How to plot the survival curve generated by survreg (package survival of R)?

Hope this helps and I haven't made some misleading mistake:

copied from above:

    #create a Surv object
    s <- with(lung,Surv(time,status))

    #plot kaplan-meier estimate, per sex
    fKM <- survfit(s ~ sex,data=lung)
    plot(fKM)

    #plot Cox PH survival curves, per sex
    sCox <- coxph(s ~ as.factor(sex),data=lung)
    lines(survfit(sCox,newdata=data.frame(sex=1)),col='green')
    lines(survfit(sCox,newdata=data.frame(sex=2)),col='green')

for Weibull, use predict, re the comment from Vincent:

    #plot weibull survival curves, per sex,
    sWei <- survreg(s ~ as.factor(sex),dist='weibull',data=lung)

    lines(predict(sWei, newdata=list(sex=1),type="quantile",p=seq(.01,.99,by=.01)),seq(.99,.01,by=-.01),col="red")
    lines(predict(sWei, newdata=list(sex=2),type="quantile",p=seq(.01,.99,by=.01)),seq(.99,.01,by=-.01),col="red")

The trick here was reversing the quantile orders for plotting vs predicting. There is likely a better way to do this, but it works here. Good luck!

An alternative option is to make use of the package flexsurv. This offers some additional functionality over the survival package - including that the parametric regression function flexsurvreg() has a nice plot method which does what you ask.

Using lung as above;

#create a Surv object
s <- with(lung,Surv(time,status))

require(flexsurv)
sWei  <- flexsurvreg(s ~ as.factor(sex),dist='weibull',data=lung)
sLno  <- flexsurvreg(s ~ as.factor(sex),dist='lnorm',data=lung)   

plot(sWei)
lines(sLno, col="blue")

You can plot on the cumulative hazard or hazard scale using the type argument, and add confidence intervals with the ci argument.

This is just a note clarifying Tim Riffe's answer, which uses the following code:

lines(predict(sWei, newdata=list(sex=1),type="quantile",p=seq(.01,.99,by=.01)),seq(.99,.01,by=-.01),col="red")
lines(predict(sWei, newdata=list(sex=2),type="quantile",p=seq(.01,.99,by=.01)),seq(.99,.01,by=-.01),col="red")

The reason for the two mirror-image sequences, seq(.01,.99,by=.01) and seq(.99,.01,by=-.01), is because the predict() method is giving quantiles for the event distribution f(t) - that is, values of the inverse CDF of f(t) - while a survival curve is plotting 1-(CDF of f) versus t. In other words, if you plot p versus predict(p), you'll get the CDF, and if you plot 1-p versus predict(p) you'll get the survival curve, which is 1-CDF. The following code is more transparent and generalizes to arbitrary vectors of p values:

pct <- seq(.01,.99,by=.01)
lines(predict(sWei, newdata=list(sex=1),type="quantile",p=pct),1-pct,col="red")
lines(predict(sWei, newdata=list(sex=2),type="quantile",p=pct),1-pct,col="red")

In case someone wants to add a Weibull distribution to the Kaplan-Meyer curve in the ggplot2 ecosystem, we can do the following:

library(survminer)
library(tidyr)

s <- with(lung,Surv(time,status))
fKM <- survfit(s ~ sex,data=lung)
sWei <- survreg(s ~ as.factor(sex),dist='weibull',data=lung)

pred.sex1 = predict(sWei, newdata=list(sex=1),type="quantile",p=seq(.01,.99,by=.01))
pred.sex2 = predict(sWei, newdata=list(sex=2),type="quantile",p=seq(.01,.99,by=.01))

df = data.frame(y=seq(.99,.01,by=-.01), sex1=pred.sex1, sex2=pred.sex2)
df_long = gather(df, key= "sex", value="time", -y)

p = ggsurvplot(fKM, data = lung, risk.table = T)
p$plot = p$plot + geom_line(data=df_long, aes(x=time, y=y, group=sex))