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Types & classes102 in github.com/derrynknife/SurPyval

↓ 22 callersClassSurpyvalData
surpyval/utils/surpyval_data.py:12
↓ 9 callersClassParametric
Result of ``.fit()`` or ``.from_params()`` method for every parametric surpyval distribution. Instances of this class are very useful wh
surpyval/univariate/parametric/parametric.py:36
↓ 9 callersClassRecurrentEventData
surpyval/utils/recurrent_event_data.py:7
↓ 7 callersClassParallelModel
surpyval/experimental/parallel.py:7
↓ 6 callersClassSeriesModel
surpyval/experimental/series.py:6
↓ 5 callersClassMultivariateSurpyvalData
Normalise and hold row-aligned multivariate survival data. Parameters ---------- x : array-like, shape (N, D) or sequence of D length-N a
surpyval/multivariate/parametric/data.py:20
↓ 5 callersClassParametricRegressionModel
Result of ``.fit()`` or ``.from_params()`` method for parametric regression modelling. Instances of this class are very useful when a us
surpyval/univariate/regression/parametric_regression_model.py:17
↓ 4 callersClassRenewalModel
A fitted renewal / imperfect-repair recurrence model. This is the model object returned by the renewal-family fitters (``GeneralizedRene
surpyval/recurrent/renewal/renewal_model.py:5
↓ 4 callersClass_GroupBy
Pure-NumPy grouped aggregation, replacing numpy_indexed.group_by.
surpyval/univariate/regression/proportional_hazards/cox_ph.py:40
↓ 3 callersClassParametricRecurrenceModel
A class for holding the parameters, data, and usefult methods for a fitted parametric recurrence model. This is the result of the ``fit`` cal
surpyval/recurrent/parametric/parametric_recurrence.py:8
↓ 2 callersClassBernoulli_
surpyval/univariate/parametric/distributions/bernoulli.py:9
↓ 2 callersClassCopulaModel
A fitted bivariate copula glued to two univariate margins. Attributes ---------- copula : Copula The copula family. params :
surpyval/multivariate/parametric/copula/copula_model.py:10
↓ 2 callersClassGumbel_
surpyval/univariate/parametric/distributions/gumbel.py:8
↓ 2 callersClassLogNormal_
surpyval/univariate/parametric/distributions/lognormal.py:9
↓ 2 callersClassNonParametric
Result of ``.fit()`` method for every non-parametric surpyval distribution. This means that each of the methods in this class can be call
surpyval/univariate/nonparametric/nonparametric.py:22
↓ 2 callersClassNormal_
r""" Class used to generate the Normal (Gauss) class. .. code:: python from surpyval import Normal
surpyval/univariate/parametric/distributions/normal.py:8
↓ 2 callersClassProportionalIntensityModel
Model to provide methods and attributes when using a fitted proportional intensity model. Simulation reuses the shared :class:`Recurrenc
surpyval/recurrent/regression/proportional_intensity.py:8
↓ 2 callersClassTerminalNode
surpyval/experimental/forest/node.py:86
↓ 2 callersClassTrendTestResult
Result of a recurrent-event trend test (:func:`laplace` or :func:`mil_hdbk_189c`). Attributes ---------- statistic : float
surpyval/recurrent/tests.py:54
↓ 1 callersClassAFTFitter
Accelerated Failure Time fitter using exp(beta'Z) as the acceleration factor. The cumulative hazard is: H(x | Z) = H_0(exp(beta'
surpyval/univariate/regression/accelerated_failure_time/aft_fitter.py:28
↓ 1 callersClassBeta4_
r""" The four-parameter (generalised) Beta distribution. The standard :class:`Beta` distribution is supported on ``[0, 1]``. The four-par
surpyval/univariate/parametric/distributions/beta4.py:11
↓ 1 callersClassBeta_
surpyval/univariate/parametric/distributions/beta.py:10
↓ 1 callersClassBinomial_
r""" The Binomial distribution: the number of events (failures) ``k`` in a fixed number ``n`` of independent pass/fail trials, each with event
surpyval/univariate/parametric/distributions/binomial.py:9
↓ 1 callersClassClaytonCopula
Clayton copula (lower-tail dependence), ``theta > 0``.
surpyval/multivariate/parametric/copula/archimedean.py:64
↓ 1 callersClassCountingProcess
Abstract base class for parametric counting-process intensity models. A counting process ``N(t)`` counts the number of events observed up to
surpyval/recurrent/parametric/counting_process.py:6
↓ 1 callersClassCoxPH_
surpyval/univariate/regression/proportional_hazards/cox_ph.py:144
↓ 1 callersClassDualExponential_
Dual Exponential Life Model This class represents a dual exponential life model, which is used for survival analysis. Attributes
surpyval/univariate/regression/accelerated_life/dual_exponential.py:7
↓ 1 callersClassDualPower_
surpyval/univariate/regression/accelerated_life/dual_power.py:7
↓ 1 callersClassExactEventTime_
surpyval/univariate/parametric/distributions/exact_event_time.py:8
↓ 1 callersClassExpoWeibull_
surpyval/univariate/parametric/distributions/expo_weibull.py:9
↓ 1 callersClassExponentialLifeModel_
surpyval/univariate/regression/accelerated_life/exponential.py:29
↓ 1 callersClassExponential_
r""" Class used to generate the Exponential class. .. code:: python from surpyval import Exponential
surpyval/univariate/parametric/distributions/exponential.py:9
↓ 1 callersClassEyring_
surpyval/univariate/regression/accelerated_life/eyring.py:7
↓ 1 callersClassFineGray_
surpyval/univariate/competing_risks/regression/fine_gray.py:17
↓ 1 callersClassFlemingHarrington_
r""" Fleming-Harrington estimation of survival distribution. Returns a `NonParametric` object from method :code:`fit()` calculates the Non
surpyval/univariate/nonparametric/fleming_harrington.py:56
↓ 1 callersClassFrankCopula
Frank copula (symmetric, no tail dependence), ``theta != 0``.
surpyval/multivariate/parametric/copula/archimedean.py:123
↓ 1 callersClassGamma_
r""" Class used to generate the Gamma class. .. code:: python from surpyval import Gamma
surpyval/univariate/parametric/distributions/gamma.py:17
↓ 1 callersClassGaussianCopula
Gaussian copula, ``rho in (-1, 1)`` (no tail dependence).
surpyval/multivariate/parametric/copula/elliptical.py:18
↓ 1 callersClassGeneralLogLinear_
surpyval/univariate/regression/accelerated_life/general_log_linear.py:7
↓ 1 callersClassGumbelCopula
Gumbel-Hougaard copula (upper-tail dependence), ``theta >= 1``.
surpyval/multivariate/parametric/copula/archimedean.py:100
↓ 1 callersClassGumbelLEV_
surpyval/univariate/parametric/distributions/gumbel_lev.py:8
↓ 1 callersClassIndependenceCopula
The independence copula ``C(u, v) = u v`` (no parameter).
surpyval/multivariate/parametric/copula/archimedean.py:16
↓ 1 callersClassIntensityModel
Contract shared by the closed-form NHPP intensity baselines (:class:`Crow-AMSAA <surpyval.recurrent.parametric.crow_amsaa.CrowAMSAA_>`, :
surpyval/recurrent/parametric/counting_process.py:43
↓ 1 callersClassIntermediateNode
surpyval/experimental/forest/node.py:26
↓ 1 callersClassInverseExponential_
surpyval/univariate/regression/accelerated_life/exponential.py:7
↓ 1 callersClassInverseEyring_
surpyval/univariate/regression/accelerated_life/eyring.py:29
↓ 1 callersClassInversePower_
surpyval/univariate/regression/accelerated_life/power.py:7
↓ 1 callersClassKaplanMeier_
r""" Kaplan-Meier estimator class. Calculates the Non-Parametric estimate of the survival function using: .. math:: R(x) = \prod_
surpyval/univariate/nonparametric/kaplan_meier.py:39
↓ 1 callersClassLinear_
surpyval/univariate/regression/accelerated_life/linear.py:7
↓ 1 callersClassLogLogistic_
surpyval/univariate/parametric/distributions/loglogistic.py:8
↓ 1 callersClassLogRankResult
Result of a (weighted) log-rank test. Attributes ---------- statistic : float The chi-squared test statistic. dof : int
surpyval/univariate/nonparametric/logrank.py:8
↓ 1 callersClassLogistic_
surpyval/univariate/parametric/distributions/logistic.py:7
↓ 1 callersClassNHPPFitter
surpyval/recurrent/parametric/nhpp_fitter.py:12
↓ 1 callersClassNelsonAalen_
r""" Nelson-Aalen estimator class. Returns a `NonParametric` object from method :code:`fit()` Calculates the Non-Parametric estimate of th
surpyval/univariate/nonparametric/nelson_aalen.py:34
↓ 1 callersClassParameterSubstitutionFitter
surpyval/univariate/regression/accelerated_life/parameter_substitution.py:16
↓ 1 callersClassPhi
surpyval/univariate/regression/proportional_hazards/proportional_hazards_fitter.py:16
↓ 1 callersClassPowerExponential_
surpyval/univariate/regression/accelerated_life/power_exponential.py:7
↓ 1 callersClassPower_
surpyval/univariate/regression/accelerated_life/power.py:27
↓ 1 callersClassProportionalOddsFitter
Proportional Odds model fitter using exp(beta'Z) as the odds multiplier. The survival odds satisfy: O(x | Z) = O_0(x) * exp(beta'Z)
surpyval/univariate/regression/proportional_odds/proportional_odds_fitter.py:13
↓ 1 callersClassRayleigh_
surpyval/univariate/parametric/distributions/rayleigh.py:8
↓ 1 callersClassSemiParametricRegressionModel
surpyval/univariate/regression/semi_parametric_regression_model.py:14
↓ 1 callersClassTurnbull_
r""" Turnbull estimator class. Returns a `NonParametric` object from method :code:`fit()`. Calculates the Non-Parametric estimate of the survi
surpyval/univariate/nonparametric/turnbull.py:156
↓ 1 callersClassUniform_
surpyval/univariate/parametric/distributions/uniform.py:5
↓ 1 callersClassWeibull_
surpyval/univariate/parametric/distributions/weibull.py:7
↓ 1 callersClass_LogLinearPhiModel
Internal phi object: phi(Z) = exp(beta'Z).
surpyval/univariate/regression/accelerated_failure_time/aft_fitter.py:13
↓ 1 callersClass_PhiModel
surpyval/univariate/regression/proportional_odds/proportional_odds_fitter.py:186
↓ 1 callersClass_PhiModel
surpyval/univariate/regression/accelerated_failure_time/aft_fitter.py:146
ClassARA
Arithmetic Reduction of Age (ARA) imperfect-repair model of Doyen and Gaudoin (2004). Each repair removes a fraction of the accumulated
surpyval/recurrent/renewal/ara.py:57
ClassARI
Arithmetic Reduction of Intensity (ARI) imperfect-repair model of Doyen and Gaudoin (2004). Where the ARA/Kijima models reduce the *virt
surpyval/recurrent/renewal/ari.py:40
ClassAcceleratedFailureTimeFitter
surpyval/univariate/regression/accelerated_failure_time/accelerated_failure_time.py:11
ClassCauseSpecificMCF
Cause-specific Mean Cumulative Function for a recurrent process with competing event types. The model fits one ``NonParametricCounting``
surpyval/recurrent/competing_risks/nonparametric/cause_specific_mcf.py:39
ClassCompetingRiskProportionalHazard
TODO: Time-Varying Implementation TODO: Change this to SemiParametricCompetingRiskProportionalHazard ??
surpyval/univariate/competing_risks/regression/competing_risks_proportional_hazard.py:18
ClassCompetingRisks
surpyval/univariate/competing_risks/nonparametric/competing_risks.py:26
ClassCopula
Bivariate copula family. Subclasses define :meth:`cdf` (and, for speed/stability, may override the partial derivatives, dependence measures a
surpyval/multivariate/parametric/copula/copula.py:34
ClassCoxLewis
A class to represent the Cox-Lewis model for non-homogeneous Poisson processes (NHPP). This model is used in reliability analysis to predict
surpyval/recurrent/parametric/cox_lewis.py:9
ClassCrowAMSAA
A class to represent the Crow-AMSAA model for non-homogeneous Poisson processes (NHPP). This model is used in reliability analysis to predict
surpyval/recurrent/parametric/crow_amsaa.py:9
ClassCustomDistribution
Used to create a custom distribution using only the cumulative hazard function. The cumulative hazard function must be a function of x and
surpyval/univariate/parametric/distributions/custom_distribution.py:9
ClassDataFrameRegressionMixin
Mixin adding a ``fit_from_df`` method to a parametric regression fitter. The fitter must expose a ``fit(x, Z, c=None, n=None, t=None, init=N
surpyval/univariate/regression/regression_data.py:136
ClassDistribution
Root abstract base class that every surpyval model inherits from. The contract shared by all models -- parametric, nonparametric, mixtur
surpyval/distribution.py:7
ClassDuane
Represents the Duane Non-Homogeneous Poisson Process model. This class includes methods to evaluate various statistical functions of the
surpyval/recurrent/parametric/duane.py:9
ClassGeneralizedOneRenewal
A class to handle the G1 renewal process of Kaminskiy and Krivtsov, in which the jth interarrival time is the underlying lifetime distributio
surpyval/recurrent/renewal/generalized_one_renewal.py:16
ClassGeneralizedRenewal
A class to handle the generalized renewal process with different Kijima models. Since the Generalised Renewal Process does not have clos
surpyval/recurrent/renewal/generalized_renewal.py:35
ClassHPP
Represents the Homogeneous Poisson Process (HPP) model. This class includes methods to evaluate various statistical functions of the mode
surpyval/recurrent/parametric/hpp.py:16
ClassInstantlyOccurs
surpyval/univariate/parametric/__init__.py:64
ClassLifeModel
surpyval/univariate/regression/accelerated_life/lifemodel.py:6
ClassLikelihoodInferenceMixin
Likelihood-based inference for fitted recurrent-event models. The fitting routine must set ``_neg_ll`` (the negative log-likelihood in n
surpyval/recurrent/inference.py:34
ClassMixtureModel
A class for creating a Mixture Model fitter. This class implements a Mixture Model, which is a probabilistic model that combines multipl
surpyval/univariate/parametric/mixture_model.py:16
ClassMultivariateDistribution
A jointly-specified model of several correlated event-time series (the ``multivariate`` outcome-dimension axis of ``MODEL_ATLAS.md``). U
surpyval/distribution.py:71
ClassNeverOccurs
surpyval/univariate/parametric/__init__.py:46
ClassNode
The common methods between IntermediateNode and LeafNode.
surpyval/experimental/forest/node.py:14
ClassNonParametricCounting
surpyval/recurrent/nonparametric/mcf.py:13
ClassNonParametricDistribution
An empirical model produced by a nonparametric estimator (Kaplan-Meier, Nelson-Aalen, Fleming-Harrington or Turnbull). Adds random sampli
surpyval/distribution.py:60
ClassNonParametricFitter
surpyval/univariate/nonparametric/nonparametric_fitter.py:12
ClassParametricDistribution
A fully specified parametric model. In addition to the survival interface it supports random sampling and the standard statistical summar
surpyval/distribution.py:38
ClassParametricFitter
Base class for all parametric distributions. A distribution needs only ``hf`` and ``Hf`` (or ``sf``, ``ff`` and ``df``) plus a ``_parame
surpyval/univariate/parametric/parametric_fitter.py:54
ClassProportionalHazardsFitter
surpyval/univariate/regression/proportional_hazards/proportional_hazards_fitter.py:23
ClassProportionalIntensityHPP
A class representing the Proportional Intensity Homogeneous Poisson Process (HPP). The class contains methods to perform various calcula
surpyval/recurrent/regression/hpp_proportional_intensity.py:14
ClassProportionalIntensityNHPP
A class representing the Proportional Intensity Non-Homogeneous Poisson Process (NHPP). The class contains methods to perform various ca
surpyval/recurrent/regression/nhpp_proportional_intensity.py:14
ClassRandomSurvivalForest
Random Survival Forest Specs: - n_trees `Tree`'s trained, each given independently bootstrapped samples - Each tree is trained - Each
surpyval/experimental/forest/forest.py:10
ClassRecurrenceSimulationMixin
Shared simulation machinery for fitted recurrent-event models. Subclasses provide the per-event sampling logic by implementing ``_new_se
surpyval/recurrent/simulation.py:20
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