Today, I released a new version of scikit-survival, a Python module for survival analysis built on top of scikit-learn.
This release adds predict_survival_function and predict_cumulative_hazard_function to sksurv.linear_model.CoxPHSurvivalAnalysis, which return the survival function and cumulative hazard function using Breslow’s estimator.
You can install the latest version via pip:
pip install -U scikit-survival
or download the source from GitHub.
Unfortunately, I was not able to convince the recently released conda-build 3 to create Anaconda packages, therefore you would need to install from source, for the time being.