Cox Model Deviance, Gradient, Information and Score Sampling
Fast computation of the deviance of the Cox proportional
hazards model (Cox (1972) ), 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) or Efron (1977)
, 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'.