[R] survfit is too slow! Looking for an alternative

2012-02-07 Thread Ying Zhou
Hi All I found survfit function was very slow for a large dataset and I am looking for an alternative way to quickly get the predicted survival probabilities. My historical data set is a pool of loans with monthly observed default status for 24 months. I would like to fit the proportional h

[R] import a dataset from Access database into R

2011-12-06 Thread Ying Zhou
Hi I was trying to import a dataset from access database into R My code looks like below >library(RODBC) >setwd("//STATESFPSOP1/docs/CRMPO/DEPT/Retail PD") >channel<-odbcConnectAccess("MortgagePD.mdb") >Mdata<-sqlFetch(channel, "MortgagePD") But I got error messages saying Error: canno

[R] survfit function?

2011-11-04 Thread Ying Zhou
Hi, I am working on fitting a proportional hazard model to predict the probability of default for mortgage loans. I have a question regarding survfit function. My historical data set is a pool of loans with monthly observed default status for the next 24 months. The data is left truncated (d