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peperr (version 1.2)

predictProb.coxph: Extract predicted survival probabilities from a coxph object

Description

Extracts predicted survival probabilities for survival models fitted by Cox proportional hazards model, providing an interface as required by pmpec.

Usage

# S3 method for coxph
predictProb(object, response, x, times, …)

Arguments

object

a fitted model of class coxph.

response

survival object (with Surv(time, status), where time is an n-vector of censored survival times and status an n-vector containing survival status, coded with 0 and 1.

x

n*p matrix of covariates.

times

vector of evaluation time points.

additional arguments, currently not used.

Value

Matrix with probabilities for each evaluation time point in times(columns) and each new observation (rows).