timecox.py

from lifelines import CoxTimeVaryingFitter

cox_tv = CoxTimeVaryingFitter()
cox_tv.fit(data_cox_tv, id_col="id", event_col="default_time", start_col="start", stop_col="stop", show_progress=True, step_size=0.1)

#Iteration 30: norm_delta = 0.00000, step_size = 1.00000, ll = -179884.48600, 
#newton_decrement = 0.00000, seconds_since_start = 207.0
#Convergence completed after 30 iterations.