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Add Cox #8

Merged
merged 20 commits into from
Jul 2, 2024
Merged

Add Cox #8

merged 20 commits into from
Jul 2, 2024

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FJRubio67
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Add Cox

@FJRubio67
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Is it possible to indicate if a variable is a factor (categorical variable) automatically?

@lrnv
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lrnv commented Jun 14, 2024

Hum... I do not know, I will investigate.

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Test ae passing now and the interface is working. We still have to write a bit of documentation on it

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We should someday move to Optimization.jl to export as a user-tunable parameter the algorithm used to solve the numerical problem. In Cox, that would imply providing fast implementation (compliant with Optimization.jl's standard) of the nllh, but also of its gradient and eventually the hessian.

@lrnv lrnv merged commit 6fb388d into main Jul 2, 2024
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@lrnv lrnv deleted the javier/add_cox branch July 2, 2024 14:40
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2 participants