Add survival analysis example (#38)

* Add survival analysis example * Update docs/examples/example_survival.ipynb Co-authored-by: Kevin Klein <[email protected]> * Update docs/examples/example_survival.ipynb Co-authored-by: Kevin Klein <[email protected]> * Update docs/examples/example_survival.ipynb Co-authored-by: Kevin Klein <[email protected]> * Add plot text * Fix glossary reference * Add week units * Use smaller trees and share bins * Fix mypy errors * Update docs/examples/example_survival.ipynb Co-authored-by: AronPapQC <[email protected]> * Add censoring weights * Add zero weight for censored * More general censored column check * Add weight clipping and comments --------- Co-authored-by: Kevin Klein <[email protected]> Co-authored-by: AronPapQC <[email protected]>
Quantco · Jul 23, 2024 · 851c1ca · 851c1ca
1 parent 07d5fab
commit 851c1ca
Show file tree

Hide file tree

Showing 6 changed files with 858 additions and 0 deletions.
diff --git a/data/readme.md b/data/readme.md
@@ -8,3 +8,6 @@ under MIT License.
 The code to build the data set in ``download_twins.py'' is adapted from
 https://github.com/py-why/dowhy/blob/2c4734867cf87b5cf578cbf85a8cc4eaa8cfa802/docs/source/example_notebooks/dowhy_twins_example.ipynb,
 under MIT License.
+
+## Rossi
+This data set is taken from https://github.com/CamDavidsonPilon/lifelines/blob/master/lifelines/datasets/rossi.csv under MIT License.