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 |
| Reference manual: | coxdev.html , coxdev.pdf |
| Vignettes: |
Using coxdev (source, R code) Sampling the score (source, R code) |
| Package source: | coxdev_0.4.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): coxdev_0.4.0.tgz, r-oldrel (x86_64): coxdev_0.4.0.tgz |
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