Comments (2)
Hi,
The two formulas are equivalent. We can rewrite your first formula in terms of S(t)
giving
S(t) = [1 - h(t)] * S(t-1) = [1 - h(t)] * [1 - h(t-1)] * [1 - h(t-2)] * ... * [1 - h(0)]
This is what is computed in predict_surv
, but for numerical stability we instead compute the sum of the log values.
a * b = exp[log(a*b)] = exp[log(a) + log(b)]
.
Does this clear things up?
from pycox.
Thank you very much! It is clear to me now.
from pycox.
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from pycox.