IMSL C Stat Library
Chapter 10
Survival and Reliability Analysis
Functions
Survival Analysis
Computes Kaplan-Meier estimates of survival
probabilities,
kaplan_meier_estimates
Analyzes survival and reliability data using Cox’s
proportional hazards model,
prop_hazards_gen_lin
Analyzes survival data using the generalized
linear model,
survival_glm
Estimates using various parametric modes,
survival_estimates
Reliability Analysis
Estimates a reliability hazard function using a
nonparametric approach,
nonparam_hazard_rate
Actuarial Tables
Produces population and cohort life tables,
life_tables