[R] How does the survfit.coxph calculate the survival value?

koshihaku koshihaku at gmail.com
Tue Sep 27 14:51:35 CEST 2011

Sorry for a long question.

I am in an urgent using R to fit the cox proportional model. My data is a
data frame including 100 individuals which are software stress tests. 
There are time-to-failure and six covariates meaning the system resource
(every 4 minutes).
Is it possible to use R to fit the Cox model?

I used "*coxph*" to estimated the coefficients for both time-independent and
time-dependent covariates.
And next I need to calculated the survival and hazard rate for cox model
with time-independent and that with time-dependent covariates.

I see many people use *survfit.coxph *to get the survival.
Could anybody please tell me how is the survival value calculated? For
example, what kind of procedure.

Any suggestion is a great help!

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