Lately, I’ve been doing survival analysis. I’m not an expert but we had a self-learning group based on David G. Kleinbaum and Mitchel Klein’s book, “Survival Analysis. A Self-Learning Text” . At the end of this book, there’s code provided to help you get started in SAS, Stata, SPSS and… R! I’ve played with the R package
survival which is quite good! My problem was that I wanted to do survival analysis in Python. I’ve started by doing it with RPy2 which is a binding for R in python. It is quite cool and it works with the binding for the python pandas data frame which I use to structure my data in Python. It was working well but this kind of code is hard to read and to maintain.
Then I came across Cameron Davidson-Pilon lifelines packages. It’s a survival analysis package for Python written in Python. No need to pass data between R and Python anymore. Kaplan-Meier curve are easily done.
Even if the Cox Proprotional Hazard is not implemented yet (Cameron said it was on his to-do list), it’s worth giving it a try!