Cox proportional hazards model with Weibull base hazard rate

Version 1.6.0.0 (318 KB) by James Barrett
Cox proportional hazards model with Weibull base hazard rate
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812 Downloads
Updated 21 Jul 2014

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This function implements a Cox PH model with a Weibull base hazard rate (also called a Weibull proportional hazards model).
The standard Cox model assumes (usually implicitly) Breslow's non-parametric baseline hazard estimator. This is ill suited to predicting the event time for new individuals. For this purpose the Weibull-Cox model can provide predictions with error bars (given by the standard deviation) along with the usual regression coefficients, (smooth) survival functions and (smooth) hazard rates.
Functions are included for predicting the event time for an individual once a model has been trained.
Get started by running example.m.
Please email me with comments or requests.

Cite As

James Barrett (2024). Cox proportional hazards model with Weibull base hazard rate (https://www.mathworks.com/matlabcentral/fileexchange/46415-cox-proportional-hazards-model-with-weibull-base-hazard-rate), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2013a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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weibull_cox_v_1_1_4/

Version Published Release Notes
1.6.0.0

Fixed a bug where the upper integration bound was not computed correctly when making predictions.
1.5.0.0

Fixed a bug in the prediction function.
1.4.0.0

Fixed bug with large values of rho. Fixed bug where incorrect values of rho and nu were returned. Relaxed the accuracy of numerical integrals.
1.3.0.0

Fixed bug in gradient and hessian computation, updated documentation
1.2.0.0

Switched to gradient based optimisation
1.1.0.0

Changed name
1.0.0.0