No, coxph does not have any special code to deal with ordered factors.
 You can do it "by hand" by using the pool-adjacent-violators algorithm
    1. Fit the data with stage as a categorical
    2. Verify that the coefficients are ordered
       if so, you are done
       if not, assume that they were
             0 = stage 1  (implicit coef)
             .1= stage 2
             .5 = stage 3
             .4 = stage 4
          Create a new class variable that combines stages 3 and 4, and
          return to step 1.
          
          
          Terry Therneau

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