Pst: Computation of P(s,t) In msSurv: Nonparametric Estimation for Multistate Models

Description

This function calculates the transition probability matrix between any two values s and t and then prints it. The function also calculates and prints the cov(P(s,t)) matrix if the user specifies. Values are returned invisibly.

Usage

 1 Pst(object, s=0, t="last", deci=4, covar=FALSE)

Arguments

 object An msSurv object. s The lower time. Default is 0. t The highter time. Default is "last" which is the highest (or "last") event time. deci Numeric argument specifying number of decimal places for estimates. Default is 4. covar Logical argument to determine if var(P(s,t)) is computed. Default is FALSE.

Details

Computation of P(s,t) and var(P(s,t)) for multistate models are described in Andersen et al. (1993).

Value

Returned invisibly:

Pst

The transition probability matrix between two times s and t.

cov.Pst

Covariance matrix for the transition probability matrix between two times s and t (if covar==TRUE).

Note

If s = 0 and all subjects begin in the initial state at time 0, then the top row of P(0,t) yields the state occupation probabilities at time t. Data are assumed to follow a Markovian model.

Author(s)

Nicole Ferguson <[email protected]>, Guy Brock <[email protected]>, Somnath Datta <[email protected]>

References

Nicole Ferguson, Somnath Datta, Guy Brock (2012). msSurv: An R Package for Nonparametric Estimation of Multistate Models. Journal of Statistical Software, 50(14), 1-24. URL http://www.jstatsoft.org/v50/i14/.

Andersen, P.K., Borgan, O., Gill, R.D. and Keiding, N. (1993). Statistical models based on counting processes. Springer Series in Statistics. New York, NY: Springer.