turnbull: Implement CIs by likelihood ratio test

docs/turnbull.tex

@@ -49,7 +49,11 @@
 	%
 	The sum of all $\nablasub{\hat{\symbf{F}}} \mathcal{L}_i$ yields the Hessian of the log-likelihood $\nablasub{\hat{\symbf{F}}} \mathcal{L}$.
 	
-	The covariance matrix of $\hat{\symbf{F}}$ is given by the inverse of $-\nablasub{\hat{\symbf{F}}} \mathcal{L}$. The standard errors for each of $\hat{\symbf{F}}$ are the square roots of the diagonal elements of the covariance matrix, as required. Alternatively, when \textit{--se-method oim-drop-zeros} is passed, columns/rows of $\nablasub{\hat{\symbf{F}}} \mathcal{L}$ corresponding with intervals where $\hat{s}_i = 0$ are dropped before the matrix is inverted, which enables greater numerical stability but whose theoretical justification is not well explored [3].
+	The covariance matrix of $\hat{\symbf{F}}$ is given by the inverse of $-\nablasub{\hat{\symbf{F}}} \mathcal{L}$. The standard errors for each of $\hat{\symbf{F}}$ are the square roots of the diagonal elements of the covariance matrix, as required.
+	
+	Alternatively, when \textit{--se-method oim-drop-zeros} is passed, columns/rows of $\nablasub{\hat{\symbf{F}}} \mathcal{L}$ corresponding with intervals where $\hat{s}_i = 0$ are dropped before the matrix is inverted, which enables greater numerical stability but whose theoretical justification is not well explored [3].
+	
+	In the further alternative, when \textit{--se-method likelihood-ratio} is passed, confidence intervals for $\hat{\symbf{F}}$ are computed by inverting a likelihood ratio test at each point, as described by Goodall, Dunn \& Babiker~[3].
 	
 	{\vspace{0.5cm}\scshape\centering References\par}
 	%{\pagebreak\scshape\centering References\par}

src/turnbull.rs

@@ -15,13 +15,14 @@
 // along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
 const Z_97_5: f64 = 1.959964;  // This is the limit of resolution for an f64
+const CHI2_1DF_95: f64 = 3.8414588;
 
 use core::mem::MaybeUninit;
 use std::io;
 
 use clap::{Args, ValueEnum};
 use csv::{Reader, StringRecord};
-use indicatif::{ProgressBar, ProgressDrawTarget, ProgressStyle};
+use indicatif::{ParallelProgressIterator, ProgressBar, ProgressDrawTarget, ProgressStyle};
 use nalgebra::{Const, DMatrix, DVector, Dyn, MatrixXx2};
 use prettytable::{Table, format, row};
 use rayon::prelude::*;
@@ -67,6 +68,7 @@ enum OutputFormat {
 pub enum SEMethod {
 	OIM,
 	OIMDropZeros,
+	LikelihoodRatio,
 }
 
 pub fn main(args: TurnbullArgs) {
@@ -91,18 +93,37 @@ pub fn main(args: TurnbullArgs) {
 				.build();
 			summary.set_format(format);
 			
-			summary.set_titles(row!["Time", c->"Surv. Prob.", c->"Std Err.", H2c->"(95% CI)"]);
+			if let Some(survival_prob_se) = &result.survival_prob_se {
-			summary.add_row(row![r->"0.000", r->"1.00000", "", "", ""]);
+				// Standard errors available
-			for (i, prob) in result.survival_prob.iter().enumerate() {
+				summary.set_titles(row!["Time", c->"Surv. Prob.", c->"Std Err.", H2c->"(95% CI)"]);
-				summary.add_row(row![
+				summary.add_row(row![r->"0.000", r->"1.00000", "", "", ""]);
-					r->format!("{:.3}", result.failure_intervals[i].1),
+				for (i, prob) in result.survival_prob.iter().enumerate() {
-					r->format!("{:.5}", prob),
+					summary.add_row(row![
-					r->format!("{:.5}", result.survival_prob_se[i]),
+						r->format!("{:.3}", result.failure_intervals[i].1),
-					r->format!("({:.5},", prob - Z_97_5 * result.survival_prob_se[i]),
+						r->format!("{:.5}", prob),
-					format!("{:.5})", prob + Z_97_5 * result.survival_prob_se[i]),
+						r->format!("{:.5}", survival_prob_se[i]),
-				]);
+						r->format!("({:.5},", prob - Z_97_5 * survival_prob_se[i]),
+						format!("{:.5})", prob + Z_97_5 * survival_prob_se[i]),
+					]);
+				}
+				summary.add_row(row![r->format!("{:.3}", result.failure_intervals.last().unwrap().1), r->"0.00000", "", "", ""]);
+			} else {
+				// No standard errors, just print CIs
+				let survival_prob_ci = result.survival_prob_ci.as_ref().unwrap();
+				
+				summary.set_titles(row!["Time", c->"Surv. Prob.", H2c->"(95% CI)"]);
+				summary.add_row(row![r->"0.000", r->"1.00000", "", ""]);
+				for (i, prob) in result.survival_prob.iter().enumerate() {
+					summary.add_row(row![
+						r->format!("{:.3}", result.failure_intervals[i].1),
+						r->format!("{:.5}", prob),
+						r->format!("({:.5},", survival_prob_ci[i].0),
+						format!("{:.5})", survival_prob_ci[i].1),
+					]);
+				}
+				summary.add_row(row![r->format!("{:.3}", result.failure_intervals.last().unwrap().1), r->"0.00000", "", ""]);
 			}
-			summary.add_row(row![r->format!("{:.3}", result.failure_intervals.last().unwrap().1), r->"0.00000", "", "", ""]);
+			
 			summary.printstd();
 		}
 		OutputFormat::Json => {
@@ -170,6 +191,12 @@ impl TurnbullData {
 	}
 }
 
+/// Constrains the survival probability at a particular time s[time_index] == survival_prob
+struct Constraint {
+	time_index: usize,
+	survival_prob: f64,
+}
+
 pub fn fit_turnbull(data_times: MatrixXx2<f64>, progress_bar: ProgressBar, max_iterations: u32, ll_tolerance: f64, se_method: SEMethod, zero_tolerance: f64) -> TurnbullResult {
 	// ----------------------
 	// Prepare for regression
@@ -195,7 +222,7 @@ pub fn fit_turnbull(data_times: MatrixXx2<f64>, progress_bar: ProgressBar, max_i
 	// Faster to repeatedly index Vec than DVector, and we don't do any matrix arithmetic, so represent this as Vec
 	let p = vec![1.0 / intervals.len() as f64; intervals.len()];
 	
-	let mut data = TurnbullData {
+	let data = TurnbullData {
 		data_time_interval_indexes: data_time_interval_indexes,
 		intervals: intervals,
 	};
@@ -208,7 +235,7 @@ pub fn fit_turnbull(data_times: MatrixXx2<f64>, progress_bar: ProgressBar, max_i
 	progress_bar.reset();
 	progress_bar.println("Running EM-ICM algorithm to fit Turnbull estimator");
 	
-	let (p, ll) = fit_turnbull_estimator(&mut data, progress_bar.clone(), max_iterations, ll_tolerance, p);
+	let (p, ll) = fit_turnbull_estimator(&data, progress_bar.clone(), max_iterations, ll_tolerance, p, None);
 	
 	// Get survival probabilities (1 - cumulative failure probability), excluding at t=0 (prob=1) and t=inf (prob=0)
 	let mut survival_prob: Vec<f64> = Vec::with_capacity(data.num_intervals() - 1);
@@ -221,42 +248,31 @@ pub fn fit_turnbull(data_times: MatrixXx2<f64>, progress_bar: ProgressBar, max_i
 	// --------------------------------------------------
 	// Compute standard errors for survival probabilities
 	
-	let hessian = compute_hessian(&data, &p);
+	let mut survival_prob_se = None;
-	
+	let mut survival_prob_ci = None;
-	let mut survival_prob_se: DVector<f64>;
 	
 	match se_method {
 		SEMethod::OIM => {
-			// Compute covariance matrix as inverse of negative Hessian
+			survival_prob_se = Some(survival_prob_oim_se(&data, &p, zero_tolerance, false));
-			let vcov = -hessian.try_inverse().expect("Matrix not invertible");
-			survival_prob_se = vcov.diagonal().apply_into(|x| { *x = x.sqrt(); });
 		}
 		SEMethod::OIMDropZeros => {
-			// Drop rows/columns of Hessian corresponding to intervals with zero failure probability
+			survival_prob_se = Some(survival_prob_oim_se(&data, &p, zero_tolerance, true));
-			let nonzero_intervals: Vec<usize> = (0..(data.num_intervals() - 1)).filter(|i| p[*i] > zero_tolerance).collect();
+		}
+		SEMethod::LikelihoodRatio => {
+			let s = p_to_s(&p);
+			let oim_se = survival_prob_oim_se(&data, &p, zero_tolerance, true);
 			
-			let mut hessian_nonzero: DMatrix<f64> = DMatrix::zeros(nonzero_intervals.len(), nonzero_intervals.len());
+			progress_bar.set_style(ProgressStyle::with_template("[{elapsed_precise}] {bar:40} CI {pos}/{len}").unwrap());
-			for (nonzero_index1, orig_index1) in nonzero_intervals.iter().enumerate() {
+			progress_bar.set_length(data.num_intervals() as u64 - 1);
-				hessian_nonzero[(nonzero_index1, nonzero_index1)] = hessian[(*orig_index1, *orig_index1)];
+			progress_bar.reset();
-				for (nonzero_index2, orig_index2) in nonzero_intervals.iter().enumerate().take(nonzero_index1) {
+			progress_bar.println("Computing confidence intervals by likelihood ratio test");
-					hessian_nonzero[(nonzero_index1, nonzero_index2)] = hessian[(*orig_index1, *orig_index2)];
-					hessian_nonzero[(nonzero_index2, nonzero_index1)] = hessian[(*orig_index2, *orig_index1)];
-				}
-			}
 			
-			let vcov = -hessian_nonzero.try_inverse().expect("Matrix not invertible");
+			let confidence_intervals = (1..data.num_intervals()).into_par_iter()
-			let survival_prob_se_nonzero = vcov.diagonal().apply_into(|x| { *x = x.sqrt(); });
+				.map(|j| survival_prob_likelihood_ratio_ci(&data, ProgressBar::hidden(), max_iterations, ll_tolerance, &p, ll, &s, &oim_se, j))
+				.progress_with(progress_bar.clone())
+				.collect();
 			
-			survival_prob_se = DVector::zeros(data.num_intervals() - 1);
+			survival_prob_ci = Some(confidence_intervals);
-			let mut nonzero_index = 0;
-			for orig_index in 0..(data.num_intervals() - 1) {
-				if nonzero_intervals.contains(&orig_index) {
-					survival_prob_se[orig_index] = survival_prob_se_nonzero[nonzero_index];
-					nonzero_index += 1;
-				} else {
-					survival_prob_se[orig_index] = survival_prob_se[orig_index - 1];
-				}
-			}
 		}
 	}
 	
@@ -264,7 +280,8 @@ pub fn fit_turnbull(data_times: MatrixXx2<f64>, progress_bar: ProgressBar, max_i
 		failure_intervals: data.intervals,
 		failure_prob: p,
 		survival_prob: survival_prob,
-		survival_prob_se: survival_prob_se.data.as_vec().clone(),
+		survival_prob_se: survival_prob_se,
+		survival_prob_ci: survival_prob_ci,
 		ll_model: ll,
 	};
 }
@@ -286,7 +303,7 @@ fn get_turnbull_intervals(data_times: &MatrixXx2<f64>) -> Vec<(f64, f64)> {
 	return intervals;
 }
 
-fn fit_turnbull_estimator(data: &mut TurnbullData, progress_bar: ProgressBar, max_iterations: u32, ll_tolerance: f64, mut p: Vec<f64>) -> (Vec<f64>, f64) {
+fn fit_turnbull_estimator(data: &TurnbullData, progress_bar: ProgressBar, max_iterations: u32, ll_tolerance: f64, mut p: Vec<f64>, constraint: Option<Constraint>) -> (Vec<f64>, f64) {
 	// Pre-compute S, the survival probability at the start of each interval
 	let mut s = p_to_s(&p);
 	
@@ -299,7 +316,7 @@ fn fit_turnbull_estimator(data: &mut TurnbullData, progress_bar: ProgressBar, ma
 		// -------
 		// EM step
 		
-		let p_after_em = do_em_step(data, &p, &s);
+		let p_after_em = do_em_step(data, &p, &s, &constraint);
 		let s_after_em = p_to_s(&p_after_em);
 		
 		let likelihood_obs_after_em = get_likelihood_obs(data, &s_after_em);
@@ -311,7 +328,7 @@ fn fit_turnbull_estimator(data: &mut TurnbullData, progress_bar: ProgressBar, ma
 		// --------
 		// ICM step
 		
-		let (p_new, s_new, ll_model_new) = do_icm_step(data, &p, &s, ll_tolerance, ll_model_after_em);
+		let (p_new, s_new, ll_model_new) = do_icm_step(data, &p, &s, ll_tolerance, &constraint, ll_model_after_em);
 		
 		let ll_change = ll_model_new - ll_model;
 		let converged = ll_change <= ll_tolerance;
@@ -369,7 +386,7 @@ fn get_likelihood_obs(data: &TurnbullData, s: &Vec<f64>) -> Vec<f64> {
 		.collect();  // TODO: Return iterator directly
 }
 
-fn do_em_step(data: &TurnbullData, p: &Vec<f64>, s: &Vec<f64>) -> Vec<f64> {
+fn do_em_step(data: &TurnbullData, p: &Vec<f64>, s: &Vec<f64>, constraint: &Option<Constraint>) -> Vec<f64> {
 	// Compute contributions to m
 	let mut m_contrib = vec![0.0; data.num_intervals()];
 	for (idx_left, idx_right) in data.data_time_interval_indexes.iter() {
@@ -395,12 +412,20 @@ fn do_em_step(data: &TurnbullData, p: &Vec<f64>, s: &Vec<f64>) -> Vec<f64> {
 	
 	// Update p
 	// p := p * m
-	let p_new = p.par_iter().zip(m.into_par_iter()).map(|(p_j, m_j)| p_j * m_j).collect();
+	let mut p_new: Vec<f64> = p.par_iter().zip(m.into_par_iter()).map(|(p_j, m_j)| p_j * m_j).collect();
+	
+	// Constrain if required
+	if let Some(c) = &constraint {
+		let cur_fail_prob: f64 = p_new[0..c.time_index].iter().copied().sum();
+		// Not sure why borrow checker thinks there is an unused borrow here...
+		let _ = &mut p_new[0..c.time_index].iter_mut().for_each(|x| *x *= (1.0 - c.survival_prob) / cur_fail_prob);  // Desired failure probability over current failure probability
+		let _ = &mut p_new[c.time_index..].iter_mut().for_each(|x| *x *= c.survival_prob / (1.0 - cur_fail_prob));
+	}
 	
 	return p_new;
 }
 
-fn do_icm_step(data: &TurnbullData, p: &Vec<f64>, s: &Vec<f64>, ll_tolerance: f64, ll_model: f64) -> (Vec<f64>, Vec<f64>, f64) {
+fn do_icm_step(data: &TurnbullData, p: &Vec<f64>, s: &Vec<f64>, ll_tolerance: f64, constraint: &Option<Constraint>, ll_model: f64) -> (Vec<f64>, Vec<f64>, f64) {
 	// Compute Λ, the cumulative hazard
 	// Since Λ = -inf when survival is 1, and Λ = inf when survival is 0, these are omitted
 	// The entry at lambda[j] corresponds to the survival immediately before time point j + 1
@@ -474,6 +499,17 @@ fn do_icm_step(data: &TurnbullData, p: &Vec<f64>, s: &Vec<f64>, ll_tolerance: f6
 		ll_model_new = likelihood_obs_new.iter().map(|l| l.ln()).sum();
 		
 		if ll_model_new > ll_model {
+			// Constrain if required
+			if let Some(c) = constraint {
+				let cur_survival_prob = s_new[c.time_index];
+				let _ = &mut p_new[0..c.time_index].iter_mut().for_each(|x| *x *= (1.0 - c.survival_prob) / (1.0 - cur_survival_prob));  // Desired failure probability over current failure probability
+				let _ = &mut p_new[c.time_index..].iter_mut().for_each(|x| *x *= c.survival_prob / cur_survival_prob);
+				
+				s_new = p_to_s(&p_new);
+				let likelihood_obs_new = get_likelihood_obs(data, &s_new);
+				ll_model_new = likelihood_obs_new.iter().map(|l| l.ln()).sum();
+			}
+			
 			return (p_new, s_new, ll_model_new);
 		}
 		
@@ -491,6 +527,44 @@ fn do_icm_step(data: &TurnbullData, p: &Vec<f64>, s: &Vec<f64>, ll_tolerance: f6
 	}
 }
 
+fn survival_prob_oim_se(data: &TurnbullData, p: &Vec<f64>, zero_tolerance: f64, drop_zeros: bool) -> Vec<f64> {
+	let hessian = compute_hessian(&data, &p);
+	
+	if drop_zeros {
+		// Drop rows/columns of Hessian corresponding to intervals with zero failure probability
+		let nonzero_intervals: Vec<usize> = (0..(data.num_intervals() - 1)).filter(|i| p[*i] > zero_tolerance).collect();
+		
+		let mut hessian_nonzero: DMatrix<f64> = DMatrix::zeros(nonzero_intervals.len(), nonzero_intervals.len());
+		for (nonzero_index1, orig_index1) in nonzero_intervals.iter().enumerate() {
+			hessian_nonzero[(nonzero_index1, nonzero_index1)] = hessian[(*orig_index1, *orig_index1)];
+			for (nonzero_index2, orig_index2) in nonzero_intervals.iter().enumerate().take(nonzero_index1) {
+				hessian_nonzero[(nonzero_index1, nonzero_index2)] = hessian[(*orig_index1, *orig_index2)];
+				hessian_nonzero[(nonzero_index2, nonzero_index1)] = hessian[(*orig_index2, *orig_index1)];
+			}
+		}
+		
+		let vcov = -hessian_nonzero.try_inverse().expect("Matrix not invertible");
+		let survival_prob_se_nonzero = vcov.diagonal().apply_into(|x| { *x = x.sqrt(); });
+		
+		let mut se = vec![0.0; data.num_intervals() - 1];
+		let mut nonzero_index = 0;
+		for orig_index in 0..(data.num_intervals() - 1) {
+			if nonzero_intervals.contains(&orig_index) {
+				se[orig_index] = survival_prob_se_nonzero[nonzero_index];
+				nonzero_index += 1;
+			} else {
+				se[orig_index] = se[orig_index - 1];
+			}
+		}
+		return se;
+	} else {
+		// Compute covariance matrix as inverse of negative Hessian
+		let vcov = -hessian.try_inverse().expect("Matrix not invertible");
+		let se = vcov.diagonal().apply_into(|x| { *x = x.sqrt(); });
+		return se.data.as_vec().clone();
+	}
+}
+
 fn compute_hessian(data: &TurnbullData, p: &Vec<f64>) -> DMatrix<f64> {
 	let mut hessian: DMatrix<f64> = DMatrix::zeros(data.num_intervals() - 1, data.num_intervals() - 1);
 	
@@ -539,11 +613,96 @@ fn compute_hessian(data: &TurnbullData, p: &Vec<f64>) -> DMatrix<f64> {
 	return hessian;
 }
 
+fn survival_prob_likelihood_ratio_ci(data: &TurnbullData, progress_bar: ProgressBar, max_iterations: u32, ll_tolerance: f64, p: &Vec<f64>, ll_model: f64, s: &Vec<f64>, oim_se: &Vec<f64>, time_index: usize) -> (f64, f64) {
+	// Compute lower confidence limit
+	let mut ci_bound_lower = 0.0;
+	let mut ci_bound_upper = s[time_index];
+	let mut ci_estimate = s[time_index] - Z_97_5 * oim_se[time_index - 1];
+	if ci_estimate < 0.0 {
+		ci_estimate = (ci_bound_lower + ci_bound_upper) / 2.0;
+	}
+	
+	let mut iteration = 1;
+	loop {
+		// Get starting guess, constrained at time_index
+		let mut p_test = p.clone();
+		let cur_survival_prob = s[time_index];
+		let _ = &mut p_test[0..time_index].iter_mut().for_each(|x| *x *= (1.0 - ci_estimate) / (1.0 - cur_survival_prob));  // Desired failure probability over current failure probability
+		let _ = &mut p_test[time_index..].iter_mut().for_each(|x| *x *= ci_estimate / cur_survival_prob);
+		
+		let (_p, ll_test) = fit_turnbull_estimator(data, progress_bar.clone(), max_iterations, ll_tolerance, p_test, Some(Constraint { time_index: time_index, survival_prob: ci_estimate }));
+		let lr_statistic = 2.0 * (ll_model - ll_test);
+		
+		if (lr_statistic - CHI2_1DF_95).abs() < ll_tolerance {
+			// Converged!
+			break;
+		} else if lr_statistic > CHI2_1DF_95 {
+			// CI is too wide
+			ci_bound_lower = ci_estimate;
+		} else {
+			// CI is too narrow
+			ci_bound_upper = ci_estimate;
+		}
+		
+		ci_estimate = (ci_bound_lower + ci_bound_upper) / 2.0;
+		
+		iteration += 1;
+		if iteration > max_iterations {
+			panic!("Exceeded --max-iterations");
+		}
+	}
+	
+	let ci_lower = ci_estimate;
+	
+	// Compute upper confidence limit
+	ci_bound_lower = s[time_index];
+	ci_bound_upper = 1.0;
+	ci_estimate = s[time_index] + Z_97_5 * oim_se[time_index - 1];
+	if ci_estimate > 1.0 {
+		ci_estimate = (ci_bound_lower + ci_bound_upper) / 2.0;
+	}
+	
+	let mut iteration = 1;
+	loop {
+		// Get starting guess, constrained at time_index
+		let mut p_test = p.clone();
+		let cur_survival_prob = s[time_index];
+		let _ = &mut p_test[0..time_index].iter_mut().for_each(|x| *x *= (1.0 - ci_estimate) / (1.0 - cur_survival_prob));  // Desired failure probability over current failure probability
+		let _ = &mut p_test[time_index..].iter_mut().for_each(|x| *x *= ci_estimate / cur_survival_prob);
+		
+		let (_p, ll_test) = fit_turnbull_estimator(data, progress_bar.clone(), max_iterations, ll_tolerance, p_test, Some(Constraint { time_index: time_index, survival_prob: ci_estimate }));
+		let lr_statistic = 2.0 * (ll_model - ll_test);
+		
+		if (lr_statistic - CHI2_1DF_95).abs() < ll_tolerance {
+			// Converged!
+			break;
+		} else if lr_statistic > CHI2_1DF_95 {
+			// CI is too wide
+			ci_bound_upper = ci_estimate;
+		} else {
+			// CI is too narrow
+			ci_bound_lower = ci_estimate;
+		}
+		
+		ci_estimate = (ci_bound_lower + ci_bound_upper) / 2.0;
+		
+		iteration += 1;
+		if iteration > max_iterations {
+			panic!("Exceeded --max-iterations");
+		}
+	}
+	
+	let ci_upper = ci_estimate;
+	
+	return (ci_lower, ci_upper);
+}
+
 #[derive(Serialize, Deserialize)]
 pub struct TurnbullResult {
 	pub failure_intervals: Vec<(f64, f64)>,
 	pub failure_prob: Vec<f64>,
 	pub survival_prob: Vec<f64>,
-	pub survival_prob_se: Vec<f64>,
+	pub survival_prob_se: Option<Vec<f64>>,
+	pub survival_prob_ci: Option<Vec<(f64, f64)>>,
 	pub ll_model: f64,
 }

tests/turnbull.rs

@@ -54,13 +54,14 @@ fn test_turnbull_minitab() {
 	assert!(abs_diff(result.survival_prob[5], 0.431840) < 0.000001);
 	assert!(abs_diff(result.survival_prob[6], 0.200191) < 0.000001);
 	
-	assert!(abs_diff(result.survival_prob_se[0], 0.0016488) < 0.0000001);
+	let survival_prob_se = result.survival_prob_se.as_ref().unwrap();
-	assert!(abs_diff(result.survival_prob_se[1], 0.0035430) < 0.0000001);
+	assert!(abs_diff(survival_prob_se[0], 0.0016488) < 0.0000001);
-	assert!(abs_diff(result.survival_prob_se[2], 0.0064517) < 0.0000001);
+	assert!(abs_diff(survival_prob_se[1], 0.0035430) < 0.0000001);
-	assert!(abs_diff(result.survival_prob_se[3], 0.0109856) < 0.0000001);
+	assert!(abs_diff(survival_prob_se[2], 0.0064517) < 0.0000001);
-	assert!(abs_diff(result.survival_prob_se[4], 0.0143949) < 0.0000001);
+	assert!(abs_diff(survival_prob_se[3], 0.0109856) < 0.0000001);
-	assert!(abs_diff(result.survival_prob_se[5], 0.0152936) < 0.0000001);
+	assert!(abs_diff(survival_prob_se[4], 0.0143949) < 0.0000001);
-	assert!(abs_diff(result.survival_prob_se[6], 0.0123546) < 0.0000001);
+	assert!(abs_diff(survival_prob_se[5], 0.0152936) < 0.0000001);
+	assert!(abs_diff(survival_prob_se[6], 0.0123546) < 0.0000001);
 }
 
 fn abs_diff(a: f64, b: f64) -> f64 {