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Gradient boosted models
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Is official description at the part of basehaz.gbm accurate ? #155

Open liupei101 opened 5 years ago

liupei101 commented 5 years ago

As described in official documentation at the part of basehaz.gbm:

Arguments: cumulative, If TRUE the cumulative survival function will be computed. ... Details: The proportional hazard model assumes h(t|x)=lambda(t)*exp(f(x)). gbm can estimate the f(x) component via partial likelihood. After estimating f(x), basehaz.gbm can compute the a nonparametric estimate.

Is "the cumulative survival function will be computed" correct? Is there terminology error ? Since the concept of cumulative survival function and cumulative hazard function is different.

I read the code implemented in gbm-baseline-hazard.r and run an example for this function with setting t.eval=c(10, 20, 30), but I got three values in ascending order, which is not consistent to the properties of survival function, so I opened this issue, and same doubts has also been proposed at stackoverflow

If this issue is actually existing, I think it would be a wrong guide to someone like me who read the documentation, and the correct version should be "cumulative, If TRUE the cumulative baseline hazard function will be computed."

thx!