[R] mboost vs gbm

2012-07-23 Thread thebennjammin
I'm attempting to fit boosted regression trees to a censored response using IPCW weighting. I've implemented this through two libraries, mboost and gbm, which I believe should yield models that would perform comparably. This, however, is not the case - mboost performs much better. This seems odd

[R] Calculate survival function for AFT model

2011-12-30 Thread thebennjammin
I have fit an accelerated failure time model using coxph, and have what seems to be a simple question that I can't figure out. Given a vector of predictor values X, the survival time S[t|X] is the probability the entity will survive longer than some time t. Now, how do I calculate this for a sp