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On this page

  • 1 Where it fits
  • 2 Python API
  • 3 Minimal example
  • 4 summary() contract

AndersenGill

Counting-process Cox model for recurrent events or split risk intervals

from _api_doc_utils import *

1 Where it fits

Group: Survival / event-time models

AndersenGill extends the Cox partial likelihood to counting-process style risk intervals \((s_i, t_i]\). It is the natural entry point for recurrent events, delayed entry, and time-split records with time-varying covariates.

The fitted coefficients still live on the proportional-hazards log-risk scale, so the prediction contract mirrors CoxPH: latent log hazard ratio plus relative risk.

2 Python API

Constructor: cm.AndersenGill

Use fit(x, start, stop, event). predict_lin(x) returns the log hazard ratio and predict_relative_risk(x) returns the exponentiated risk multiplier. The default predict(x) is relative risk.

print(inspect.signature(cm.AndersenGill))
cls = cm.AndersenGill
display(HTML(html_table(["Public method"], public_methods(cls))))

3 Minimal example

rng=np.random.default_rng(34)
x=rng.normal(size=(180,1)); rate=0.05*np.exp(0.6*x[:,0]); t_event=rng.exponential(1.0/rate); c=rng.exponential(18,size=180); stop=np.minimum(t_event,c); event=(t_event<=c).astype(float)
start=np.zeros_like(stop)
start_long=np.concatenate([start, stop/2]); stop_long=np.concatenate([stop/2, stop]); x_long=np.vstack([x,x]); event_long=np.concatenate([np.zeros_like(event), event])
model=cm.AndersenGill(); model.fit(x_long,start_long,stop_long,event_long)
print(model.predict_lin(x[:5]))
print(model.predict(x[:5]))

4 summary() contract

The table below is generated by fitting the live class in this repository and then inspecting summary(). Shapes are shown because most values are plain NumPy arrays or scalars.

rng=np.random.default_rng(134); x=rng.normal(size=(90,1)); rate=0.05*np.exp(0.5*x[:,0]); te=rng.exponential(1.0/rate); c=rng.exponential(15,size=90); stop=np.minimum(te,c); event=(te<=c).astype(float)
start=np.zeros_like(stop); start_long=np.concatenate([start, stop/2]); stop_long=np.concatenate([stop/2, stop]); x_long=np.vstack([x,x]); event_long=np.concatenate([np.zeros_like(event), event])
model=cm.AndersenGill(); model.fit(x_long,start_long,stop_long,event_long)
summary = model.summary()
display(HTML(html_table(["summary() key", "shape"], summary_shape_rows(summary))))