Gaussian process regression for survival data with competing risks
This tool performs Gaussian process (GP) regression on time-to-event measurements (survival data). GP regression offers a flexible non-parametric way to infer the relationship between covariates and survival outcomes. Predictions, hazard rates, and survival functions can all be computed. This work is based on the publication available here: http://arxiv.org/abs/1312.1591. Please don't hesitate to email me if there are any problems.
Citation pour cette source
James Barrett (2024). Gaussian process regression for survival data with competing risks (https://www.mathworks.com/matlabcentral/fileexchange/48566-gaussian-process-regression-for-survival-data-with-competing-risks), MATLAB Central File Exchange. Récupéré le .
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- AI and Statistics > Statistics and Machine Learning Toolbox > Industrial Statistics >
- Computational Finance > Financial Instruments Toolbox > Price Instruments Using Functions > Credit Derivatives and Credit Exposures >
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v_1_0_0/
v_1_0_0/gpcr/
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1.0 |
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