critical_quantile: Critical quantile

In OncoBayes2: Bayesian Logistic Regression for Oncology Dose-Escalation Trials

Critical quantile

Description

Calculates the critical value of a model covariate for which a fixed quantile of the crude rate is equal to the specified (tail or interval) probability. The specified quantile can relate to the posterior or the predictive distribution of the response rate.

Usage

critical_quantile(object, ...)

## S3 method for class 'blrmfit'
critical_quantile(
  object,
  newdata,
  x,
  p,
  qc,
  lower.tail,
  interval.x,
  extendInt.x = c("auto", "no", "yes", "downX", "upX"),
  log.x,
  predictive = FALSE,
  maxiter = 100,
  ...
)

## S3 method for class 'blrm_trial'
critical_quantile(
  object,
  newdata,
  x,
  p,
  qc,
  lower.tail,
  interval.x,
  extendInt.x = c("auto", "no", "yes", "downX", "upX"),
  log.x,
  predictive = FALSE,
  maxiter = 100,
  ...
)

Arguments

object	fitted model object
...	not used in this function
newdata	optional data frame specifying for what to predict; if missing, then the data of the input model object is used
x	character giving the covariate name which is being search for to meet the critical conditions. This also supports 'tidy' parameter selection by specifying x = vars(...), where ... is specified the same way as in dplyr::select() and similar functions. Examples of using x in this way can be found in the examples. For blrm_trial methods, it defaults to the first entry in summary(blrm_trial, "drug_info")$drug_name.
p	cumulative probability corresponding to the critical quantile range.
qc	if given as a sorted vector of length 2, then the two entries define the interval on the response rate scale which must correspond to the cumulative probability p. In this case lower.tail must be NULL or left missing. If qc is only a single number, then lower.tail must be set to complete the specification of the tail area.
lower.tail	defines if probabilities are lower or upper tail areas. Must be defined if qc is a single number and must not be defined if qc denotes an interval.
interval.x	interval the covariate x is searched. Defaults to the minimal and maximal value of x in the data set used. Whenever lower.tail is set such that it is known that a tail area is used, then the function will automatically attempt to enlarge the search interval since the direction of the inverted function is determined around the critical value.
extendInt.x	controls if the interval given in interval.x should be extended during the root finding. The default "auto" attempts to guess an adequate setting in cases thats possible. Other possible values are the same as for the extendInt argument of the stats::uniroot() function.
log.x	determines if during the numerical search for the critical value the covariate space is logarithmized. By default x is log transformed whenever all values are positive.
predictive	logical indicates if the critical quantile relates to the posterior (FALSE) or the predictive (TRUE) distribution. Defaults to FALSE.
maxiter	maximal number of iterations for root finding. Defaults to 100.

Details

The function searches for a critical value x_c of the covariate x (x) at which the integral over the model response in the specified interval \pi_1 to \pi_2 (qc) is equal to the given probability p (p). The given interval is considered a tail area when lower.tail is used such that \pi_1 = 0 for TRUE and \pi_2=1 for FALSE. At the critical value x_c the equality holds

p = \int_{\pi_1}^{\pi_2} p(\pi | x_c) \, d\pi .

Note that a solution not guranteed to exist under all circumstances. However, for a single agent model and when requesting a tail probability then a solution does exist. In case an interval probability is specified, then the solution may not necessarily exist and the root finding is confined to the range specified in interval.x.

In case the solution is requested for the predictive distribution (predictive=TRUE), then the respective problem solved leads to the equality of

p = \sum_{y= r_1 = \lceil n \, \pi_1 \rceil }^{r_2 = \lceil n \, \pi_2 \rceil } \int p(y|\pi, n) \, p(\pi | x_c) \, d\pi .

Furthermore, the covariate space is log transformed by default whenever all values of the covariate x are positive in the data set. Values of 0 are shifted into the positive domain by the machine precision to avoid issues with an ill-defined \log(0).

For blrm_trial objects the default arguments for p, qc and lower.tail are set to correspond to the highest interval of interval_prob to be constrained by the respective interval_max_mass (which are defined as part of the blrm_trial objects). This will in the default case correspond to the EWOC metric. These defaults are only applied if p, qc and lower.tail are missing.

Value

Vector of length equal to the number of rows of the input data set with the crticial value for the covariate specified as x which fullfills the requirements as detailled above. May return NA for cases where no solution is found on the specified interval interval.x.

Examples

## Setting up dummy sampling for fast execution of example
## Please use 4 chains and 100x more warmup & iter in practice
.user_mc_options <- options(OncoBayes2.MC.warmup=10, OncoBayes2.MC.iter=20, OncoBayes2.MC.chains=1,
                            OncoBayes2.MC.save_warmup=FALSE)

# fit an example model. See documentation for "combo2" example
example_model("combo2", silent=TRUE)

# Find dose of drug_A at which EWOC criterium is just fulfilled
data_trial_ab <- subset(codata_combo2, group_id=="trial_AB")
drug_A_crit <- critical_quantile(blrmfit, newdata=data_trial_ab,
                                 x="drug_A", p=0.25, qc=0.33,
                                 lower.tail=FALSE)
data_trial_ab$drug_A <- drug_A_crit
summary(blrmfit, newdata=data_trial_ab, interval_prob=c(0,0.16,0.33,1))

## Recover user set sampling defaults
options(.user_mc_options)

OncoBayes2 documentation built on July 26, 2023, 5:30 p.m.