Extract predicted survival probabilities from a CoxBoost fit

Extracts predicted survival probabilities from a survival model fitted by CoxBoost, providing an interface as required by pmpec.

Usage

# S3 method for class 'CoxBoost'
predictProb(object, response, x, times, complexity, ...)

Arguments

object

a fitted model of class CoxBoost.

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.

complexity

complexity value, or a list containing stepno.

...

additional arguments passed to predict.CoxBoost.

Details

Since CoxBoost is only suggested by peperr, install it before calling this function.

Value

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