ppcheck: Posterior Predictive Checks for Joint Models

In JMbayes2: Extended Joint Models for Longitudinal and Time-to-Event Data

Posterior Predictive Checks for Joint Models

Description

It computes various posterior predictive checks for joint models.

Usage

ppcheck(object, nsim = 40L, newdata = NULL, seed = 123L,
    process = c("longitudinal", "event", "joint"),
    type = c("ecdf", "average-evolution", "variance-function",
             "variogram", "surv-uniform"),
    CI_ecdf = c("none", "binomial", "Dvoretzky-Kiefer-Wolfowitz"), CI_loess = FALSE,
    outcomes = Inf, percentiles = c(0.025, 0.975),
    random_effects = c("posterior_means", "mcmc", "prior"),
    params_mcmc = NULL, Fforms_fun = NULL, plot = TRUE, add_legend = TRUE,
    pos_legend = c("bottomright", "right"), main = "", xlab = NULL,
    ylab = NULL, col_obs = "black", col_rep = "lightgrey", lty_obs = 1,
    lty_rep = 1, lwd_obs = 1.5, lwd_rep = 1, line_main = NA,
    cex.main = 1.2, ylim = NULL, ...)

Arguments

object	an object inheriting from class "jm".
nsim	a numeric scalar denoting the number of replicated data.
newdata	a data.frame based on which to simulate replicated data. Relevant for cross-validated posterior predictive checks.
seed	the seed to use.
process	a character string indicating for which process to do the checks.
type	a character string indicating the type of checks. The default ecdf compares the empirical distribution function of the replicated data with the one of the observed data. For continous longitudinal outcomes, the average evolution, variance function and the sample variogram can also be used.
CI_ecdf	character string indicating the type of confidence interval for the emprical distribution function.
CI_loess	logical; if TRUE a 0.95 confidence interval for the loess curve is plotted.
outcomes	a numeric vector of indices indicating for which longitudinal outcomes to do the checks. The deault value Inf implies checking all longitudinal outcomes.
percentiles	a numeric vector of length two indicating the percentiles of the observed data to use when depicting the checks.
random_effects	a character string indicating what to do with the random effects.
params_mcmc	a list with an MCMC sample of the model parameters.
Fforms_fun	a function that calculates the functional forms.
plot	logical; if TRUE a plot is produced, otherwise the function returns a list with the values to create the figure.
add_legend	logical; if TRUE a legend is added.
pos_legend	character string indicating the position of the legend.
main, xlab, ylab, col_obs, col_rep, lty_obs, lty_rep, lwd_obs, lwd_rep, line_main, cex.main, ylim	graphical parameters.
...	extra argument passed to plot method.

Value

a figure with the checks.

Author(s)

Dimitris Rizopoulos [e-mail]

Examples

# Cox model for the composite event death or transplantation
pbc2.id$status2 <- as.numeric(pbc2.id$status != 'alive')
pbc2$status2 <- as.numeric(pbc2$status != 'alive')
CoxFit <- coxph(Surv(years, status2) ~ sex, data = pbc2.id)

# a linear mixed model for log serum bilirubin
fm1 <- lme(log(serBilir) ~ ns(year, 3) * sex, data = pbc2,
           random = list(id = pdDiag(~ ns(year, 3))))

# the joint model
jointFit <- jm(CoxFit, fm1, time_var = "year", save_random_effects = TRUE)

ppcheck(jointFit)

FF <- function (t, betas, bi, data) {
    sex <- as.numeric(data$sex == "female")
    NS <- ns(t, k = c(0.9911, 3.9863), B = c(0, 14.10579))
    X <- cbind(1, NS, sex, NS * sex)
    Z <- cbind(1, NS)
    eta <- c(X %*% betas[[1]]) + rowSums(Z * bi)
    cbind(eta)
}

ppcheck(jointFit, process = "event", Fforms_fun = FF)

JMbayes2 documentation built on Oct. 16, 2026, 1:06 a.m.