Package: coxdev 0.4.0

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'.

Authors:Jonathan Taylor [aut, cre], Trevor Hastie [aut], Balasubramanian Narasimhan [aut]