Feature Request: Cause-Specific Hazards Models

[anthonymichaelclark]

From this open issue, it seems there isn't much support for competing risks models in lifelines. I find myself working on a competing risks problem for which I'd like to use a cause-specific hazards model. As mentioned in this source:

Cause-specific hazard models can be fit in any statistical software package that permits estimation of the conventional Cox proportional hazards model. One simply treats those subjects who experience a competing event as being censored at the time of the occurrence of the competing event.

So actually achieving this model using two instances of CoxPHFitter isn't horrendous, but it's a bit of a pain to not be able to call, eg, a single survival function. It seems like implementation could be straightforward based on that quote. Is there any interest in a contribution adding such a model to lifelines ?

[karllandheer]

Hello, I second this request, would be immensely useful