coxstream

Memory-Efficient Cox Proportional Hazards via Streaming Newton-Raphson

v0.1.0 · Jun 20, 2026 · MIT + file LICENSE

Description

Fits the Cox proportional hazards model using a single descending-order pass per Newton-Raphson iteration. Peak RAM is O(p^2) regardless of the number of rows, making it suitable for datasets that do not fit in memory. Produces identical coefficients to survival::coxph() with Efron tie correction.

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