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#ifndef theplu_yat_regression_detail_cox |
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#define theplu_yat_regression_detail_cox |
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// $Id$ |
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/* |
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Copyright (C) 2022 Peter Johansson |
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This file is part of the yat library, https://dev.thep.lu.se/yat |
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The yat library is free software; you can redistribute it and/or |
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modify it under the terms of the GNU General Public License as |
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published by the Free Software Foundation; either version 3 of the |
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License, or (at your option) any later version. |
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The yat library is distributed in the hope that it will be useful, |
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but WITHOUT ANY WARRANTY; without even the implied warranty of |
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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General Public License for more details. |
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You should have received a copy of the GNU General Public License |
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along with yat. If not, see <https://www.gnu.org/licenses/>. |
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*/ |
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#include <yat/utility/VectorBase.h> |
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#include <gsl/gsl_cdf.h> |
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#include <boost/math/tools/roots.hpp> |
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|
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#include <algorithm> |
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#include <memory> |
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namespace theplu { |
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namespace yat { |
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namespace regression { |
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namespace cox { |
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template<typename T> |
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struct traits |
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{ |
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typedef const T& const_reference; |
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//typedef T& reference; |
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}; |
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|
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template<> |
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struct traits<utility::Vector> |
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{ |
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typedef const utility::VectorBase& const_reference; |
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//typedef utility::VectorMutable& reference; |
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}; |
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template<typename T> |
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class Implementation |
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{ |
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public: |
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void add(typename traits<T>::const_reference x, double time, bool event) |
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{ |
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data_.resize(data_.size()+1); |
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data_.back().time = time; |
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data_.back().x = x; |
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data_.back().event = event; |
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} |
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|
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void clear(void) |
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{ |
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data_.clear(); |
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} |
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protected: |
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struct Data |
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{ |
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double time; |
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T x; |
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bool event; // false if censored |
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double theta(typename traits<T>::const_reference beta) const |
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{ return std::exp(beta * x); } |
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}; |
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std::vector<Data> data_; |
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struct TimePoint |
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{ |
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typedef typename std::vector<Data>::const_iterator iterator; |
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iterator events_begin(void) const { return begin; } |
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iterator events_end(void) const { return middle; } |
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iterator censored_begin(void) const { return middle; } |
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iterator censored_end(void) const { return end; } |
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double time(void) const {return begin->time; } |
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// number of events |
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size_t size(void) const |
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{ return events_end() - events_begin(); } |
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|
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iterator begin; |
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iterator middle; |
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iterator end; |
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}; |
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std::vector<TimePoint> times_; |
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void prepare_times(void) |
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{ |
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times_.clear(); |
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std::sort(data_.begin(), data_.end(), |
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[](const Data& lhs, const Data& rhs) { |
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if (lhs.time != rhs.time) |
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return lhs.time < rhs.time; |
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// sort events before non-events |
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return lhs.event && !rhs.event; |
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}); |
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for (auto it = data_.begin(); it!=data_.end(); ) { |
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TimePoint time; |
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time.begin = it; |
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while (it!=data_.end() && it->event && it->time == time.begin->time) |
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++it; |
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time.middle = it; |
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while (it!=data_.end() && !it->event && |
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it->time == time.begin->time) |
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++it; |
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time.end = it; |
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times_.push_back(std::move(time)); |
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} |
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} |
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}; |
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}}}} |
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#endif |