Machine Learning with R Cookbook - Second Edition

Using the COX proportional hazard model

The survival function gives the probability that a subject will survive up to time t where t moves to infinity. The hazard function is a rate at which an event occurs or the potential that an event will occur, per time unit. The survfit function works on the basis of the Kaplan-Meier method which works best when we have to represent two categories such as gender (male or female), as shown previously. It fails when the categories are increased.

In a Cox proportional hazards regression model, the measure of effect is the hazard rate, which is the risk of failure (the risk or probability of suffering the event of interest), given that the participant has survived up to a specific time. A probability must ...