Is there a function that returns the event occurrence probability between two time points?

[yildizyasin]

I am looking for a function that returns the probability of hazard between two time points for a fitted model. I'll use these probabilities as transition probabilities for a discrete time Markov Chain so I need transition probabilities for hazards.

Looking for: P(t<=T<t+1|T>=t) which is equivalent to (S(t) - S(t+1)) / S(t) by Bayes' formula.

[CamDavidsonPilon]

Hi @yildizyasin, there's no built in function. Are you fitting a regression model? If so, there is the conditional_after argument in predict_survival_function that could be useful. However, you latter equation can be easily turned into a function, too.

[yildizyasin]

Yes I'll use it as a regression model to predict event occurrences between any specific time period. But, I'll use only time(t) parameter for my regression. Namely, I want to use my simple fitted survival distribution to calculate such a probability.

For now I wrote a simple function that returns what I expected. I may create a pull request when I am available to tidy up the code.

[yildizyasin]

btw. not sure if it is a common demand. Maybe it is better to keep it in my local project.

[CamDavidsonPilon]

I don't think it's very common (not common enough to have a name), plus it's easy to recreate locally, so I lean towards not adding it natively yet.