oneObsPlugingC

<p>Calculates the gradient and Hessian corresponding to one individual</p>

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>.

Aliasghar Tarkhan

bigSurvSGD

oneObsPlugingC: Calculates the gradient and Hessian corresponding to one individual

Description

Arguments