Is this when you get it, when you run the first example in? cph from rms package:
n <- 1000 set.seed(731) age <- 50 + 12*rnorm(n) label(age) <- "Age" sex <- factor(sample(c('Male','Female'), n, rep=TRUE, prob=c(.6, .4))) cens <- 15*runif(n) h <- .02*exp(.04*(age-50)+.8*(sex=='Female')) dt <- -log(runif(n))/h label(dt) <- 'Follow-up Time' e <- ifelse(dt <= cens,1,0) dt <- pmin(dt, cens) units(dt) <- "Year" dd <- datadist(age, sex) options(datadist='dd') S <- Surv(dt,e) f <- cph(S ~ rcs(age,4) + sex, x=TRUE, y=TRUE) cox.zph(f, "rank")

Since the rms / Hmisc package combination uses lattice graphics, the annotation with the limit function of the age density must be performed using the lattice functions. On the other hand, if you want to change the response value to a relative danger, you can simply add the argument "fun = exp" to call Predict and associate a graph with it:
png(); plot(Predict(f, age, sex, fun=exp), ylab="Relative Hazard");dev.off()

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