simLexis: Simulate a Lexis object representing follow-up in a...
In Epi: Statistical Analysis in Epidemiology
simLexis R Documentation
Simulate a Lexis object representing follow-up in a multistate
model.
Description
Based on a (pre-)Lexis object representing persons
at given states and times, and full specification of transition
intensities between states in the form of models for the transition
rates, this function simulates transition times and -types for persons
and returns a Lexis object representing the simulated
cohort. The simulation scheme accommodates multiple timescales,
including time since entry into an intermediate state, and accepts
fitted Poisson models, Cox-models or just a function as specification
of rates.
Usage
simLexis( Tr, init,
N = 1,
lex.id,
t.range = 20,
n.int = 101,
time.pts = seq(0,t.range,length.out=n.int) )
nState( obj, at, from, time.scale = 1 )
pState( nSt, perm = 1:ncol(nSt) )
## S3 method for class 'pState'
plot( x,
col = rainbow(ncol(x)),
border = "transparent",
xlab = "Time",
ylim = 0:1,
ylab = "Probability", ... )
## S3 method for class 'pState'
lines( x,
col = rainbow(ncol(x)),
border = "transparent", ... )
Arguments
Tr
A named list of named lists. The names of the list are names
of the transient states in the model. Each list element is again a
named list. The names of the elements of this inner list are the
names of the states reachable from the state with name equal to the
list. Elements of the intter lists represent transitions. See details.
init
A (pre-)Lexis object representing the initial
state of the persons whose trajectories through the multiple states
we want to simulate. Must have attributes "time.scales" and "time.since" — see
details. Duplicate values of lex.id are not sensible and not
accepted.
N
Numeric. How many persons should be simulated. N
persons with covariate configuration of each row in init
will be simulated. Either a scalar or a vector of length nrow(init).
lex.id
Vector of ids of the simulated persons. Useful when
simulating in chunks.
t.range
Numerical scalar. The range of time over which to
compute the cumulative rates when simulating. Simulted times
beyond this will result in an obervation censored at t.range
after entry.
n.int
Number of intervals to use when computing (cumulative) rates.
time.pts
Numerical vector of times since start. Cumulative
rates for transitions are computed at these times after stater and
entry state. Simulation is only done till time max(time.pts)
after start, where persons are censored. Must start with 0.
obj
A Lexis object.
from
The point on the time scale time.scale from which
we start counting.
time.scale
The timescale to which from refer.
at
Time points (after from) where the number of persons
in each state is to be computed.
nSt
A table obtained by nState.
perm
A permutation of columns used before cumulating row-wise
and taking percentages.
x
An object of class pState, e.g. created by pState.
col
Colors for filling the areas between curves.
border
Colors for outline of the areas between curves.
xlab
Label on x-axis
ylim
Limits on y-axis
ylab
Label on y-axis
...
Further arguments passed on to plot.
Details
The simulation command simLexis is not defined as a
method for Lexis objects, because the input is not a
Lexis object, the Lexis-like object is merely
representing a prevalent population and a specification of which
variables that are timescales. The variables lex.dur and
lex.Xst are ignored (and overwritten) if present. The core
input is the list Tr giving the transitions.
The components of Tr represents the transition intensities
between states. The transition from state A to B, say,
is assumed stored in Tr$A$B. Thus names of the elements of
Tr are names of transient states, and the names of the elements
of each these are the names of states reachable from the corresponding
transient state.
The transition intensities are assumed modelled by either a glm with
Poisson family or a Cox-model. In both cases the timescale(s) in the
model must be using the names fo the timescales in a Lexis object
representng the follow-up in a cohort, and the risk time must be taken
from the variable lex.dur — see the example.
Alternatively, an element in Tr could be a function
that from a data frame produces transition rates, or specifically
cumulative transition rates over intervals of length lex.dur.
The pre-Lexis object init must contain values of all
variables used in any of the objects in Tr, as well as all
timescales - even those not used in the models. Moreover, the
attributes time.scales and time.since must be
present. The attribute time.since is a character vector of the
same length as time.scales and an element has value "A"
if the corresponding time scale is defined as
"time since entry into state A", otherwise the value is
"". If not present it will be set to a vector of ""s,
which is only OK if no time scales are defined as time since entry to
a state.
Note that the variables pre-Lexis object init must have
the same mode and class as in the dataset used for fitting the models
— hence the indexing of rows by brackets in the assignment of values used in
the example below - this way the variables have their attributes
preserved; using init[,"var"] <- or init$var <- replaces
the variable, whereas init[1:4,"var"] <- or
init$var[1:4] <- replaces values only and prevents you from
entering non-existing factor levels etc.
The function Lexis automatically generates an attribute
time.since, and cutLexis updates it when new time
scales are defined. Hence, the simplest way of defining a initial
pre-Lexis object representing a current state of a (set of) persons
to be followed through a multistate model is to take NULL rows
of an existing Lexis object (normally the one used for estimation),
and so ensuring that all relevant attributes and state levels are
properly defined. See the example code.
The prevalence function nState computes the distribution of
individuals in different states at prespecified times. Only sensible
for a simulated Lexis object. The function pState takes
a matrix as output by nState and computes the row-wise
cumulative probabilities across states, and leaves an object of class
pState, suitable for plotting.
Value
simLexis returns a Lexis object representing
the experience of a population starting as init followed
through the states according to the transitions in Tr.
The function nState returns a table of persons classified by
states at each of the times in at. Note that this function can
easily produce meaningless results, for example if applied to a
Lexis object not created by simulation. If you apply it to a
Lexis object generated by simLexis, you must make sure
that you start (from) the point where you started the
simulation on the correct timescale, and you will get funny results if
you try to tabulate beyond the censoring time for the simulation.
The resulting object has class "table".
The result from using pState on the result from nState
has class c("pState","matrix").
Author(s)
Bendix Carstensen, http://bendixcarstensen.com.
See Also
Lexis,
cutLexis,
splitLexis
Examples
data(DMlate)
dml <- Lexis( entry = list(Per=dodm, Age=dodm-dobth, DMdur=0 ),
exit = list(Per=dox),
exit.status = factor(!is.na(dodth),labels=c("DM","Dead")),
data = DMlate[runif(nrow(DMlate))<0.1,] )
# Split follow-up at insulin, introduce a new timescale,
# and split non-precursor states
dmi <- cutLexis( dml, cut = dml$doins,
pre = "DM",
new.state = "Ins",
new.scale = "t.Ins",
split.states = TRUE )
# Split the follow in 1-year intervals for modelling
Si <- splitLexis( dmi, 0:30/2, "DMdur" )
# Define knots
nk <- 4
( ai.kn <- with( subset(Si,lex.Xst=="Ins"),
quantile( Age+lex.dur, probs=(1:nk-0.5)/nk ) ) )
( ad.kn <- with( subset(Si,lex.Xst=="Dead"),
quantile( Age+lex.dur, probs=(1:nk-0.5)/nk ) ) )
( di.kn <- with( subset(Si,lex.Xst=="Ins"),
quantile( DMdur+lex.dur, probs=(1:nk-0.5)/nk ) ) )
( dd.kn <- with( subset(Si,lex.Xst=="Dead"),
quantile( DMdur+lex.dur, probs=(1:nk-0.5)/nk ) ) )
( td.kn <- with( subset(Si,lex.Xst=="Dead(Ins)"),
quantile( t.Ins+lex.dur, probs=(1:nk-0.5)/nk ) ) )
# Fit Poisson models to transition rates
library( splines )
DM.Ins <- glm( (lex.Xst=="Ins") ~ Ns( Age , knots=ai.kn ) +
Ns( DMdur, knots=di.kn ) +
I(Per-2000) + sex,
family=poisson, offset=log(lex.dur),
data = subset(Si,lex.Cst=="DM") )
DM.Dead <- glm( (lex.Xst=="Dead") ~ Ns( Age , knots=ad.kn ) +
Ns( DMdur, knots=dd.kn ) +
I(Per-2000) + sex,
family=poisson, offset=log(lex.dur),
data = subset(Si,lex.Cst=="DM") )
Ins.Dead <- glm( (lex.Xst=="Dead(Ins)") ~ Ns( Age , knots=ad.kn ) +
Ns( DMdur, knots=dd.kn ) +
Ns( t.Ins, knots=td.kn ) +
I(Per-2000) + sex,
family=poisson, offset=log(lex.dur),
data = subset(Si,lex.Cst=="Ins") )
# Stuff the models into an object representing the transitions
Tr <- list( "DM" = list( "Ins" = DM.Ins,
"Dead" = DM.Dead ),
"Ins" = list( "Dead(Ins)" = Ins.Dead ) )
lapply( Tr, names )
# Define an initial object - note the subsetting that ensures that
# all attributes are carried over
ini <- Si[1,1:9][-1,]
ini[1:2,"lex.Cst"] <- "DM"
ini[1:2,"Per"] <- 1995
ini[1:2,"Age"] <- 60
ini[1:2,"DMdur"] <- 5
ini[1:2,"sex"] <- c("M","F")
str(ini)
# Simulate 200 of each sex using the estimated models in Tr
simL <- simLexis( Tr, ini, time.pts=seq(0,11,0.5), N=200 )
summary( simL )
# Find the number of persons in each state at a set of times.
# Note that the times are shirter than the time-span simulated.
nSt <- nState( subset(simL,sex=="M"),
at=seq(0,10,0.1), from=1995, time.scale="Per" )
nSt
# Show the cumulative prevalences in a different order than that of the
# state-level ordering and plot them using all defaults
pp <- pState( nSt, perm=c(1,2,4,3) )
head( pp )
plot( pp )
# A more useful set-up of the graph
clr <- c("orange2","forestgreen")
par( las=1 )
plot( pp, col=clr[c(2,1,1,2)] )
lines( as.numeric(rownames(pp)), pp[,2], lwd=2 )
mtext( "60 year old male, diagnosed 1995", side=3, line=2.5, adj=0 )
mtext( "Survival curve", side=3, line=1.5, adj=0 )
mtext( "DM, no insulin DM, Insulin", side=3, line=0.5, adj=0, col=clr[1] )
mtext( "DM, no insulin", side=3, line=0.5, adj=0, col=clr[2] )
axis( side=4 )
# Using a Cox-model for the mortality rates assuming the two mortality
# rates to be proportional:
# When we fit a Cox-model, lex.dur must be used in the Surv() function,
# and the I() constrction must be used when specifying intermediate
# states as covariates, since factors with levels not present in the
# data will create NAs in the parameter vector returned by coxph, which
# in return will crash the simulation machinery.
library( survival )
Cox.Dead <- coxph( Surv( DMdur, DMdur+lex.dur,
lex.Xst %in% c("Dead(Ins)","Dead")) ~
Ns( Age-DMdur, knots=ad.kn ) +
I(lex.Cst=="Ins") +
I(Per-2000) + sex,
data = Si )
Cr <- list( "DM" = list( "Ins" = DM.Ins,
"Dead" = Cox.Dead ),
"Ins" = list( "Dead(Ins)" = Cox.Dead ) )
simL <- simLexis( Cr, ini, time.pts=seq(0,11,0.2), N=200 )
summary( simL )
nSt <- nState( subset(simL,sex=="M"),
at=seq(0,10,0.2), from=1995, time.scale="Per" )
pp <- pState( nSt, perm=c(1,2,4,3) )
plot( pp )
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| simLexis | R Documentation |
Simulate a Lexis object representing follow-up in a multistate model.
Description
Based on a (pre-)Lexis object representing persons
at given states and times, and full specification of transition
intensities between states in the form of models for the transition
rates, this function simulates transition times and -types for persons
and returns a Lexis object representing the simulated
cohort. The simulation scheme accommodates multiple timescales,
including time since entry into an intermediate state, and accepts
fitted Poisson models, Cox-models or just a function as specification
of rates.
Usage
simLexis( Tr, init,
N = 1,
lex.id,
t.range = 20,
n.int = 101,
time.pts = seq(0,t.range,length.out=n.int) )
nState( obj, at, from, time.scale = 1 )
pState( nSt, perm = 1:ncol(nSt) )
## S3 method for class 'pState'
plot( x,
col = rainbow(ncol(x)),
border = "transparent",
xlab = "Time",
ylim = 0:1,
ylab = "Probability", ... )
## S3 method for class 'pState'
lines( x,
col = rainbow(ncol(x)),
border = "transparent", ... )
Arguments
Tr |
A named list of named lists. The names of the list are names of the transient states in the model. Each list element is again a named list. The names of the elements of this inner list are the names of the states reachable from the state with name equal to the list. Elements of the intter lists represent transitions. See details. |
init |
A (pre-) |
N |
Numeric. How many persons should be simulated. |
lex.id |
Vector of ids of the simulated persons. Useful when simulating in chunks. |
t.range |
Numerical scalar. The range of time over which to
compute the cumulative rates when simulating. Simulted times
beyond this will result in an obervation censored at |
n.int |
Number of intervals to use when computing (cumulative) rates. |
time.pts |
Numerical vector of times since start. Cumulative
rates for transitions are computed at these times after stater and
entry state. Simulation is only done till time |
obj |
A |
from |
The point on the time scale |
time.scale |
The timescale to which |
at |
Time points (after |
nSt |
A table obtained by |
perm |
A permutation of columns used before cumulating row-wise and taking percentages. |
x |
An object of class |
col |
Colors for filling the areas between curves. |
border |
Colors for outline of the areas between curves. |
xlab |
Label on x-axis |
ylim |
Limits on y-axis |
ylab |
Label on y-axis |
... |
Further arguments passed on to |
Details
The simulation command simLexis is not defined as a
method for Lexis objects, because the input is not a
Lexis object, the Lexis-like object is merely
representing a prevalent population and a specification of which
variables that are timescales. The variables lex.dur and
lex.Xst are ignored (and overwritten) if present. The core
input is the list Tr giving the transitions.
The components of Tr represents the transition intensities
between states. The transition from state A to B, say,
is assumed stored in Tr$A$B. Thus names of the elements of
Tr are names of transient states, and the names of the elements
of each these are the names of states reachable from the corresponding
transient state.
The transition intensities are assumed modelled by either a glm with
Poisson family or a Cox-model. In both cases the timescale(s) in the
model must be using the names fo the timescales in a Lexis object
representng the follow-up in a cohort, and the risk time must be taken
from the variable lex.dur — see the example.
Alternatively, an element in Tr could be a function
that from a data frame produces transition rates, or specifically
cumulative transition rates over intervals of length lex.dur.
The pre-Lexis object init must contain values of all
variables used in any of the objects in Tr, as well as all
timescales - even those not used in the models. Moreover, the
attributes time.scales and time.since must be
present. The attribute time.since is a character vector of the
same length as time.scales and an element has value "A"
if the corresponding time scale is defined as
"time since entry into state A", otherwise the value is
"". If not present it will be set to a vector of ""s,
which is only OK if no time scales are defined as time since entry to
a state.
Note that the variables pre-Lexis object init must have
the same mode and class as in the dataset used for fitting the models
— hence the indexing of rows by brackets in the assignment of values used in
the example below - this way the variables have their attributes
preserved; using init[,"var"] <- or init$var <- replaces
the variable, whereas init[1:4,"var"] <- or
init$var[1:4] <- replaces values only and prevents you from
entering non-existing factor levels etc.
The function Lexis automatically generates an attribute
time.since, and cutLexis updates it when new time
scales are defined. Hence, the simplest way of defining a initial
pre-Lexis object representing a current state of a (set of) persons
to be followed through a multistate model is to take NULL rows
of an existing Lexis object (normally the one used for estimation),
and so ensuring that all relevant attributes and state levels are
properly defined. See the example code.
The prevalence function nState computes the distribution of
individuals in different states at prespecified times. Only sensible
for a simulated Lexis object. The function pState takes
a matrix as output by nState and computes the row-wise
cumulative probabilities across states, and leaves an object of class
pState, suitable for plotting.
Value
simLexis returns a Lexis object representing
the experience of a population starting as init followed
through the states according to the transitions in Tr.
The function nState returns a table of persons classified by
states at each of the times in at. Note that this function can
easily produce meaningless results, for example if applied to a
Lexis object not created by simulation. If you apply it to a
Lexis object generated by simLexis, you must make sure
that you start (from) the point where you started the
simulation on the correct timescale, and you will get funny results if
you try to tabulate beyond the censoring time for the simulation.
The resulting object has class "table".
The result from using pState on the result from nState
has class c("pState","matrix").
Author(s)
Bendix Carstensen, http://bendixcarstensen.com.
See Also
Lexis,
cutLexis,
splitLexis
Examples
data(DMlate)
dml <- Lexis( entry = list(Per=dodm, Age=dodm-dobth, DMdur=0 ),
exit = list(Per=dox),
exit.status = factor(!is.na(dodth),labels=c("DM","Dead")),
data = DMlate[runif(nrow(DMlate))<0.1,] )
# Split follow-up at insulin, introduce a new timescale,
# and split non-precursor states
dmi <- cutLexis( dml, cut = dml$doins,
pre = "DM",
new.state = "Ins",
new.scale = "t.Ins",
split.states = TRUE )
# Split the follow in 1-year intervals for modelling
Si <- splitLexis( dmi, 0:30/2, "DMdur" )
# Define knots
nk <- 4
( ai.kn <- with( subset(Si,lex.Xst=="Ins"),
quantile( Age+lex.dur, probs=(1:nk-0.5)/nk ) ) )
( ad.kn <- with( subset(Si,lex.Xst=="Dead"),
quantile( Age+lex.dur, probs=(1:nk-0.5)/nk ) ) )
( di.kn <- with( subset(Si,lex.Xst=="Ins"),
quantile( DMdur+lex.dur, probs=(1:nk-0.5)/nk ) ) )
( dd.kn <- with( subset(Si,lex.Xst=="Dead"),
quantile( DMdur+lex.dur, probs=(1:nk-0.5)/nk ) ) )
( td.kn <- with( subset(Si,lex.Xst=="Dead(Ins)"),
quantile( t.Ins+lex.dur, probs=(1:nk-0.5)/nk ) ) )
# Fit Poisson models to transition rates
library( splines )
DM.Ins <- glm( (lex.Xst=="Ins") ~ Ns( Age , knots=ai.kn ) +
Ns( DMdur, knots=di.kn ) +
I(Per-2000) + sex,
family=poisson, offset=log(lex.dur),
data = subset(Si,lex.Cst=="DM") )
DM.Dead <- glm( (lex.Xst=="Dead") ~ Ns( Age , knots=ad.kn ) +
Ns( DMdur, knots=dd.kn ) +
I(Per-2000) + sex,
family=poisson, offset=log(lex.dur),
data = subset(Si,lex.Cst=="DM") )
Ins.Dead <- glm( (lex.Xst=="Dead(Ins)") ~ Ns( Age , knots=ad.kn ) +
Ns( DMdur, knots=dd.kn ) +
Ns( t.Ins, knots=td.kn ) +
I(Per-2000) + sex,
family=poisson, offset=log(lex.dur),
data = subset(Si,lex.Cst=="Ins") )
# Stuff the models into an object representing the transitions
Tr <- list( "DM" = list( "Ins" = DM.Ins,
"Dead" = DM.Dead ),
"Ins" = list( "Dead(Ins)" = Ins.Dead ) )
lapply( Tr, names )
# Define an initial object - note the subsetting that ensures that
# all attributes are carried over
ini <- Si[1,1:9][-1,]
ini[1:2,"lex.Cst"] <- "DM"
ini[1:2,"Per"] <- 1995
ini[1:2,"Age"] <- 60
ini[1:2,"DMdur"] <- 5
ini[1:2,"sex"] <- c("M","F")
str(ini)
# Simulate 200 of each sex using the estimated models in Tr
simL <- simLexis( Tr, ini, time.pts=seq(0,11,0.5), N=200 )
summary( simL )
# Find the number of persons in each state at a set of times.
# Note that the times are shirter than the time-span simulated.
nSt <- nState( subset(simL,sex=="M"),
at=seq(0,10,0.1), from=1995, time.scale="Per" )
nSt
# Show the cumulative prevalences in a different order than that of the
# state-level ordering and plot them using all defaults
pp <- pState( nSt, perm=c(1,2,4,3) )
head( pp )
plot( pp )
# A more useful set-up of the graph
clr <- c("orange2","forestgreen")
par( las=1 )
plot( pp, col=clr[c(2,1,1,2)] )
lines( as.numeric(rownames(pp)), pp[,2], lwd=2 )
mtext( "60 year old male, diagnosed 1995", side=3, line=2.5, adj=0 )
mtext( "Survival curve", side=3, line=1.5, adj=0 )
mtext( "DM, no insulin DM, Insulin", side=3, line=0.5, adj=0, col=clr[1] )
mtext( "DM, no insulin", side=3, line=0.5, adj=0, col=clr[2] )
axis( side=4 )
# Using a Cox-model for the mortality rates assuming the two mortality
# rates to be proportional:
# When we fit a Cox-model, lex.dur must be used in the Surv() function,
# and the I() constrction must be used when specifying intermediate
# states as covariates, since factors with levels not present in the
# data will create NAs in the parameter vector returned by coxph, which
# in return will crash the simulation machinery.
library( survival )
Cox.Dead <- coxph( Surv( DMdur, DMdur+lex.dur,
lex.Xst %in% c("Dead(Ins)","Dead")) ~
Ns( Age-DMdur, knots=ad.kn ) +
I(lex.Cst=="Ins") +
I(Per-2000) + sex,
data = Si )
Cr <- list( "DM" = list( "Ins" = DM.Ins,
"Dead" = Cox.Dead ),
"Ins" = list( "Dead(Ins)" = Cox.Dead ) )
simL <- simLexis( Cr, ini, time.pts=seq(0,11,0.2), N=200 )
summary( simL )
nSt <- nState( subset(simL,sex=="M"),
at=seq(0,10,0.2), from=1995, time.scale="Per" )
pp <- pState( nSt, perm=c(1,2,4,3) )
plot( pp )
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