> It seems there is a function ?tt? in R which can help to find this
> function and integrate it in my Cox model.
> I am searching a good tutorial (or book reference) with example(s) to
> understand and apply the function ?tt? in R;

There is a vignette describing the tt function.  Due to an oversight of
mine the vignette was not included in CRAN until the most recent update
of the survival package (a few days ago).  
For diagnosis of time-dependence and even more for deciding how to deal
with it, I find the plots from the cox.zph function to be the most
helpful.  These are discussed in my book with P Grambsch.

Terry Therneau

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