Writing basic survival analysis models in Julia to get a feel for the language.
julia> using Survival, RDatasets
julia> melanoma = dataset("boot", "melanoma");
julia> melanoma[:Surv] = DataArray(survec(float(melanoma[:Time]),
melanoma[:Status] .== 1));
julia> model = fit(CoxPHModel, Surv ~ 0 + Sex + Age + Year + Thickness
+ Ulcer, melanoma);
julia> model.model.params
5-element Array{Float64,1}:
0.448121
0.0168054
-0.102566
0.100312
1.19455
The model still doesn't implement most of the StatisticalModel interface (e.g. coefficient tables), so you probably shouldn't try to use it for anything serious. But hey, it estimates the same coefficients as R.