The R package coxphw implements weighted estimation in Cox regression as proposed by Schemper, Wakounig and Heinze (Statistics in Medicine, 2009, \doi{10.1002/sim.3623}) and as described in Dunkler, Ploner, Schemper and Heinze (Journal of Statistical Software, 2018, \doi{10.18637/jss.v084.i02}). The package provides options to estimate time-dependent effects conveniently by including interactions of covariates with arbitrary functions of time, with or without making use of the weighting option.
This package is licensed under GPL-2, and available on CRAN: https://cran.r-project.org/package=coxphw.