R version 4.4.0 beta (2024-04-15 r86425 ucrt) -- "Puppy Cup"
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> #
> # Ensure that factors work in prediction
> #
> library(survival)
> 
> options(na.action="na.exclude") # preserve missings
> options(contrasts=c('contr.treatment', 'contr.poly')) #ensure constrast type
> aeq <- function(x,y, ...) all.equal(as.vector(x), as.vector(y), ...)
> 
> tfit <- coxph(Surv(time, status) ~ age + factor(ph.ecog), lung)
> p1 <- predict(tfit, type='risk')
> 
> # Testing NA handling is important too
> keep <- (is.na(lung$ph.ecog) | lung$ph.ecog !=1)
> lung2 <- lung[keep,]
> p2 <- predict(tfit, type='risk', newdata=lung[keep,])
> aeq(p1[keep], p2)
[1] TRUE
> 
> # Same, for survreg
> tfit <- survreg(Surv(time, status) ~ age + factor(ph.ecog), lung)
> p1 <- predict(tfit, type='response')
> p2 <- predict(tfit, type='response', newdata=lung2)
> aeq(p1[keep], p2)
[1] TRUE
> 
> 
> # Now repeat it tossing the missings
> options(na.action=na.omit) 
> keep2 <- (lung$ph.ecog[!is.na(lung$ph.ecog)] !=1)
> 
> tfit2 <- survreg(Surv(time, status) ~ age + factor(ph.ecog), lung)
> p3 <- predict(tfit2, type='response')
> p4 <- predict(tfit2, type='response', newdata=lung2, na.action=na.omit)
> aeq(p3[keep2] , p4)
[1] TRUE
> 
> proc.time()
   user  system elapsed 
   0.82    0.06    0.87