Extract predicted survival probabilities from a coxph object

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

Usage

# S3 method for class '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).