CoxModelFit

CoxModelFit[{e1, ..., en}] constructs a model of the baseline hazard h0(t) for events times ei.

CoxModelFit[{{{ξ11, ..., ξ1p}, ..., {ξn1, ..., ξnp}}, {e1, ..., en}}, {f1, ..., fm}, {x1, ..., xp}] constructs a Cox model of the form h0(t) exp(β1 f1 + ... + βm fm), where the fi depend on the xk.

Examples

Fit a Cox proportional hazards model:

times = {1, 2, 3, 4, 5};
CoxModelFit[times]

With covariates:

data = {{{0.5}, {1.2}, {0.8}}, {1, 2, 3}};
CoxModelFit[data, x, {x}]

Please visit the official Wolfram Language Reference for more details.