private void computeInformation()
{
// Store model information
this.result = regression.Compute(inputData, timeData);
this.deviance = regression.GetDeviance(inputData, timeData, censorData);
this.logLikelihood = regression.GetPartialLogLikelihood(inputData, timeData, censorData);
this.chiSquare = regression.ChiSquare(inputData, timeData, censorData);
// Store coefficient information
for (int i = 0; i < regression.Coefficients.Length; i++)
{
this.standardErrors[i] = regression.StandardErrors[i];
this.waldTests[i] = regression.GetWaldTest(i);
this.coefficients[i] = regression.Coefficients[i];
this.confidences[i] = regression.GetConfidenceInterval(i);
this.hazardRatios[i] = regression.GetHazardRatio(i);
}
}
public void RunTest()
{
// Data from: http://www.sph.emory.edu/~cdckms/CoxPH/prophaz2.html
double[,] data =
{
{ 50, 1, 0 },
{ 70, 2, 1 },
{ 45, 3, 0 },
{ 35, 5, 0 },
{ 62, 7, 1 },
{ 50, 11, 0 },
{ 45, 4, 0 },
{ 57, 6, 0 },
{ 32, 8, 0 },
{ 57, 9, 1 },
{ 60, 10, 1 },
};
ProportionalHazards regression = new ProportionalHazards(1);
regression.Coefficients[0] = 0.37704239281494084;
regression.StandardErrors[0] = 0.25415755113043753;
double[][] inputs = data.GetColumn(0).ToJagged();
double[] time = data.GetColumn(1);
SurvivalOutcome[] output = data.GetColumn(2).To <SurvivalOutcome[]>();
{
double actual = -2 * regression.GetPartialLogLikelihood(inputs, time, output);
double expected = 4.0505;
Assert.AreEqual(expected, actual, 1e-4);
Assert.IsFalse(Double.IsNaN(actual));
}
{
var test = regression.GetWaldTest(0);
Assert.AreEqual(0.1379, test.PValue, 1e-4);
}
{
var ci = regression.GetConfidenceInterval(0);
Assert.AreEqual(0.8859, ci.Min, 1e-4);
Assert.AreEqual(2.3993, ci.Max, 1e-4);
}
{
double actual = regression.GetHazardRatio(0);
double expected = 1.4580;
Assert.AreEqual(expected, actual, 1e-4);
}
{
var chi = regression.ChiSquare(inputs, time, output);
Assert.AreEqual(7.3570, chi.Statistic, 1e-4);
Assert.AreEqual(1, chi.DegreesOfFreedom);
Assert.AreEqual(0.0067, chi.PValue, 1e-3);
}
}
public void BaselineHazardTestR()
{
double[,] data =
{
// t c in
{ 8, 0, 13 },
{ 4, 1, 56 },
{ 12, 0, 25 },
{ 6, 0, 64 },
{ 10, 0, 38 },
{ 8, 1, 80 },
{ 5, 0, 0 },
{ 5, 0, 81 },
{ 3, 1, 81 },
{ 14, 1, 38 },
{ 8, 0, 23 },
{ 11, 0, 99 },
{ 7, 0, 12 },
{ 7, 1, 36 },
{ 12, 0, 63 },
{ 8, 0, 92 },
{ 7, 0, 38 },
};
double[] time = data.GetColumn(0);
SurvivalOutcome[] censor = data.GetColumn(1).To <SurvivalOutcome[]>();
double[][] inputs = data.GetColumn(2).ToJagged();
var regression = new ProportionalHazards(1);
var target = new ProportionalHazardsNewtonRaphson(regression);
double error = target.Run(inputs, time, censor);
// Assert.AreEqual(-10.257417973830666, error, 1e-8);
/*
* library('survival')
* options(digits=17)
* time <- c(8, 4, 12, 6, 10, 8, 5, 5, 3, 14, 8, 11, 7, 7, 12, 8, 7)
* x <- c(13, 56, 25, 64, 38, 80, 0, 81, 81, 38, 23, 99, 12, 36, 63, 92, 38)
* c <- c(0, 1, 0, 0, 0, 1, 0, 0, 1, 1, 0, 0, 0, 1, 0, 0, 0)
*
* fit <- coxph(Surv(time, c) ~ x, ties="breslow")
*
* predict(fit,type="risk")
*
* fit$loglik
*
* coef exp(coef) se(coef) z p
* x 0.01633097532122 1.016465054586 0.01711960930183 0.9539338797573 0.340117112635
*
* Likelihood ratio test=0.94 on 1 df, p=0.332836850925 n= 17, number of events= 5
*/
// Tested against GNU R
Assert.AreEqual(49.352941176470587, regression.Offsets[0]);
Assert.AreEqual(0.01633097532122, regression.Coefficients[0], 1e-10);
Assert.AreEqual(0.01711960930183, regression.StandardErrors[0], 1e-10);
Assert.AreEqual(0.340117112635, regression.GetWaldTest(0).PValue, 1e-5);
Assert.AreEqual(-10.2879332934202168, regression.GetPartialLogLikelihood(time, censor));
Assert.AreEqual(-9.8190189050165948, regression.GetPartialLogLikelihood(inputs, time, censor));
double[] actual = inputs.Apply(x => regression.Compute(x));
/*
* predict(r,type="risk")
* [1] 0.55229166964915244 1.11466393245000361 0.67185866444081555 1.27023351821156782 0.83076808526813917 1.64953983529334769 0.44664925161695829 1.67669959872327912
* [9] 1.67669959872327912 0.83076808526813917 0.65026895029003673 2.24967304521214029 0.54334545703992021 0.80407192663266613 1.24965783376477391 2.00665280971219540
* [17] 0.83076808526813917
*/
double[] expected =
{
0.55229166964915244, 1.11466393245000361, 0.67185866444081555, 1.27023351821156782,
0.83076808526813917, 1.64953983529334769, 0.44664925161695829, 1.67669959872327912,
1.67669959872327912, 0.83076808526813917, 0.65026895029003673, 2.24967304521214029,
0.54334545703992021, 0.80407192663266613, 1.24965783376477391, 2.00665280971219540,
0.83076808526813917
};
for (int i = 0; i < actual.Length; i++)
{
Assert.AreEqual(expected[i], actual[i], 0.025);
}
}