, caret, doParallel, foreach, kernlab, methods, Rcpp, risksetROC, rms, sgPLS, survAUC, survcomp, survival
LinkingTo: BH, Rcpp, RcppArmadillo, bigmemory
Suggests: bench, knitr, plsRcox, mvtnorm, readr, rmarkdown, testthat (≥ 3.0.0)
Published: 2025-11-11
DOI: 10.32614/CRAN.package.bigPLScox
Author: Frederic Bertrand ORCID iD [cre, aut], Myriam Maumy-Bertrand ORCID iD [aut]
Maintainer: Frederic Bertrand <frederic.bertrand at lecnam.net>
BugReports: https://github.com/fbertran/bigPLScox/issues/
License: GPL-3
URL: https://fbertran.github.io/bigPLScox/, https://github.com/fbertran/bigPLScox/
NeedsCompilation: yes
SystemRequirements: C++17
Classification/MSC: 62N01, 62N02, 62N03, 62N99
Citation: bigPLScox citation info
Materials: README, NEWS
CRAN checks: bigPLScox results [issues need fixing before 2025-11-26]

Documentation:

Reference manual: bigPLScox.html , bigPLScox.pdf
Vignettes: Benchmarking bigPLScox (source, R code)
Overview of bigPLScox (source, R code)
Big-memory workflows with bigPLScox (source, R code)
Getting started with bigPLScox (source, R code)

Downloads:

Package source: bigPLScox_0.6.0.tar.gz
Windows binaries: r-devel: bigPLScox_0.6.0.zip, r-release: bigPLScox_0.6.0.zip, r-oldrel: bigPLScox_0.6.0.zip
macOS binaries: r-release (arm64): bigPLScox_0.6.0.tgz, r-oldrel (arm64): bigPLScox_0.6.0.tgz, r-release (x86_64): bigPLScox_0.6.0.tgz, r-oldrel (x86_64): bigPLScox_0.6.0.tgz

Linking:

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

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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