library(foreach)
library(survival)

my.coxph = function(x, t, e)
# Simple CoxPH with silenced errors.
{
  m = try(coxph(Surv(t,e)~x, data=data.frame(t=t,e=e,x=x)), silent=TRUE) 
  p = NA
  if (!inherits(m, 'try-error')) {
    s = summary(m);
    p = s$coefficients['x', 5]
  }
  return (p)
}

# foreach with a cluster backend
library(doParallel)
cl = makeCluster(4, type='PSOCK') # or 'FORK'
registerDoParallel(cl)

itx = iter(X, by='column')
pv = foreach(z=itx, .combine='c') %dopar% my.coxph(z, C$t.rfs, C$e.rfs)
  
stopCluster(cl)


# foreach with multicore backend
library(doMC)
registerDoMC(4)
itx = iter(X, by='column')
pv = foreach(z=itx, .combine='c') %dopar% my.coxph(z, C$t.rfs, C$e.rfs)