This feature has been added in survival 2.36-1, which is now on CRAN.
(2.36-2 should appear in another day or so)
Terry T.
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I was trying to use "predict.coxph" to calculate martingale residuals on
a test
data, however, as pointed out before
http://tolstoy.newcastle.edu.au/R/e4/help/08/06/13508.html
predict(mycox1, newdata, type="expected") is not implemented yet.
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