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CondInfTree <- ctree(DEFAULT ~ .,
                     data = train)

Using the above code, I get DEFAULT binary predictions which is what I'm seeking.

If I use:

CondInfTree <- ctree(Surv(DURATION,DEFAULT)~ .,
                     data = train)

I get time until default (Kaplan-Meier) predictions.

My goal is to include DURATION time as a variable but I want to predict whether a new, unseen, observation would default.

Would using the first tree work or would I be ignoring censored data that way?

... or is there something I'm missing altogether?

Antonio
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0 Answers0