Open csaiedu opened 5 years ago
@csaiedu no, there is no support for that class of model, yet.
However, it looks like it would be possible to represent e Cox Proportional Hazards model in the GLM framework.
I would like to include such a model in the future.
Sources https://courses.ms.ut.ee/MTMS.01.011/2019_spring/uploads/Main/GLM_slides_13_censored_and_truncated_models.pdf https://www2.eecs.berkeley.edu/Pubs/TechRpts/2017/EECS-2017-110.pdf
In mgcv in R there is support for Conditional Logisitic using coxph with a special data formatting as per below
https://rdrr.io/cran/mgcv/man/coxph.html
Is it possible to replicate this in pyGAM?
Thanks