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Final Production Wrapper for CoxPH. Uses partial maximum likelihood and the Breslow estimator.

Usage

surv.coxph(time, event, X, newdata, new.times, obsWeights, id, ...)

Arguments

time

Observed follow-up time.

event

Observed event indicator.

X

Training covariate data.frame.

newdata

Test covariate data.frame to use for prediction.

new.times

Times at which to obtain predicted survivals.

obsWeights

Observation weights.

id

Optional cluster/individual ID indicator.

...

Additional arguments passed to coxph.

Value

A list containing:

  • fit: The fitted model object (e.g., the raw coxph or xgb.Booster object). If the model fails to fit, this may be an object of class try-error.

  • pred: A numeric matrix of cross-validated survival predictions evaluated at the specified new.times grid.

Examples

data("metabric", package = "SuperSurv")
dat <- metabric[1:30, ]
x_cols <- grep("^x", names(dat))[1:3]
X <- dat[, x_cols, drop = FALSE]
newX <- X[1:5, , drop = FALSE]
times <- seq(50, 150, by = 50)

fit <- surv.coxph(
  time = dat$duration,
  event = dat$event,
  X = X,
  newdata = newX,
  new.times = times,
  obsWeights = rep(1, nrow(dat)),
  id = NULL
)

dim(fit$pred)
#> [1] 5 3