newdatabase <- survSplit(database,cut=eventTimes,
                            end=time_to_event_variable,
                            event=Status,start="start",id="newID")

object<-coxph(Surv(newdatabase$start, newdatabase[time_to_event_variable],
                    newdatabase[Status] ~.,
                    data = newdatabase [c(some_covariates)])

S_i_cox <- survfit(object,newdata=newdatabase,id=newID)[i]