Struct CoxPHModel 

pub struct CoxPHModel { /* private fields */ }

Cox proportional hazards model.

Wraps CoxPH with a slice-based interface.

Implementations

impl CoxPHModel

pub fn fit( times: &[f64], events: &[bool], covariates: &Array2<f64>, ) -> StatsResult<Self>

Fit the Cox PH model via Newton-Raphson partial likelihood optimisation.

Arguments

• times – observed event/censoring times.
• events – event indicators.
• covariates – n_samples × n_features covariate matrix.

pub fn coefficients(&self) -> Vec<f64>

Log hazard-ratio coefficients β.

pub fn standard_errors(&self) -> Vec<f64>

Standard errors of the coefficients.

pub fn p_values(&self) -> Vec<f64>

Two-sided Wald test p-values.

pub fn hazard_ratios(&self) -> Vec<f64>

Hazard ratios exp(β).

pub fn predict_risk(&self, x: &[f64]) -> f64

Predict risk score exp(Xβ) for a single observation given as a slice.

pub fn concordance_index( &self, times: &[f64], events: &[bool], covariates: &Array2<f64>, ) -> f64

Concordance index (C-statistic) evaluated on provided data.

Requires the covariate matrix used at prediction time.

pub fn log_likelihood(&self) -> f64

Partial log-likelihood at convergence.

pub fn n_iterations(&self) -> usize

Number of Newton-Raphson iterations performed.