Survival function for Cox Time Varying model#1637
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rvdinter wants to merge 3 commits intoCamDavidsonPilon:masterfrom
Open
Survival function for Cox Time Varying model#1637rvdinter wants to merge 3 commits intoCamDavidsonPilon:masterfrom
rvdinter wants to merge 3 commits intoCamDavidsonPilon:masterfrom
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survival function for cox tv
Owner
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Neat, thanks @rvdinter! Are you comfortable writing a test for this too? If so, it would go in |
Author
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@CamDavidsonPilon definitely! I will work on it. |
Author
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@CamDavidsonPilon just added the tests, let me know if I need to change anything! |
Author
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@CamDavidsonPilon could you review the PR? |
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I've written a method for getting the survival function until timestep$t$ where $0<t<\tau$ . It will not show $S(t)$ for all the way to time of failure $\tau$ , as you do not know the covariates at that moment. Adding this function supports with calculation of $\int_0^t S(t)$ , needed for determining the optimal replacement time.