The xgboost package survival model returns predictions on the hazard ratio scale (i.e., as HR = exp(marginal_prediction) in the proportional hazard function h(t) = h0(t) * HR. This quantity is equivalent to the type = "risk" in coxph. This package provides a thin wrapper that enables using the xgboost package to perform full survival curve estimation.

See also discussion in stackoverflow overflow

IyarLin/survXgboost documentation built on Feb. 3, 2020, 5:44 a.m.

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