An internal function meant only to be used by the `covariance`

function.

1 |

`t_i` |
The follow up times. |

`delta_i` |
Indicator that the individual was censored: 1 if the individual was censored, 0 otherwise. |

`beta` |
The coefficients of the Cox model. |

`time` |
Survival time. |

`z` |
Covariates for survival time. |

`S0_i` |
Object described in Lin et al. (1994), slightly modified for computationnal efficiency. It is obtained with |

`S1_i` |
Object described in Lin et al. (1994), slightly modified for computationnal efficiency. It is obtained with |

This is an internal function, only meant to be used by the `covariance`

function.

A numeric value described in Lin et al. (1994).

Denis Talbot, Thierry Duchense, Jacques Brisson, Nathalie Vandal.

Lin D.Y., Fleming T.R., Wei L.J. (1994) *Confidence bands for survival curves under the proportional hazards model*, Biometrika, 81 (1): 73-81.

`covariance`

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