Can we use obvervation weights in CoxTimeVaryingFitter?

[devincornell]

I would like to be able to consider observation weights as part of my CoxTimeVaryingFitter.

Does anyone know if this is automated within the existing package, or, if not, any suggestions for doing this manually? Typically my approach would be to multiply all covariates by observation weights, but I am not familiar enough with Cox models to know if this is appropriate for these models.

Thank you!