Survival parametricoptions

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ParametricOptions

What a ParametricSurvival fit may be told.

public sealed record ParametricOptions

Properties — ConfidenceLevel is the two-sided level the intervals are reported at; 0.95 by default. MaximumIterations is how many Newton steps the fit may take; 100 by default. Breakpoints are the piecewise exponential's, lifelines' breakpoints: positive, finite and strictly ascending, empty by default, and read by no other model.

Exceptions — ArgumentOutOfRangeException when ConfidenceLevel does not lie strictly inside (0, 1), or MaximumIterations is below one. ArgumentException when a breakpoint is not positive and finite, or the breakpoints do not strictly ascend. Each is thrown where the setting is set, not where the fit reads it.

Example — one breakpoint at ten months: a constant hazard before it, another after.

using Lodestar.Survival;

double[] months = [5, 8, 12, 3, 15, 9, 20, 6, 11, 14];
bool[] died = [true, true, false, true, true, true, false, true, true, false];

ParametricFit pieces = ParametricSurvival.Fit(ParametricModel.PiecewiseExponential, months, died,
    new ParametricOptions { Breakpoints = [10.0] });

string second = pieces.ParameterNames[1];   // => lambda_1_
double early = pieces.Parameters[0];        // => 16.2
double late = pieces.Parameters[1];         // => 11

Remarks — each piecewise rate is a mean time, not a hazard: lambda_0_ is the months at risk before the breakpoint over the events there, 81 over 5, so its hazard is 1 / 16.2 a month. The breakpoints split time, not subjects. An event exactly on a breakpoint takes the mean of the two pieces' hazards, as lifelines does, so it has no such closed form (#1309).

Reading Breakpoints returns a copy: the array the init validated cannot be rewritten after it (#1307).

Applies to — net10.0, netstandard2.0.

See also — ParametricSurvival.Fit, ParametricFit.

Members

Member	What it does
ParametricOptions.Equals	Value equality, the breakpoints element by element.
ParametricOptions.GetHashCode	A hash consistent with it.