Struct PHReg 

pub struct PHReg { /* private fields */ }

A Cox proportional-hazards model awaiting estimation.

Implementations

impl PHReg

pub fn new(time: &[f64], exog: &Array2<f64>, status: &[f64]) -> Result<Self>

Build a Cox PH model from event times, covariates and status flags.

time[i] is the event or censoring time, exog has one row per subject (covariates in columns, no implicit intercept — the Cox baseline hazard absorbs it), and status[i] is 1.0 for an observed event and 0.0 for right-censoring.

pub fn breslow_loglike(&self, params: &Array1<f64>) -> f64

Breslow partial log-likelihood evaluated at params.

pub fn breslow_gradient(&self, params: &Array1<f64>) -> Array1<f64>

Gradient of the Breslow partial log-likelihood at params.

pub fn breslow_hessian(&self, params: &Array1<f64>) -> Array2<f64>

Hessian of the Breslow partial log-likelihood at params.

Negative-definite at the maximum; its negative is the observed information used for standard errors.

pub fn fit(&self) -> Result<PHRegResults>

Estimate the model by Newton iteration on the partial likelihood.

Trait Implementations

impl Clone for PHReg

fn clone(&self) -> PHReg

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for PHReg

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.