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IMSL Statistics Reference Guide
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Survival Analysis
Survival Analysis
This section contains the following topic:
Survival Analysis:
KAPLAN_MEIER_ESTIMATES Function
—Computes Kaplan-Meier estimates of survival probabilities in stratified samples.
PROP_HAZARDS_GEN_LIN Function
—Analyzes survival and reliability data using Cox’s proportional hazards model.
SURVIVAL_GLM Function
—Analyzes survival data using a generalized linear model and estimates using various parametric modes.
Reliability Analysis:
NONPARAM_HAZARD_RATE Function
—Performs nonparametric hazard rate estimation using kernel functions and quasi-likelihoods.
Actuarial Tables:
LIFE_TABLES Function
—Produces population and cohort life tables.
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