Accord.Tests.Statistics.NewtonRaphsonCoxLearningTest.RunTest C# (CSharp) Method

        public void RunTest()
        {
            // Data from: http://www.sph.emory.edu/~cdckms/CoxPH/prophaz2.html

            double[,] data =
            {
                { 50,  1, 0 },
                { 70,  2, 1 },
                { 45,  3, 0 },
                { 35,  5, 0 },
                { 62,  7, 1 },
                { 50, 11, 0 },
                { 45,  4, 0 },
                { 57,  6, 0 },
                { 32,  8, 0 },
                { 57,  9, 1 },
                { 60, 10, 1 },
            };

            var regression = new ProportionalHazards(1);

            double[][] inputs = data.GetColumn(0).ToJagged();
            double[] time = data.GetColumn(1);
            SurvivalOutcome[] output = data.GetColumn(2).To<SurvivalOutcome[]>();

            var target = new ProportionalHazardsNewtonRaphson(regression);

            double error = target.Run(inputs, time, output);

            double log = -2 * regression.GetPartialLogLikelihood(inputs, time, output);

            // Tested against http://www.sph.emory.edu/~cdckms/CoxPH/prophaz2.html
            Assert.AreEqual(0.3770, regression.Coefficients[0], 1e-4);
            Assert.IsFalse(Double.IsNaN(regression.Coefficients[0]));

            Assert.AreEqual(0.2542, regression.StandardErrors[0], 1e-4);
            Assert.IsFalse(Double.IsNaN(regression.StandardErrors[0]));


            double[] actual = new double[inputs.Length];
            for (int i = 0; i < actual.Length; i++)
                actual[i] = regression.Compute(inputs[i]);

            double[] expected = 
            {
                // Computed using R's predict(fit,type="risk")
                 0.640442743,  1206.226657448,   0.097217211,  0.002240107,
                59.081223025,     0.640442743,   0.097217211,  8.968345353,
                 0.000722814,     8.968345353,  27.794227993
            };

            for (int i = 0; i < actual.Length; i++)
            {
                Assert.AreEqual(expected[i], actual[i], 1e-3);
                Assert.IsFalse(Double.IsNaN(actual[i]));
            }
        }