New features
- Ability to create custom parametric regression models by specifying the cumulative hazard. This enables new and extensions of AFT models.
- `percentile(p)` method added to univariate models that solves the equation `p = S(t)` for `t`
- for parametric univariate models, the `conditional_time_to_event_` is now exact instead of an approximation.
API changes
- In Cox models, the attribute `hazards_` has been renamed to `params_`. This aligns better with the other regression models, and is more clear (what is a hazard anyways?)
- In Cox models, a new `hazard_ratios_` attribute is available which is the exponentiation of `params_`.
- In Cox models, the column names in `confidence_intervals_` has changed to include the alpha value.
- In Cox models, some column names in `.summary` and `.print_summary` has changed to include the alpha value.
- In Cox models, some column names in `.summary` and `.print_summary` includes confidence intervals for the exponential of the value.
- Significant changes to internal AFT code.
- A change to how `fit_intercept` works in AFT models. Previously one could set `fit_intercept` to False and not have to set `ancillary_df` - now one must specify a DataFrame.
Bug fixes
- for parametric univariate models, the `conditional_time_to_event_` is now exact instead of an approximation.
- fixed a name error bug in `CoxTimeVaryingFitter.plot`