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Description
As described in official documentation at the part of basehaz.gbm:
Arguments:
cumulative, If TRUE the cumulative survival function will be computed.
...
Details:
The proportional hazard model assumes h(t|x)=lambda(t)*exp(f(x)). gbm can estimate the f(x) component via partial likelihood. After estimating f(x), basehaz.gbm can compute the a nonparametric estimate.
Is "the cumulative survival function will be computed" correct? Is there terminology error ? Since the concept of cumulative survival function and cumulative hazard function is different.
I read the code implemented in gbm-baseline-hazard.r and run an example for this function with setting t.eval=c(10, 20, 30), but I got three values in ascending order, which is not consistent to the properties of survival function, so I opened this issue, and same doubts has also been proposed at stackoverflow
If this issue is actually existing, I think it would be a wrong guide to someone like me who read the documentation, and the correct version should be "cumulative, If TRUE the cumulative baseline hazard function will be computed."
thx!