SurPyval - Survival Analysis in Python

Yet another Python survival analysis tool.

This is another pure python survival analysis tool so why was it needed? The intent of this package was to closely mimic the scipy API as close as possible with a simple .fit() method for any type of distribution (parametric or non-parametric); other survival analysis packages don't completely mimic that API. Further, there is currently (at the time of writing) no pacakage that can take an arbitrary comination of observed, censored, and truncated data. Finally, surpyval is unique in that it can be used with multiple parametric estimation methods. This allows for an analyst to determine a distribution for the parameters if another method fails. The parametric methods available are Maximum Likelihood Estimation (MLE), Probability Plotting (MPP), Mean Square Error (MSE), Method of Moments (MOM), and Maximum Product of Spacing (MPS). Surpyval can, for each type of estimator, take the following types of input data:

SurPyval also offers many different distributions for users, and because of the flexible implementation adding new distributions is easy. Further, the power of SurPyval lay in the robust parameter estimation, as such, some distributions, those that are supported on the half real line, can be offset to make a three- or four-parameter version. The currently available distributions are:

Discrete distributions: Poisson, Geometric, NegativeBinomial, DiscreteWeibull, BetaGeometric, Bernoulli and Binomial (with a number of trials per row); any continuous distribution can be discretised with Discretize. Any of them can be combined in a MixtureModel (with standard errors and Wald bounds), and custom distributions are supported.

This project spawned from a Reliaility Engineering project; due to the history of reliability engineers estimating parameters from a probability plot. SurPyval has continued this tradition to ensure that any parametric distribution can have the estimate plotted on a probability plot. These visualisations enable an analyst to get a sense of the goodness of fit of the parametric distribution with the non-parametric distribution.

The Model Landscape

SurPyval's models can be placed on a set of orthogonal axes. The table below cross-tabulates four of those axes — the time scale (continuous-time durations vs discrete-time trials), event recurrence, competing events, and covariates — against the estimation axis, and fills each cell with what can be used to implement it. The discrete-time models are single-event, not recurrent: Bernoulli is a single trial and Binomial is the sum of n such trials — neither is a recurrent-event process. A — marks a combination that is either not applicable (e.g. semiparametric estimation requires covariates) or not yet built.

Beyond these axes: the dependence between two lifetimes with copulas (surpyval.multivariate: Gaussian, Student-t, Clayton, Frank, Gumbel, Joe and AMH, with rotations, standard errors and confidence bounds), degradation and remaining useful life (DegradationAnalysis, WienerProcess, GammaProcess, DestructiveDegradation; the Wiener and gamma processes with standard errors, bounds and AIC), and surpyval.forecast, the expected failures of units in service with prediction intervals, from a univariate, regression or repairable-system model. The parametric regression models have qf, cs and quantile_cb, with Wald, likelihood-ratio and bootstrap bounds, and the semi-parametric and frailty regressions have qf. An offset model's bounds can be bootstrapped (method="bootstrap") to take in the offset's uncertainty.

Install and Quick Intro

SurPyval can be installed via pip using the PyPI repository

pip install surpyval

If you're familiar with survival analysis, and Weibull plotting, the following is a quick start.

from surpyval import Weibull
from surpyval.datasets import load_bofors_steel

# Fetch some data that comes with SurPyval
data = load_bofors_steel()

x = data['x']
n = data['n']

model = Weibull.fit(x=x, n=n, offset=True)
model.plot();

Documentation

SurPyval is well documented, and improving, at the main documentation.

Design Principles

Every model in SurPyval keeps the same rules, so what you learn about one holds for the others:

• Inputs. One data format everywhere (x, c, n, t, tl, tr). Invalid input raises a ValueError that says how to fix it. Missing values go nan in, nan out. Row order, time units and counts-versus-repeated-rows never change an answer.
• Outputs. Results keep the shape of the query. The functions of a model agree with each other (sf + ff = 1, Hf = -log(sf), ...). Probabilities stay in [0, 1] and are monotone in time. Behaviour outside the data is defined and documented.
• Estimation. A fit returns the optimum it claims, or says it could not. Every way of fitting a model (fit, fit_from_df, formulas) gives the same answer. Defaults are the statistically best standard choice and the same everywhere. Conventions follow R's survival and the other established references.
• Uncertainty. Intervals achieve their stated coverage and behave consistently across confidence levels and one- or two-sided bounds.
• Behaviour. One seed rule. Every model round-trips through JSON. Names and defaults are consistent across families. Defaults stay simple; a method for harder cases is added as an option, not a replacement. Warnings are useful and never raw numpy noise. Every public item has a runnable example.

Each principle is enforced by tests, most as properties checked against every registered model. The Design Principles page lists them in full, with the tests that check each one and the open issues where a model does not yet comply.

Development

Roadmap

The bigger ideas (distributional regression, multi-state models, multivariate copulas, ...) are in ROADMAP.md; the issues are for work that can start now.

Dependencies

pip install -r requirements_dev.txt

Testing

Run the testing suite by simply executing:

pytest

or use coverage to get a coverage report:

coverage run -m pytest  # Run pytest under coverage's watch
coverage report         # Print coverage report
coverage html           # Make a html coverage report (really useful), open htmlcov/index.html

Pre-commit

• Pip install pre-commit (it's in requirements_dev.txt anyways)
• Run pre-commit install which sets up the git hook scripts
• If you'd like, run pre-commit run --all-files to run the hooks on all files
• When you go to commit, it will only proceed after all the hooks succeed

Contact

Email derryn if you want any features or to see how SurPyval can be used for you.