SunclarcoModel: Sunclarco Model

In Sunclarco: Survival Analysis using Copulas

Description

Model for Survival Analysis of Unbalanced Clusters using Archimedes Copula's.

Usage

SunclarcoModel(data, time, status, clusters, covariates, stage = 1,
  copula = "Clayton", marginal = "Weibull", n.piecewise = 20,
  init.values = NULL, baselevels = NULL, verbose = TRUE,
  summary.print = TRUE, optim.method = NULL, optim.bounds = NULL)

Arguments

data	Input dataframe containing all variables.
time	Which variable name is the time covariate?
status	The status indicator, 0=alive, 1=dead.
clusters	The variable name describing the clusters.
covariates	A vector of one or more covariates to be included in the model. Categorical covariates should be a factor in this data frame.
stage	Denotes whether the one-stage (stage=1, default) or the two-stage (stage=2) approach should be used. See Details for more information.
copula	Denotes which copula to use. Can be "Clayton" (default) or "GH" for Gumbel-Hougaard.
marginal	Denotes which marginal survival function to use. Can be "Weibull" (default), "PiecewiseExp" for Piecewise Exponential or "Cox" for non-parametric.
n.piecewise	For marginal="PiecewiseExp", denotes how many pieces the Piecewise Exponential should have (Default = 20).
init.values	A List object which contains the initial values for the parameters. This depends on the choice of the parameters stage, copula and marginal. See the Initial Values Section for more information. If no initial parameters are given, they will be chosen automatically (See Details for more information).
baselevels	Denotes the level of a categorical covariate in the covariates vector to be used as baseline. If not set, the first appearing level will be used as the baseline level. The specification should be done as a character vector and the names of this vector should coincide with the chosen factor variable (e.g. c(disease='Other',region='Region1') in which disease and region are factor covariates).
verbose	Print some in-between results as well as computation progress.
summary.print	Logical value to print a short summary at the end of the computation.
optim.method	Method used for optimization in one-stage estimation or in second stage of two-stage estimation. Can either be "Nelder-Mead", "BFGS", "CG", "L-BFGS-B", "SANN" or "Brent". Default in one-stage estimation is "Nelder-Mead" with Weibull margins and "BFGS" with piecewise exponential margins. Default in two-stage estimation is "Brent", except for the combination of Gumbel copula with Weibull margins, where the default is "BFGS".
optim.bounds	Lower and upper bounds on the variables for the "L-BFGS-B" method, or bounds in which to search for method "Brent". Should be a vector of length 2 in which the first element is the lower and the second the upper bound (e.g. c(-Inf,Inf)). If optim.method = NULL and "Brent" is used, then default bounds will be chosen. Otherwise, optim.bounds is defaulted to c(-Inf,Inf).

Details

All copula models, regardless the choice of the marginal survival function, can be fitted with the two-stage approach. The one-stage approach, however, is only available for the "Weibull" and "PiecewiseExp" marginal survival functions choice. The one-stage approach is preferred as it leads to less biased estimates in the case of small sample sizes. When no initial values for the parameters are given, initial values for the optimisation procedure will be derived in the following way. Initial values for the marginal survival functions are obtained by estimating the parameters marginally, i.e., without taking into consideration the copula function. In the two-stage approach, these estimates are fixed, whereas in the one-stage approach, they are parameters in the optimisation. The association parameter is set arbitrarily to 0.5 for "Clayton" 0.55 for "GH". An initial value for the association parameter can be supplied as c(theta=value) Initial values for the marginal survival function parameters can only be supplied for the "Weibull" choice as c(lambda=value,rho=value) Initial values for the beta parameters from continuous covariates can be supplied as c(beta_variablename=value) Initial values for the beta parameters from categorical covariates can be supplied as c(beta_variablename_level=value)

Value

S3 List object

• Parameters: Data frame containing estimates and standard errors of parameters.

• Kendall_Tau: Vector containing estimate and standard error of Kendall's Tau.

• ParametersCov: If available, covariance matrix of the parameters. For 2-stage approaches this is only available for the Weibull marginal.

• logllh: The log-likelihood value.

• parameter.call: A list containing all arguments given to the function, as well as the initial parameter values and the elapsed time.

Initial Values

Initial values are provided in a list() object as following:

list(lambda=c(0.5), rho=0.5, theta=0.5 beta=c(0.5))

Not all initial values need to be provided! If only some of the initial values are provided, all initial parameters will be estimated (see Details), but the provided initial values will overwrite the generated ones.

Depending on the stage and marginal parameter, different initial values can be provided:

• One-Stage:

  • Weibull Marginal

    • lambda: Single initial value for marginal survival function.

    • rho: Single initial value for marginal survival function.

    • theta: Single initial value for the association parameter.

    • beta: Vector of multiple initial values for the continuous/categorical covariates.

  • Piecewise Exponential Marginal

    • lambda: Vector of multiple initial value for marginal survival function. The length of this vector should be the number of n.piecewise (see note down below).

    • theta: Single initial value for the association parameter.

    • beta: Vector of multiple initial values for the continuous/categorical covariates.

• Two-Stage:

  • Weibull or Cox Marginal

    • theta: Single initial value for the association parameter.

  • Piecewise Exponential Marginal

    • lambda: Vector of multiple initial value for marginal survival function. The length of this vector should be the number of n.piecewise (see note down below).

    • theta: Single initial value for the association parameter.

    • beta: Vector of multiple initial values for the continuous/categorical covariates.

Initial Values Boundaries

• λ>0

• ρ>0

• θ:

  • GH Copula: θ>0 & θ<1

  • Clayton Copula: θ>0

Note on lambda and beta

For the Piecewise Exponential marginal, multiple λ's should be provided in the lambda slot as a vector. This vector can have a maximum length of the number of pieces there were chosen (n.piecewise). In the scenario not all λ's are provided, only the first few λ's are overwritten.

In the beta slot, as many β's should be provided as there are covariates (as well as in the same order of the covariates parameter). If one of the covariates is a categorical variable (factor), multiple β's should be provided for a single covariate (namely the number of levels minus 1). In the scenario not all β's are provided, only the first few β's are overwritten.

References

Prenen L, Braekers R, Duchateau L (2017). Extending the Archimedean copula methodology to model multivariate survival data grouped in clusters of variable size. Journal of the Royal Statistical Society, 6, 1-24.

Examples

 
## Not run: 
data("insem",package="Sunclarco")
result1 <- SunclarcoModel(data=insem,time="Time",status="Status",
                          clusters="Herd",covariates="Heifer",
                          stage=1,copula="Clayton",marginal="Weibull")

summary(result1)

result2 <- SunclarcoModel(data=insem,time="Time",status="Status",
                          clusters="Herd",covariates="Heifer",
                          stage=1,copula="GH",marginal="PiecewiseExp")
summary(result2)


result3 <- SunclarcoModel(data=kidney,time="time",status="status",
                          clusters="id",covariates="sex",
                          stage=2,copula="Clayton",marginal="Weibull")

summary(result3)

result4 <- SunclarcoModel(data=kidney,time="time",status="status",
                          clusters="id",covariates="sex",
                          stage=2,copula="Clayton",marginal="Cox")

summary(result4)

## End(Not run)

Sunclarco documentation built on May 2, 2019, 3:42 a.m.