I'm using the lifelines Python package to learn Cox Proportional Hazard (CPH) model. What I need now is to feed it new examples and generate the predicted hazard rate (the probability of the event occuring at time t, given that the person has survived up to time t). (BTW, sorry if I'm getting my terms mixed up between hazard rate and hazard function, but either way, I need a probability of the event happening from the CPH model).
I tried the CoxPHFitter.predict_partial_hazard(), but the values coming back are exceeding the range of [0, 1]. For example, I'm seeing values as high as 11.028 or 60,326.305. This leads me to believe that this value being returned is not the hazard rate (of course, the code documents that this is just the partial hazard). As I stated before, the hazard rate is a probability, and obviously, this value exceeds the bounds of [0, 1]. Anyone know if I get the the hazard rate using this Python package?
Additionally, if there's anyway to do this in R, I'm willing to try that too.
There is a similar question here, but it focuses on R and also the accepted answer did not even answer the question, IMO.