I Battle Depression and Anxiety

Even Part Hospitalization Didn't Work...... A few weeks ago, my depression, anxiety, and suicidal ideation got to be too much. I had tried cutting twice, though didn't feel much from it. One night it all became too much and I told my mom everything I was feeling and she immediately got in touch with my psychiatrist and he recommended I do part hospitalization treatment.
After I got accepted, I started on Monday. It was extremely difficult staying there because I hadn't gone to school in weeks due to my anxiety, and I hated being away from home.
After the first week, however, things were looking up. My thoughts weren't as depressing and I really liked the kids in my group. I finally found people I could relate to and didn't feel so different, alone.
Yesterday, Monday, was fine. It was the first day I didn't want to leave at all.
But today, I had an anxiety attack and left, thus being discharged from the program. The worst part is I don't know if I couldn't stay, but more like I didn't want to stay.
Now all the thoughts are back and I just want to give up; to die. I realize this is my fault and I feel horrible.
I don't want my family to have to deal with the pain of my suicide, but I don't want to continue living like this. I'm so stuck; sometimes I wish i was never born.