rmultime: Random Multivariate Survival Data

In MST: Multivariate Survival Trees

Description

Generates multivariate survival data

Usage

rmultime(N = 100, K = 4, beta = c(-1, 2, 1, 0, 0), cutoff = c(0.5, 0.5, 0, 0),
  digits = 1, icensor = 1, model = c("gamma.frailty", "log.normal.frailty",
  "marginal.multivariate.exponential", "marginal.nonabsolutely.continuous",
  "nonPH.weibull"), v = 1, rho = 0.65, a = 1.5, lambda = 0.1)

Arguments

N	Number of clusters (ids)
K	Number of units per cluster
beta	Vector of beta coefficients (first number is baseline hazard coefficient (β_{0}), remaining numbers are slope coefficients for covariates (β_{1}))
cutoff	Cutoff values for each covariate
digits	Rounding digits
icensor	Control for censoring rate: 1 - 50%
model	Model for simulating data: must be either "gamma.frailty", "log.normal.frailty", "marginal.multivariate.exponential", "marginal.nonabsolutely.continuous", or "nonPH.weibull"
v	Scale parameter for "gamma.frailty" and "nonPH.weibull" or variance parameter for "log.normal.frailty" models. Not used in marginal models
rho	Correlation for marginal models. Not used in other models
a	Parameter for "nonPH.weibull" model. Not used in other models
lambda	Parameter for "nonPH.weibull" model. Not used in other models

Details

This function generates multivariate survival data. Letting i=1,...,N number of clusters, j=1,...,K number of units per cluster, and X_{ij} be a candidate covariate, the following multivariate survival models can be used:

gamma.frailty: \hspace{2mm} λ_{ij}(t)=\exp(β_{0}+β_{1} \cdot I(X_{ij} ≤q c)) w_{i} with w_{i} \sim Γ(1/v, 1/v)

log.normal.frailty: \hspace{2mm} λ_{ij}(t)=\exp(β_{0}+β_{1} \cdot I(X_{ij} ≤q c) + w_{i}) with w_{i} \sim N(0, v)

marginal.multivariate.exponential: \hspace{2mm} λ_{ij}(t)=\exp(β_{0}+β_{1} \cdot I(X_{ij} ≤q c)) absolutely continuous

marginal.nonabsolutely.continuous: \hspace{2mm} λ_{ij}(t)=\exp(β_{0}+β_{1} \cdot I(X_{ij} ≤q c)) not absolutely continuous

nonPH.weibull: \hspace{2mm} λ_{ij}(t)=λ_{0}(t) \exp(β_{0}+β_{1} \cdot I(X_{ij} ≤q c)) w_{i} with w_{i} \sim Γ(1/v ,1/v) and

\hspace{96mm} λ_{0}(t)=α λ t^{α-1}

The user specifies the coefficients (β_{0} and β_{1}), the cutoff values, the censoring rate, and the model with the respective parameters.

Value

dat	The simulated data
model	The model used

Author(s)

Xiaogang Su, Peter Calhoun, Juanjuan Fan

References

Fan J., Nunn M., Su X. (2009) Multivariate exponential survival trees and their application to tooth prognosis. Computational Statistics and Data Analysis, 53(4), 1110–1121.

Su X., Fan J., Wang A., Johnson M. (2006) On Simulating Multivariate Failure Times. International Journal of Applied Mathematics & Statistics, 5, 8–18

See Also

genSurv, complex.surv.dat.sim, survsim

Examples

randMarginalExp <- rmultime(N = 200, K = 4, beta = c(-1, 2, 2, 0, 0), cutoff = c(0.5, 0.5, 0, 0),
    digits = 1, icensor = 1, model = "marginal.multivariate.exponential", rho = .65)$dat

randFrailtyGamma <- rmultime(N = 200, K = 4, beta = c(-1, 1, 3, 0), cutoff = c(0.4, 0.6, 0),
    digits = 1, icensor = 1, model = "gamma.frailty", v = 1)$dat

MST documentation built on April 14, 2020, 6:14 p.m.