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xgbse.extrapolation

extrapolate_constant_risk(survival, final_time, intervals, lags=-1)

Extrapolate a survival curve assuming constant risk.

Parameters:

Name Type Description Default
survival pd.DataFrame

A dataframe of survival probabilities for all times (columns), from a time_bins array, for all samples of X (rows).

required
final_time Float

Final time for extrapolation

required
intervals Int

Time in each interval between last time in survival dataframe and final time

required
lags Int

Lags to compute constant risk. if negative, will use the last "lags" values if positive, will remove the first "lags" values if 0, will use all values

-1

Returns:

Type Description
pd.DataFrame

Survival dataset with appended extrapolated windows