Add throw_on_fail setting to check_assumptions

[Pearcekieser]

Problem Statement

cph.check_assumptions can be tricky to use because it does not return something that can be used to infer the outcome of checking the assumptions (it returns axes ref)

Solution

I added an input parameter throw_on_fail where if True, when the check_assumptions fails the function will raise an error so the calling program can take appropriate action (eg discard the model results for that input / output pair).

Other solutions considered

1. I could write my own helper function using proportional_hazard_test() to do a similar check but still return the data in a way where I can detect if the assumption check failed. I figured it'd be cool to add a fix to the library instead.
2. I could update the function to return the test_results table generated by proportional_hazard_test() - this might break some expected graphing behavior if used in notebooks. I think this might be the best result bc it gives the library user the most flexibility, but its a more significant change so I'll await your input. Adding the throw_on_fail I think still makes sense even if the return is adjusted to return test_results if show_plots==False.

Testing

added unit test to verify this functionality. Ran the test + output below:

$ py.test lifelines/tests/test_estimation.py -k test_check_assumptions
======================================================== test session starts =========================================================
platform darwin -- Python 3.11.5, pytest-7.4.3, pluggy-1.3.0
rootdir: /Users/pearce/workplace/lifelines
plugins: flaky-3.7.0, cov-4.1.0, icdiff-0.8
collected 396 items / 391 deselected / 5 selected                                                                                    

lifelines/tests/test_estimation.py .....                                                                                       [100%]

================================================= 5 passed, 391 deselected in 0.67s ==================================================

(This is my first pull request, to lifelines. I did my best to follow the contributed guide. I appreciate your patience if I missed something.)

[CamDavidsonPilon]

Hi @Pearcekieser,

I really like this. My only suggestion is to change throw_on_fail to the more pythonic raise_on_fail.

Otherwise, well done! Thanks for including a test, too

[Pearcekieser]

Updated throw_on_fail to raise_on_fail

Ty, my java was showing 😅

[CamDavidsonPilon]

Thanks!