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CoxOptions

What a CoxProportionalHazards fit may be told.

public sealed record CoxOptions

Properties — ConfidenceLevel is the two-sided level the intervals are reported at; 0.95 by default. MaximumIterations is how many Newton-Raphson iterations are allowed; 100 by default.

Exceptions — ArgumentOutOfRangeException when ConfidenceLevel does not lie strictly inside (0, 1), or when MaximumIterations is below one. Each is thrown where the setting is set, not where the fit reads it.

Example — a narrower level moves both ends inward without moving the estimate.

using Lodestar.Survival;

double[] design = [1.0, 0.0, 2.0, 1.0, 1.5, 0.0, 3.0, 1.0, 2.5, 0.0,
                   0.5, 1.0, 2.0, 0.0, 1.0, 1.0, 3.5, 0.0, 0.5, 1.0];
double[] months = [12, 5, 20, 3, 15, 9, 8, 14, 2, 18];
bool[] died = [true, true, false, true, true, true, true, false, true, true];

CoxSummary ninetyFive = CoxProportionalHazards.Fit(design, months, died, 2);
CoxSummary ninety = CoxProportionalHazards.Fit(
    design, months, died, 2, new CoxOptions { ConfidenceLevel = 0.9 });

double wide = ninetyFive.ConfidenceLower[0];  // => 0.16213876109…
double narrow = ninety.ConfidenceLower[0];    // => 0.36168950449…

Remarks — there is no intercept and no penalizer. The baseline hazard absorbs what an intercept would carry, so a column of ones is collinear with it and is refused. The reference's penalizer defaults to zero, and a penalised fit is a different estimate with its own corpus.

Applies to — net10.0, netstandard2.0.

See also — CoxProportionalHazards.Fit, CoxSummary.