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 |