logpl: Function to compute the log partial likelihood of a Cox model

In survcomp: Performance Assessment and Comparison for Survival Analysis

Description

The function computes the log partial likelihood of a set of coefficients given some survival data.

Usage

logpl(pred, surv.time, surv.event, strata, na.rm = FALSE, verbose = FALSE)

Arguments

surv.time	vector of times to event occurrence
surv.event	vector of indicators for event occurrence
pred	linear predictors computed using the Cox model
strata	stratification variable
na.rm	TRUE if the missing values should be removed from the data, FALSE otherwise
verbose	verbosity of the function

Value

vector of two elements: logpl and event for the estimation of the log partial likelihood and the number of events, respectively

Author(s)

Benjamin Haibe-Kains

References

Cox, D. R. (1972) "Regression Models and Life Tables", Journal of the Royal Statistical Society Series B, 34, pages 187–220.

See Also

coxph, cvpl

Examples

set.seed(12345)
age <- rnorm(100, 50, 10)
stime <- rexp(100)
cens <- runif(100,.5,2)
sevent <- as.numeric(stime <= cens)
stime <- pmin(stime, cens)
dd <- data.frame("stime"=stime, "sevent"=sevent, "age"=age)
##Cox model
coxm <- coxph(Surv(stime, sevent) ~ age, data=dd)
##log partial likelihood of the null model
logpl(pred=rep(0, nrow(dd)), surv.time=stime, surv.event=sevent)
##log partial likelihood of the Cox model
logpl(pred=predict(object=coxm, newdata=dd), surv.time=stime, surv.event=sevent)
##equivalent to
coxm$loglik

Example output

Loading required package: survival
Loading required package: prodlim
    logpl     event 
-282.0714   70.0000 
    logpl     event 
-281.9534   70.0000 
[1] -282.0714 -281.9534

survcomp documentation built on Nov. 8, 2020, 4:54 p.m.