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You can already use the standard pmml package to perform the conversion of survival::coxph models:
library("pmml")
saveXML(pmml(test), "coxph.pmml")
I haven't tested if it is possible to train coxph models using the caret package. Maybe such coxph model objects are incompatible with the standard exporter code (eg. see issue #1), which would justify the development of another converter class.
Under PMML - General Regression, CoxRegression is listed as a model type. Would it be easy to add support for this modeling framework?:
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