4198 |
19 Aug 22 |
peter |
1 |
#ifndef theplu_yat_regression_cox |
4198 |
19 Aug 22 |
peter |
2 |
#define theplu_yat_regression_cox |
4198 |
19 Aug 22 |
peter |
3 |
|
4198 |
19 Aug 22 |
peter |
// $Id$ |
4198 |
19 Aug 22 |
peter |
5 |
|
4198 |
19 Aug 22 |
peter |
6 |
/* |
4198 |
19 Aug 22 |
peter |
Copyright (C) 2022 Peter Johansson |
4198 |
19 Aug 22 |
peter |
8 |
|
4198 |
19 Aug 22 |
peter |
This file is part of the yat library, https://dev.thep.lu.se/yat |
4198 |
19 Aug 22 |
peter |
10 |
|
4198 |
19 Aug 22 |
peter |
The yat library is free software; you can redistribute it and/or |
4198 |
19 Aug 22 |
peter |
modify it under the terms of the GNU General Public License as |
4198 |
19 Aug 22 |
peter |
published by the Free Software Foundation; either version 3 of the |
4198 |
19 Aug 22 |
peter |
License, or (at your option) any later version. |
4198 |
19 Aug 22 |
peter |
15 |
|
4198 |
19 Aug 22 |
peter |
The yat library is distributed in the hope that it will be useful, |
4198 |
19 Aug 22 |
peter |
but WITHOUT ANY WARRANTY; without even the implied warranty of |
4198 |
19 Aug 22 |
peter |
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
4198 |
19 Aug 22 |
peter |
General Public License for more details. |
4198 |
19 Aug 22 |
peter |
20 |
|
4198 |
19 Aug 22 |
peter |
You should have received a copy of the GNU General Public License |
4198 |
19 Aug 22 |
peter |
along with yat. If not, see <https://www.gnu.org/licenses/>. |
4198 |
19 Aug 22 |
peter |
23 |
*/ |
4198 |
19 Aug 22 |
peter |
24 |
|
4198 |
19 Aug 22 |
peter |
25 |
#include <memory> |
4198 |
19 Aug 22 |
peter |
26 |
#include <vector> |
4198 |
19 Aug 22 |
peter |
27 |
|
4198 |
19 Aug 22 |
peter |
28 |
namespace theplu { |
4198 |
19 Aug 22 |
peter |
29 |
namespace yat { |
4198 |
19 Aug 22 |
peter |
30 |
namespace utility { |
4198 |
19 Aug 22 |
peter |
31 |
class VectorBase; |
4198 |
19 Aug 22 |
peter |
32 |
} |
4198 |
19 Aug 22 |
peter |
33 |
namespace regression { |
4198 |
19 Aug 22 |
peter |
34 |
|
4198 |
19 Aug 22 |
peter |
35 |
|
4198 |
19 Aug 22 |
peter |
36 |
/** |
4198 |
19 Aug 22 |
peter |
Class handling univariable Cox regression. |
4198 |
19 Aug 22 |
peter |
38 |
|
4198 |
19 Aug 22 |
peter |
The time-dependent hazard is modeled as |
4198 |
19 Aug 22 |
peter |
\f$ \lambda(t|x) = \lambda_0(t) \exp (bx) \f$ |
4198 |
19 Aug 22 |
peter |
41 |
|
4198 |
19 Aug 22 |
peter |
Model parameters are inferred as described by Breslow (1975) and |
4198 |
19 Aug 22 |
peter |
tied timepoints are handled as suggested by Efron (1975). |
4198 |
19 Aug 22 |
peter |
44 |
*/ |
4198 |
19 Aug 22 |
peter |
45 |
class Cox |
4198 |
19 Aug 22 |
peter |
46 |
{ |
4198 |
19 Aug 22 |
peter |
47 |
public: |
4198 |
19 Aug 22 |
peter |
48 |
/** |
4198 |
19 Aug 22 |
peter |
\brief Default Constructor |
4198 |
19 Aug 22 |
peter |
50 |
*/ |
4198 |
19 Aug 22 |
peter |
51 |
Cox(void); |
4198 |
19 Aug 22 |
peter |
52 |
|
4198 |
19 Aug 22 |
peter |
53 |
/** |
4198 |
19 Aug 22 |
peter |
\brief Copy Constructor |
4198 |
19 Aug 22 |
peter |
55 |
|
4198 |
19 Aug 22 |
peter |
Create a copy of \c other and its data |
4198 |
19 Aug 22 |
peter |
57 |
*/ |
4198 |
19 Aug 22 |
peter |
58 |
Cox(const Cox& other); |
4198 |
19 Aug 22 |
peter |
59 |
|
4198 |
19 Aug 22 |
peter |
60 |
/** |
4198 |
19 Aug 22 |
peter |
Move Constructor |
4198 |
19 Aug 22 |
peter |
62 |
*/ |
4198 |
19 Aug 22 |
peter |
63 |
Cox(Cox&& other); |
4198 |
19 Aug 22 |
peter |
64 |
|
4198 |
19 Aug 22 |
peter |
65 |
/** |
4198 |
19 Aug 22 |
peter |
\brief Destructor |
4198 |
19 Aug 22 |
peter |
67 |
*/ |
4198 |
19 Aug 22 |
peter |
68 |
~Cox(void); |
4198 |
19 Aug 22 |
peter |
69 |
|
4198 |
19 Aug 22 |
peter |
70 |
/** |
4198 |
19 Aug 22 |
peter |
Assignment operator |
4198 |
19 Aug 22 |
peter |
72 |
*/ |
4198 |
19 Aug 22 |
peter |
73 |
Cox& operator=(const Cox& other); |
4198 |
19 Aug 22 |
peter |
74 |
|
4198 |
19 Aug 22 |
peter |
75 |
/** |
4198 |
19 Aug 22 |
peter |
\brief Move assignment |
4198 |
19 Aug 22 |
peter |
77 |
*/ |
4198 |
19 Aug 22 |
peter |
78 |
Cox& operator=(Cox&& other); |
4198 |
19 Aug 22 |
peter |
79 |
|
4198 |
19 Aug 22 |
peter |
80 |
/** |
4198 |
19 Aug 22 |
peter |
Add one data point |
4198 |
19 Aug 22 |
peter |
82 |
|
4198 |
19 Aug 22 |
peter |
\param x value of the covariate variable |
4198 |
19 Aug 22 |
peter |
\param time timepoint when event occured or sample was censored |
4198 |
19 Aug 22 |
peter |
\param event true for non-censored sample |
4198 |
19 Aug 22 |
peter |
86 |
*/ |
4198 |
19 Aug 22 |
peter |
87 |
void add(double x, double time, bool event); |
4198 |
19 Aug 22 |
peter |
88 |
|
4198 |
19 Aug 22 |
peter |
89 |
/** |
4198 |
19 Aug 22 |
peter |
\brief Add n data points |
4198 |
19 Aug 22 |
peter |
91 |
|
4198 |
19 Aug 22 |
peter |
Equivalent to looping over the vectors and calling |
4198 |
19 Aug 22 |
peter |
single-sample version of add. |
4198 |
19 Aug 22 |
peter |
94 |
*/ |
4198 |
19 Aug 22 |
peter |
95 |
void add(const utility::VectorBase& x, |
4198 |
19 Aug 22 |
peter |
96 |
const utility::VectorBase& time, |
4198 |
19 Aug 22 |
peter |
97 |
const std::vector<char>& event); |
4198 |
19 Aug 22 |
peter |
98 |
|
4198 |
19 Aug 22 |
peter |
99 |
/** |
4198 |
19 Aug 22 |
peter |
Remove all data. |
4198 |
19 Aug 22 |
peter |
101 |
*/ |
4198 |
19 Aug 22 |
peter |
102 |
void clear(void); |
4198 |
19 Aug 22 |
peter |
103 |
|
4198 |
19 Aug 22 |
peter |
104 |
/** |
4198 |
19 Aug 22 |
peter |
Infer model parameter b and related, hazard ratio and their |
4198 |
19 Aug 22 |
peter |
confidence intervall. |
4198 |
19 Aug 22 |
peter |
107 |
*/ |
4198 |
19 Aug 22 |
peter |
108 |
void train(void); |
4198 |
19 Aug 22 |
peter |
109 |
|
4198 |
19 Aug 22 |
peter |
110 |
/** |
4198 |
19 Aug 22 |
peter |
The time-dependent hazard is modeled as |
4198 |
19 Aug 22 |
peter |
\f$ \lambda(t|x) = \lambda_0(t) \exp (bx) \f$ |
4198 |
19 Aug 22 |
peter |
113 |
*/ |
4198 |
19 Aug 22 |
peter |
114 |
double b(void) const; |
4198 |
19 Aug 22 |
peter |
115 |
|
4198 |
19 Aug 22 |
peter |
116 |
/** |
4198 |
19 Aug 22 |
peter |
\return b divided by standard error of b. |
4198 |
19 Aug 22 |
peter |
118 |
*/ |
4198 |
19 Aug 22 |
peter |
119 |
double z(void) const; |
4198 |
19 Aug 22 |
peter |
120 |
|
4198 |
19 Aug 22 |
peter |
121 |
/** |
4198 |
19 Aug 22 |
peter |
\brief two-sided p-value for the null-hypothesis that b is zero. |
4198 |
19 Aug 22 |
peter |
123 |
*/ |
4198 |
19 Aug 22 |
peter |
124 |
double p(void) const; |
4198 |
19 Aug 22 |
peter |
125 |
|
4198 |
19 Aug 22 |
peter |
126 |
/** |
4198 |
19 Aug 22 |
peter |
The hazard ratio is defined as \f$ exp(b) \f$, in other words, |
4198 |
19 Aug 22 |
peter |
the amount the hazard increases when the co-variate x increases |
4198 |
19 Aug 22 |
peter |
with one unit. |
4198 |
19 Aug 22 |
peter |
130 |
*/ |
4198 |
19 Aug 22 |
peter |
131 |
double hazard_ratio(void) const; |
4198 |
19 Aug 22 |
peter |
132 |
|
4198 |
19 Aug 22 |
peter |
133 |
/** |
4198 |
19 Aug 22 |
peter |
\return the lower bound of the alpha % confidence interval |
4198 |
19 Aug 22 |
peter |
135 |
*/ |
4198 |
19 Aug 22 |
peter |
136 |
double hazard_ratio_lower_CI(double alpha=0.95) const; |
4198 |
19 Aug 22 |
peter |
137 |
|
4198 |
19 Aug 22 |
peter |
138 |
/** |
4198 |
19 Aug 22 |
peter |
\return the upper bound of the alpha % confidence interval |
4198 |
19 Aug 22 |
peter |
140 |
*/ |
4198 |
19 Aug 22 |
peter |
141 |
double hazard_ratio_upper_CI(double alpha=0.95) const; |
4198 |
19 Aug 22 |
peter |
142 |
private: |
4198 |
19 Aug 22 |
peter |
143 |
class Impl; |
4198 |
19 Aug 22 |
peter |
144 |
std::unique_ptr<Impl> pimpl_; |
4198 |
19 Aug 22 |
peter |
145 |
}; |
4198 |
19 Aug 22 |
peter |
146 |
|
4198 |
19 Aug 22 |
peter |
147 |
}}} |
4198 |
19 Aug 22 |
peter |
148 |
|
4198 |
19 Aug 22 |
peter |
149 |
#endif |