public void DistributionFunctionTest()
{
double[] values =
{
1.0000000000000000, 0.8724284533876597, 0.9698946958777951,
1.0000000000000000, 0.9840887140861863, 1.0000000000000000,
1.0000000000000000, 1.0000000000000000, 1.0000000000000000,
0.9979137773216293, 1.0000000000000000
};
double[] times =
{
11, 10, 9, 8, 7, 6, 5, 4, 3, 2, 1
};
EmpiricalHazardDistribution target = EmpiricalHazardDistribution
.FromSurvivalValues(times, values);
// Data from: http://www.sph.emory.edu/~cdckms/CoxPH/prophaz2.html
double[] expectedBaselineSurvivalFunction =
{
1.0000, 0.9979, 0.9979, 0.9979,
0.9979, 0.9979, 0.9820,
0.9820, 0.9525, 0.8310, 0.8310,
};
double[] hazardFunction = new double[expectedBaselineSurvivalFunction.Length];
double[] survivalFunction = new double[expectedBaselineSurvivalFunction.Length];
for (int i = 0; i < 11; i++)
{
hazardFunction[i] = target.CumulativeHazardFunction(i + 1);
}
for (int i = 0; i < 11; i++)
{
survivalFunction[i] = target.ComplementaryDistributionFunction(i + 1);
}
for (int i = 0; i < expectedBaselineSurvivalFunction.Length; i++)
{
Assert.AreEqual(expectedBaselineSurvivalFunction[i], survivalFunction[i], 0.01);
// Ho = -log(So)
Assert.AreEqual(hazardFunction[i], -Math.Log(survivalFunction[i]), 0.01);
// So = exp(-Ho)
Assert.AreEqual(survivalFunction[i], Math.Exp(-hazardFunction[i]), 0.01);
}
}
