。
It's because the train didn't wait for me.
Literal
Train [subject-が] me [object-を] wait [favor-くれなかった] [because-から] [copula-です].
An explanatory construction: [clause]+からです, framing the sentence as a reason. くれなかった is the past negative of くれる, the auxiliary that frames an action as a favor done for the speaker. 待ってくれなかった = 'didn't wait for me (as a favor I would have appreciated).'