feature request: diagnostic plots for Cox Proportional Hazards models

[IndrajeetPatil]

Personally don't use them, but gather that they are one of the most utilized survival models. So might be a good idea for performance to support them.

library(survival)
coxph.fit2 <- coxph(Surv(futime, fustat) ~ age + ecog.ps, data=ovarian)

library(performance)
check_model(coxph.fit2)
#> Error in stats::cov2cor(v): 'V' is not a square numeric matrix

^{Created on 2021-04-14 by the reprex package (v2.0.0)}

Probably something along the following lines:

https://rpkgs.datanovia.com/survminer/reference/ggcoxdiagnostics.html