IMSL C Stat Library
Chapter 10: Survival and Reliability Analysis
Functions
Survival Analysis
Computes Kaplan-Meier estimates of survival
probabilities, kaplan_meier_estimates
Analyzes survival and reliability data using Cox’s
proportional hazards model, prop_hazards_gen_lin
Analyzes survival data using the generalized
linear model, survival_glm
Estimates using various parametric modes, survival_estimates
Reliability Analysis
Estimates a reliability hazard function using a
nonparametric approach, nonparam_hazard_rate
Actuarial Tables
Produces population and cohort life tables, life_tables