bigSurvSGD: Big Survival Analysis Using Stochastic Gradient Descent

Fits Cox model via stochastic gradient descent. This implementation avoids computational instability of the standard Cox Model when dealing large datasets. Furthermore, it scales up with large datasets that do not fit the memory. It also handles large sparse datasets using proximal stochastic gradient descent algorithm. For more details about the method, please see Aliasghar Tarkhan and Noah Simon (2020) <arXiv:2003.00116v2>.

Version: 0.0.1
Depends: foreach, parallel, R (≥ 3.5.0)
Imports: Rcpp (≥ 1.0.4), bigmemory, doParallel, survival
LinkingTo: Rcpp
Published: 2020-10-01
Author: Aliasghar Tarkhan [aut, cre], Noah Simon [aut]
Maintainer: Aliasghar Tarkhan <atarkhan at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: bigSurvSGD results


Reference manual: bigSurvSGD.pdf
Package source: bigSurvSGD_0.0.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: bigSurvSGD_0.0.1.tgz, r-oldrel: bigSurvSGD_0.0.1.tgz


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