Description Usage Arguments Details Value Author(s) References Examples
Given cumulative transition hazards sample paths through the multistate model.
1 2 3 4 5 6 7 8 9 10 11 12 
Haz 
Cumulative hazards to be sampled from. These should be given as a
data frame with columns 
trans 
Transition matrix describing the multistate model. See

history 
A list with elements The elements 
beta.state 
A matrix of dimension (no states) x (no transitions)
specifying estimated effects of times at which earlier states were reached
on subsequent transitions. If these are not in the model, the value

clock 
Character argument, either 
output 
One of 
tvec 
A numeric vector of time points at which the states or paths
should be evaluated. Ignored if 
cens 
An independent censoring distribution, given as a data frame with time and Haz 
M 
The number of sampled trajectories through the multistate model. The default is 10, since the procedure can become quite timeconsuming 
do.trace 
An integer, specifying that the replication number should be
written to the console every 
The procedure is described in detail in Fiocco, Putter & van Houwelingen
(2008). The argument beta.state
and the element tstate
from
the argument history
are meant to incorporate situations where the
time at which some previous states were visited may affect future transition
rates. The relation between time of visit of state s
and transition
k
is assumed to be linear on the loghazards; the corresponding
regression coefficient is to be supplied as the (s,k)element of
beta.state
, which is 0 if no such effect has been included in the
model. If no such effects are present, then beta.state
=NULL
(default) suffices. In the tstate
element of history
, the
s
th element is the time at which state s
was visited. This is
only relevant for states which have been visited prior to the beginning of
sampling, i.e. before the time
element of history
; the
elements of tstate
are internally updated when in the sampling
process new states are visited (only if beta.state
is not NULL
to avoid unnecessary computations).
M simulated paths through the multistate model given by
trans
and Haz
. It is either a data frame with columns
time
, pstate1
, ..., pstateS
for S states when
output="state"
, or with columns time
, ppath1
,...,
ppathP
for the P paths specified in paths
(trans) when
output="path"
. When output="data"
, the sampled paths are
stored in an "msdata"
object, a data frame in long format such as
that obtained by msprep
. This may be useful for
(semi)parametric bootstrap procedures, in which case cens
may be
used as censoring distribution (assumed to be independent of all transition
times and independent of any covariates).
Marta Fiocco, Hein Putter H.Putter@lumc.nl
Fiocco M, Putter H, van Houwelingen HC (2008). Reducedrank proportional hazards regression and simulationbased prediction for multistate models. Statistics in Medicine 27, 4340–4358.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27  # transition matrix for illnessdeath model
tmat < trans.illdeath()
# data in wide format, for transition 1 this is dataset E1 of
# Therneau & Grambsch (T&G)
tg < data.frame(illt=c(1,1,6,6,8,9),ills=c(1,0,1,1,0,1),
dt=c(5,1,9,7,8,12),ds=c(1,1,1,1,1,1),
x1=c(1,1,1,0,0,0),x2=c(6:1))
# data in long format using msprep
tglong < msprep(time=c(NA,"illt","dt"),status=c(NA,"ills","ds"),
data=tg,keep=c("x1","x2"),trans=tmat)
# expanded covariates
tglong < expand.covs(tglong,c("x1","x2"))
# Cox model with different covariate
cx < coxph(Surv(Tstart,Tstop,status)~x1.1+x2.2+strata(trans),
data=tglong,method="breslow")
# new data, to check whether results are the same for transition 1 as T&G
newdata < data.frame(trans=1:3,x1.1=c(0,0,0),x2.2=c(0,1,0),strata=1:3)
fit < msfit(cx,newdata,trans=tmat)
tv < unique(fit$Haz$time)
# mssample
set.seed(1234)
mssample(Haz=fit$Haz,trans=tmat,tvec=tv,M=100)
set.seed(1234)
paths(tmat)
mssample(Haz=fit$Haz,trans=tmat,tvec=tv,M=100,output="path")
set.seed(1234)
mssample(Haz=fit$Haz,trans=tmat,tvec=tv,M=100,output="data",do.trace=25)

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