`sim` method for `coxph` objects

[mbojan]

Can we have a sim() method for coxph objects?

I could submit a PR, but I am not sure what exactly the stat theory is. In particular, I am not sure whether the example from the ARM book generalizes directly to Cox regression. Assuming that object is of class coxph, does it boil down to simply sampling from a multivariate normal with

• means equal to object$coefficients
• covariance matrix from vcov(object)

?