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#' Build Prognostic Models Using LASSO and Ridge Regression
#'
#' @description
#' Prepares data, splits it into training and testing sets, and fits LASSO and Ridge
#' regression models for survival analysis. Evaluates model performance using
#' cross-validation and optionally generates time-dependent ROC curves for visual
#' assessment of predictive accuracy.
#'
#' @param x A matrix or data frame of predictor variables (features).
#' @param y A data frame of survival outcomes with two columns: survival time and event status.
#' @param scale Logical indicating whether to scale predictor variables. Default is `FALSE`.
#' @param seed Integer seed for random number generation to ensure reproducibility.
#' Default is `123456`.
#' @param train_ratio Numeric proportion of data for training (e.g., 0.7). Default is `0.7`.
#' @param nfold Integer number of folds for cross-validation. Default is `10`.
#' @param plot Logical indicating whether to plot ROC curves. Default is `TRUE`.
#' @param cols Optional vector of colors for ROC curves. If `NULL`, uses default palette.
#' @param palette String specifying color palette. Default is `"jama"`.
#'
#' @return A list containing:
#' \describe{
#' \item{lasso_result}{Results from LASSO model including coefficients and AUC}
#' \item{ridge_result}{Results from Ridge model including coefficients and AUC}
#' \item{train.x}{Training data with sample IDs}
#' }
#'
#' @author Dongqiang Zeng
#' @export
#'
#' @examples
#' if (requireNamespace("glmnet", quietly = TRUE) &&
#' requireNamespace("survival", quietly = TRUE)) {
#' library(survival)
#' set.seed(123)
#' # Create small example data (first column must be ID)
#' x_sim <- as.data.frame(matrix(rnorm(100 * 5), 100, 5))
#' colnames(x_sim) <- paste0("Sig", 1:5)
#' x_sim$ID <- paste0("S", 1:100)
#' x_sim <- x_sim[, c(6, 1:5)] # Move ID to first column
#'
#' y_sim <- data.frame(
#' ID = paste0("S", 1:100),
#' OS_days = rexp(100, 0.01),
#' OS_status = rbinom(100, 1, 0.5)
#' )
#' prognostic_result <- PrognosticModel(
#' x = x_sim, y = y_sim,
#' scale = TRUE, seed = 123456,
#' train_ratio = 0.7, nfold = 3, plot = FALSE
#' )
#' if (!is.null(prognostic_result)) head(prognostic_result)
#' }
PrognosticModel <- function(x, y, scale = FALSE, seed = 123456, train_ratio = 0.7,
nfold = 10, plot = TRUE, palette = "jama", cols = NULL) {
if (is.null(x)) return(NULL)
rlang::check_installed("glmnet")
x <- as.data.frame(x)
y <- as.data.frame(y)
cli::cli_alert_info("Processing data")
processdat <- ProcessingData(x = x, y = y, scale = scale, type = "survival")
x_scale <- processdat$x_scale
y <- processdat$y
x_ID <- processdat$x_ID
cli::cli_alert_info("Splitting data into training and validation sets")
train_test <- SplitTrainTest(
x = x_scale, y = y, train_ratio = train_ratio,
type = "survival", seed = seed
)
train.x <- train_test$train.x
train.y <- train_test$train.y
test.x <- train_test$test.x
test.y <- train_test$test.y
train_sample <- train_test$train_sample
return.x <- data.frame(ID = x_ID[train_sample], train.x)
cli::cli_alert_info("Running LASSO")
set.seed(seed)
lasso_model <- glmnet::cv.glmnet(
x = train.x, y = as.matrix(train.y),
family = "cox", alpha = 1, nfolds = nfold
)
lasso_result <- PrognosticResult(model = lasso_model, train.x, train.y, test.x, test.y)
if (plot) {
p1 <- PlotTimeROC(
train.x = train.x, train.y = train.y,
test.x = test.x, test.y = test.y, model = lasso_model, modelname = "LASSO"
)
if (interactive()) print(p1)
}
cli::cli_alert_info("Running RIDGE REGRESSION")
set.seed(seed)
ridge_model <- glmnet::cv.glmnet(
x = train.x, y = as.matrix(train.y),
family = "cox", alpha = 0, nfolds = nfold
)
ridge_result <- PrognosticResult(model = ridge_model, train.x, train.y, test.x, test.y)
if (plot) {
p2 <- PlotTimeROC(
train.x = train.x, train.y = train.y, cols = cols, palette = palette,
test.x = test.x, test.y = test.y, model = ridge_model, modelname = "RIDGE"
)
if (interactive()) print(p2)
}
cli::cli_alert_success("Model fitting complete")
list(
lasso_result = lasso_result, ridge_result = ridge_result, train.x = return.x,
plots = if (plot) list(lasso = p1, ridge = p2) else NULL
)
}
#' Compute Prognostic Results for Survival Models
#'
#' @description
#' Computes and compiles prognostic results from a survival model fitted with `glmnet`.
#' Extracts model coefficients at optimal lambda values (`lambda.min` and `lambda.1se`)
#' and calculates time-dependent AUC metrics for both training and testing datasets.
#'
#' @param model A fitted survival model object (e.g., from `glmnet::cv.glmnet`).
#' @param train.x Matrix or data frame of training predictors.
#' @param train.y Training dataset survival outcomes (time and status).
#' @param test.x Matrix or data frame of testing predictors.
#' @param test.y Testing dataset survival outcomes (time and status).
#'
#' @return A list containing:
#' \describe{
#' \item{model}{The fitted model object}
#' \item{coefs}{Data frame of coefficients at `lambda.min` and `lambda.1se`}
#' \item{AUC}{Data frame with AUC values for train/test at both lambda values}
#' }
#'
#' @author Dongqiang Zeng
#' @export
#'
#' @examples
#' if (requireNamespace("glmnet", quietly = TRUE) &&
#' requireNamespace("survival", quietly = TRUE) &&
#' requireNamespace("timeROC", quietly = TRUE)) {
#' library(survival)
#' set.seed(123)
#' train_x <- matrix(rnorm(100 * 10), ncol = 10)
#' train_y <- data.frame(time = rexp(100), status = rbinom(100, 1, 0.5))
#' test_x <- matrix(rnorm(50 * 10), ncol = 10)
#' test_y <- data.frame(time = rexp(50), status = rbinom(50, 1, 0.5))
#' fit <- glmnet::cv.glmnet(train_x, Surv(train_y$time, train_y$status), family = "cox")
#' results <- PrognosticResult(
#' model = fit, train.x = train_x, train.y = train_y,
#' test.x = test_x, test.y = test_y
#' )
#' }
PrognosticResult <- function(model, train.x, train.y, test.x, test.y) {
coefs <- cbind(
stats::coef(model, s = "lambda.min"),
stats::coef(model, s = "lambda.1se")
)
coefs <- data.frame(
feature = rownames(coefs),
lambda.min = coefs[, 1],
lambda.1se = coefs[, 2],
row.names = NULL
)
datasets <- list(
list(data = train.x, outcome = train.y, lambda = "lambda.min"),
list(data = train.x, outcome = train.y, lambda = "lambda.1se"),
list(data = test.x, outcome = test.y, lambda = "lambda.min"),
list(data = test.x, outcome = test.y, lambda = "lambda.1se")
)
auc_list <- lapply(datasets, function(d) {
PrognosticAUC(model = model, newx = d$data, s = d$lambda, acture.y = d$outcome)
})
auc <- dplyr::bind_rows(auc_list)
rownames(auc) <- c(
"Train_lambda.min", "Train_lambda.1se",
"Test_lambda.min", "Test_lambda.1se"
)
list(model = model, coefs = coefs, AUC = auc)
}
#' Calculate Time-Dependent AUC for Survival Models
#'
#' @description
#' Evaluates prognostic ability of a survival model by calculating time-dependent AUC
#' at the 30th and 90th percentiles of survival time. These thresholds assess
#' short-term and long-term predictive accuracy.
#'
#' @param model A fitted survival model object capable of generating risk scores.
#' @param newx A matrix or data frame of new data for prediction.
#' @param s Lambda value for prediction. Can be numeric or `"lambda.min"`/`"lambda.1se"`.
#' @param acture.y Data frame with `time` and `status` columns.
#'
#' @return A data frame with AUC values at 30th (`probs.3`) and 90th (`probs.9`) percentiles.
#'
#' @author Dongqiang Zeng
#' @export
#'
#' @examples
#' if (requireNamespace("glmnet", quietly = TRUE) &&
#' requireNamespace("survival", quietly = TRUE) &&
#' requireNamespace("timeROC", quietly = TRUE)) {
#' library(survival)
#' set.seed(123)
#' x <- matrix(rnorm(100 * 5), ncol = 5)
#' y <- Surv(rexp(100), rbinom(100, 1, 0.5))
#' fit <- glmnet::cv.glmnet(x, y, family = "cox")
#' acture_y <- data.frame(time = y[, 1], status = y[, 2])
#' auc_results <- PrognosticAUC(fit, newx = x, s = "lambda.min", acture.y = acture_y)
#' }
PrognosticAUC <- function(model, newx, s, acture.y) {
rlang::check_installed("timeROC")
riskscore <- stats::predict(model, newx = newx, s = s)
timerocDat <- data.frame(risk = riskscore[, 1], acture.y)
ROC <- with(
timerocDat,
timeROC::timeROC(
T = time, delta = status,
marker = risk, cause = 1,
weighting = "marginal",
time = quantile(time, probs = c(0.3, 0.9)),
ROC = TRUE,
iid = TRUE
)
)
data.frame(probs.3 = ROC$AUC[1], probs.9 = ROC$AUC[2])
}
#' Calculate Time-Dependent ROC Curve
#'
#' @description
#' Computes time-dependent ROC curve for survival models using the `timeROC` package.
#' Evaluates predictive accuracy at a specified time quantile.
#'
#' @param model A fitted survival model object.
#' @param newx A matrix or data frame of new data for prediction.
#' @param s Lambda value for prediction.
#' @param acture.y Data frame with `time` and `status` columns.
#' @param modelname Character string for model identification.
#' @param time_prob Numeric quantile for ROC calculation. Default is `0.9`.
#'
#' @return An object of class `timeROC` containing ROC curve information.
#'
#' @author Dongqiang Zeng
#' @export
#'
#' @examples
#' if (requireNamespace("glmnet", quietly = TRUE) &&
#' requireNamespace("survival", quietly = TRUE) &&
#' requireNamespace("timeROC", quietly = TRUE)) {
#' library(survival)
#' dat <- na.omit(lung[, c("time", "status", "age", "sex", "ph.ecog")])
#' dat$status <- dat$status - 1
#' x <- as.matrix(dat[, c("age", "sex", "ph.ecog")])
#' y <- Surv(dat$time, dat$status)
#' fit <- glmnet::glmnet(x, y, family = "cox")
#' actual_outcome <- data.frame(time = dat$time, status = dat$status)
#' roc_info <- CalculateTimeROC(
#' model = fit, newx = x, s = 0.01, acture.y = actual_outcome,
#' modelname = "glmnet Cox Model", time_prob = 0.5
#' )
#' print(roc_info$AUC)
#' }
CalculateTimeROC <- function(model, newx, s, acture.y, modelname, time_prob = 0.9) {
rlang::check_installed("timeROC")
riskscore <- stats::predict(model, newx = newx, s = s)
timerocDat <- data.frame(risk = riskscore[, 1], acture.y)
ROC <- with(
timerocDat,
timeROC::timeROC(
T = time, delta = status,
marker = risk, cause = 1,
weighting = "marginal",
time = quantile(time, probs = time_prob),
ROC = TRUE,
iid = TRUE
)
)
ROC
}
#' Plot Time-Dependent ROC Curves
#'
#' @description
#' Generates time-dependent ROC curves for evaluating prognostic accuracy of survival models.
#' Plots training and testing ROC curves at the 90th percentile survival time.
#'
#' @param train.x Matrix or data frame of training predictors.
#' @param train.y Training survival outcomes (time and status).
#' @param test.x Matrix or data frame of testing predictors.
#' @param test.y Testing survival outcomes (time and status).
#' @param model Fitted survival model object.
#' @param modelname Character string for model identification.
#' @param cols Optional vector of colors for plotting.
#' @param palette Character string specifying color palette. Default is `"jama"`.
#'
#' @return A `ggplot` object representing the ROC curve plot.
#'
#' @author Dongqiang Zeng
#' @export
#'
#' @examples
#' if (requireNamespace("glmnet", quietly = TRUE) &&
#' requireNamespace("survival", quietly = TRUE) &&
#' requireNamespace("timeROC", quietly = TRUE)) {
#' library(survival)
#' set.seed(123)
#' train_x <- matrix(rnorm(100 * 5), ncol = 5)
#' train_y <- data.frame(time = rexp(100), status = rbinom(100, 1, 0.5))
#' test_x <- matrix(rnorm(50 * 5), ncol = 5)
#' test_y <- data.frame(time = rexp(50), status = rbinom(50, 1, 0.5))
#' fit <- glmnet::cv.glmnet(train_x, Surv(train_y$time, train_y$status), family = "cox")
#' p <- PlotTimeROC(train_x, train_y, test_x, test_y, fit, "Cox Model")
#' print(p)
#' }
PlotTimeROC <- function(train.x, train.y, test.x, test.y, model, modelname,
cols = NULL, palette = "jama") {
if (is.null(cols)) {
cols <- palettes(category = "box", palette = palette, show_message = FALSE, show_col = FALSE)
}
datasets <- list(
list(data = train.x, outcome = train.y, lambda = "lambda.min"),
list(data = train.x, outcome = train.y, lambda = "lambda.1se"),
list(data = test.x, outcome = test.y, lambda = "lambda.min"),
list(data = test.x, outcome = test.y, lambda = "lambda.1se")
)
auc_list <- lapply(datasets, function(d) {
PrognosticAUC(model = model, newx = d$data, s = d$lambda, acture.y = d$outcome)
})
auc <- dplyr::bind_rows(auc_list)
rownames(auc) <- c(
"Train_lambda.min", "Train_lambda.1se",
"Test_lambda.min", "Test_lambda.1se"
)
roclist <- lapply(datasets, function(d) {
CalculateTimeROC(
model = model, newx = d$data, s = d$lambda,
acture.y = d$outcome, modelname = modelname
)
})
aucs <- round(auc$probs.9, 2)
legend.name <- paste(
c("train_lambda.min", "train_lambda.1se", "test_lambda.min", "test_lambda.1se"),
"AUC", aucs,
sep = " "
)
names(roclist) <- c(
"train_lambda.min", "train_lambda.1se",
"test_lambda.min", "test_lambda.1se"
)
plotdat <- do.call(rbind, lapply(names(roclist), function(nm) {
data.frame(
s = nm,
x = roclist[[nm]]$FP[, 2],
y = roclist[[nm]]$TP[, 2]
)
}))
plotdat$s <- factor(plotdat$s, levels = names(roclist))
ggplot2::ggplot(plotdat, ggplot2::aes(x = .data$x, y = .data$y, color = .data$s)) +
ggplot2::geom_path(linewidth = 1) +
ggplot2::geom_abline(intercept = 0, slope = 1, linetype = "dashed") +
ggplot2::xlab("False positive rate") +
ggplot2::ylab("True positive rate") +
ggplot2::theme_bw() +
ggplot2::scale_color_manual(values = cols, labels = legend.name) +
ggplot2::ggtitle(paste0(stringr::str_replace(modelname, "_", " "), "\nROC at time quantile 0.9")) +
ggplot2::theme(
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(size = ggplot2::rel(1.5), hjust = 0.5),
axis.text.x = ggplot2::element_text(face = "plain", angle = 0, hjust = 1, color = "black"),
axis.text.y = ggplot2::element_text(face = "plain", angle = 0, hjust = 1, color = "black")
)
}
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