IMSL Statistics Reference Guide > Survival Analysis > Introduction
  

Introduction
The routine described in this chapter have primary application in the areas of reliability and life testing, but they may find application in any situation in which time is a variable of interest. Kalbfleisch and Prentice (1980), Elandt-Johnson and Johnson (1980), Lee (1980), Gross and Clark (1975), Lawless (1982), and Chiang (1968) are references for discussing the models and methods used here.
The KAPLAN_MEIER_ESTIMATES Function (PV-WAVE Advantage) produces Kaplan-Meier (product-limit) estimates of the survival distribution in a single population.
The PROP_HAZARDS_GEN_LIN Function (PV-WAVE Advantage) computes the parameter estimates in a proportional hazards model.
The SURVIVAL_GLM Function (PV-WAVE Advantage) fits any of several generalized linear models for survival data, and computes estimates of survival probabilities based upon the same models.
The NONPARAM_HAZARD_RATE Function (PV-WAVE Advantage) performs nonparametric hazard rate estimation using kernel functions and quasi-likelihoods.
The LIFE_TABLES Function (PV-WAVE Advantage) computes an actuarial table based either upon a cohort followed over time or a cross-section of a population.
 

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