Frank McQuillan created MADLIB-1032:
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Summary: Add time dependance to Cox PH
Key: MADLIB-1032
URL: https://issues.apache.org/jira/browse/MADLIB-1032
Project: Apache MADlib
Issue Type: Improvement
Components: Module: Cox Proportional Hazards
Reporter: Frank McQuillan
For Cox PH, add 'time-dependent covariates' and 'time-dependent coefficients'
R's survival package vignette
<https://cran.r-project.org/web/packages/survival/vignettes/timedep.pdf> has
some nice info on usage of these two flavors of time-dependent effects,
which I believe will be good starting points for this feature
Suggestion from mailing list
https://mail-archives.apache.org/mod_mbox/incubator-madlib-user/201610.mbox/%3CCAKBQfzTaZNf%3DYiQxBxTLSnZF7q2LUTKkARSpiWLG6cwmRn2Rbw%40mail.gmail.com%3E
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