If you run the following code, you will have a data frame real.dat which has 1063 samples for 20531 genes. There are 2 extra columns named time and event where time is the survival time and event is death in case of 1 and 0 in case of censored.

lung.dat <- read.table("genomicMatrix_lung")
lung.clin.dat <- read.delim("clinical_data_lung")

# For clinical data, get only rows which do not have NA in column "X_EVENT"
lung.no.na.dat <- lung.clin.dat[!is.na(lung.clin.dat$X_EVENT), ]

# Getting the transpose of main lung cancer data
ge <- t(lung.dat)
# Getting a vector of all the id's in the clinical data frame without any 'NA' values
keep <- lung.no.na.dat$sampleID

# getting only the samples(persons) for which we have a value rather than 'NA' values
real.dat <- ge[ge[, 1] %in% keep, ]

# adding the 2 columns from clinical data to gene expression data
keep_again <- real.dat[, 1]
temp_df <- lung.no.na.dat[lung.no.na.dat$sampleID %in% keep_again, ]

# naming the columns into our gene expression data
col_names <- ge[1, ]
colnames(real.dat) <- col_names

dd <- temp_df[, c('X_TIME_TO_EVENT', 'X_EVENT')]
real.dat <- cbind(real.dat, dd)

# renaming the 2 new added columns
colnames(real.dat)[colnames(real.dat) == 'X_TIME_TO_EVENT'] <- 'time'
colnames(real.dat)[colnames(real.dat) == 'X_EVENT'] <- 'event'

I want to get the univariate Cox regression p-value for each gene in the above data frame. Now, when I try to run the coxph function from the survival package even for one gene, it shows the following error -

> coxph(Surv(time, event) ~ HIF3A, real.dat) Error in fitter(X, Y, strats, offset, init, control, weights = weights, : NA/NaN/Inf in foreign function call (arg 6) In addition: Warning message: In fitter(X, Y, strats, offset, init, control, weights = weights, : Ran out of iterations and did not converge

What am I doing wrong here?

You can download the data from here.