Add maxiter, tolerance parameters to IntervalCensoredCox

docs/regress.rst

@@ -14,6 +14,8 @@ Functions
 Regression models
 ----------------------------
 
+.. autoclass:: yli.IntervalCensoredCox
+
 .. autoclass:: yli.Logit
 
 .. autoclass:: yli.OrdinalLogit

yli/regress.py

@@ -102,7 +102,7 @@ def regress(
 	*,
 	nan_policy='warn',
 	exposure=None,
-	method=None, maxiter=None, start_params=None,
+	method=None, maxiter=None, start_params=None, tolerance=None,
 	reduced=None,
 	bool_baselevels=False, exp=None
 ):
@@ -124,6 +124,7 @@ def regress(
 	:param method: See statsmodels *model.fit*
 	:param maxiter: See statsmodels *model.fit*
 	:param start_params: See statsmodels *model.fit*
+	:param tolerance: See statsmodels *model.fit*
 	:param reduced: See :meth:`yli.IntervalCensoredCox`
 	:param bool_baselevels: Show reference categories for boolean independent variables even if reference category is *False*
 	:type bool_baselevels: bool
@@ -151,6 +152,8 @@ def regress(
 		fit_kwargs['maxiter'] = maxiter
 	if start_params is not None:
 		fit_kwargs['start_params'] = start_params
+	if tolerance is not None:
+		fit_kwargs['tolerance'] = tolerance
 	if reduced is not None:
 		fit_kwargs['reduced'] = reduced
 	
@@ -693,7 +696,7 @@ class IntervalCensoredCox(RegressionModel):
 		self.lambda_ = None
 	
 	@classmethod
-	def fit(cls, data_dep, data_ind, *, reduced=False):
+	def fit(cls, data_dep, data_ind, *, reduced=False, maxiter=None, tolerance=None):
 		if len(data_dep.columns) != 2:
 			raise ValueError('IntervalCensoredCox requires left and right times')
 		
@@ -711,6 +714,12 @@ class IntervalCensoredCox(RegressionModel):
 		intcox_args = [config.hpstat_path, 'intcox', '-', '--output', 'json']
 		if reduced:
 			intcox_args.append('--reduced')
+		if maxiter:
+			intcox_args.append('--max-iterations')
+			intcox_args.append(str(maxiter))
+		if tolerance:
+			intcox_args.append('--param-tolerance')
+			intcox_args.append(str(tolerance))
 		
 		# Export data to CSV
 		csv_buf = io.StringIO()