transitionMatrix has currently an implementation of the Aalen Johansen estimator. The Kaplan Meier estimator can be thought of a special case (in credit risk context default-only models) which is worthwhile to implement separately as there is a lot of additional functionality / heuristics available in this case.
transitionMatrix has currently an implementation of the Aalen Johansen estimator. The Kaplan Meier estimator can be thought of a special case (in credit risk context default-only models) which is worthwhile to implement separately as there is a lot of additional functionality / heuristics available in this case.