Discrete time survival function
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Hello, Please I am still very new to MATLAB. I would like to know how to correctly write the overall survival function for each individual in my sample. That is, the likelihood that each individual survives up to the end of the duration less 1. Any help provided will be greatly appreciated. Thanks.
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Walter Roberson
2018-1-20
If it is the same number of hazards for each (even if that means a bunch of hazards with 0 threat) then you can prod() along the appropriate dimension to get the survival rate for each individual. I do not see any reason to cumprod() at the moment.
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Star Strider
2018-1-20
There are several discussions of survival analysis in the Statistics and Machine learning Toolbox documentation. See for example the coxphfit (link) function. Follow the links at the end of that page for other extended discussions on the same topic.
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