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# Part of the rstanarm package for estimating model parameters
# Copyright (C) 2015, 2016, 2017 Trustees of Columbia University
# Copyright (C) 2016, 2017 Sam Brilleman
#
# This program is free software; you can redistribute it and/or
# modify it under the terms of the GNU General Public License
# as published by the Free Software Foundation; either version 3
# of the License, or (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program; if not, write to the Free Software
# Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
#' Estimate subject-specific or standardised survival probabilities
#'
#' This function allows us to generate estimated survival probabilities
#' based on draws from the posterior predictive distribution. By default
#' the survival probabilities are conditional on an individual's
#' group-specific coefficients (i.e. their individual-level random
#' effects). If prediction data is provided via the \code{newdataLong}
#' and \code{newdataEvent} arguments, then the default behaviour is to
#' sample new group-specific coefficients for the individuals in the
#' new data using a Monte Carlo scheme that conditions on their
#' longitudinal outcome data provided in \code{newdataLong}
#' (sometimes referred to as "dynamic predictions", see Rizopoulos
#' (2011)). This default behaviour can be stopped by specifying
#' \code{dynamic = FALSE}, in which case the predicted survival
#' probabilities will be marginalised over the distribution of the
#' group-specific coefficients. This has the benefit that the user does
#' not need to provide longitudinal outcome measurements for the new
#' individuals, however, it does mean that the predictions will incorporate
#' all the uncertainty associated with between-individual variation, since
#' the predictions aren't conditional on any observed data for the individual.
#' In addition, by default, the predicted subject-specific survival
#' probabilities are conditional on observed values of the fixed effect
#' covariates (ie, the predictions will be obtained using either the design
#' matrices used in the original \code{\link{stan_jm}} model call, or using the
#' covariate values provided in the \code{newdataLong} and \code{newdataEvent}
#' arguments). However, if you wish to average over the observed distribution
#' of the fixed effect covariates then this is possible -- such predictions
#' are sometimes referred to as standardised survival probabilties -- see the
#' \code{standardise} argument below.
#'
#' @export
#' @templateVar stanjmArg object
#' @template args-stanjm-object
#'
#' @param newdataLong,newdataEvent Optionally, a data frame (or in the case of
#' \code{newdataLong} this can be a list of data frames) in which to look
#' for variables with which to predict. If omitted, the model matrices are used.
#' If new data is provided, then it should also contain the longitudinal
#' outcome data on which to condition when drawing the new group-specific
#' coefficients for individuals in the new data. Note that there is only
#' allowed to be one row of data for each individual in \code{newdataEvent},
#' that is, time-varying covariates are not allowed in the prediction data for
#' the event submodel. Also, \code{newdataEvent} can optionally include a
#' variable with information about the last known survival time for the new
#' individuals -- see the description for the \code{last_time} argument below
#' -- however also note that when generating the survival probabilities it
#' is of course assumed that all individuals in \code{newdataEvent} have not
#' yet experienced the event (that is, any variable in \code{newdataEvent} that
#' corresponds to the event indicator will be ignored).
#' @param extrapolate A logical specifying whether to extrapolate the estimated
#' survival probabilities beyond the times specified in the \code{times} argument.
#' If \code{TRUE} then the extrapolation can be further controlled using
#' the \code{control} argument.
#' @param control A named list with parameters controlling extrapolation
#' of the estimated survival function when \code{extrapolate = TRUE}. The list
#' can contain one or more of the following named elements: \cr
#' \describe{
#' \item{\code{epoints}}{a positive integer specifying the number of
#' discrete time points at which to calculate the forecasted survival
#' probabilities. The default is 10.}
#' \item{\code{edist}}{a positive scalar specifying the amount of time
#' across which to forecast the estimated survival function, represented
#' in units of the time variable \code{time_var} (from fitting the model).
#' The default is to extrapolate between the times specified in the
#' \code{times} argument and the maximum event or censoring time in the
#' original data. If \code{edist} leads to times that are beyond
#' the maximum event or censoring time in the original data then the
#' estimated survival probabilities will be truncated at that point, since
#' the estimate for the baseline hazard is not available beyond that time.}
#' }
#' @param condition A logical specifying whether the estimated
#' subject-specific survival probabilities at time \code{t} should be
#' conditioned on survival up to a fixed time point \code{u}. The default
#' is for \code{condition} to be set to \code{TRUE}, unless standardised survival
#' probabilities have been requested (by specifying \code{standardise = TRUE}),
#' in which case \code{condition} must (and will) be set to \code{FALSE}.
#' When conditional survival probabilities are requested, the fixed
#' time point \code{u} will be either: (i) the value specified via the
#' \code{last_time} argument; or if the \code{last_time} argument is
#' \code{NULL} then the latest observation time for each individual
#' (taken to be the value in the \code{times} argument if \code{newdataEvent}
#' is specified, or the observed event or censoring time if \code{newdataEvent}
#' is \code{NULL}.
#' @param last_time A scalar, character string, or \code{NULL}. This argument
#' specifies the last known survival time for each individual when
#' conditional predictions are being obtained. If
#' \code{newdataEvent} is provided and conditional survival predictions are being
#' obtained, then the \code{last_time} argument can be one of the following:
#' (i) a scalar, this will use the same last time for each individual in
#' \code{newdataEvent}; (ii) a character string, naming a column in
#' \code{newdataEvent} in which to look for the last time for each individual;
#' (iii) \code{NULL}, in which case the default is to use the time of the latest
#' longitudinal observation in \code{newdataLong}. If \code{newdataEvent} is
#' \code{NULL} then the \code{last_time} argument cannot be specified
#' directly; instead it will be set equal to the event or censoring time for
#' each individual in the dataset that was used to estimate the model.
#' If standardised survival probabilities are requested (i.e.
#' \code{standardise = TRUE}) then conditional survival probabilities are
#' not allowed and therefore the \code{last_time} argument is ignored.
#' @param ids An optional vector specifying a subset of IDs for whom the
#' predictions should be obtained. The default is to predict for all individuals
#' who were used in estimating the model or, if \code{newdataLong} and
#' \code{newdataEvent} are specified, then all individuals contained in
#' the new data.
#' @param prob A scalar between 0 and 1 specifying the width to use for the
#' uncertainty interval (sometimes called credible interval) for the predictions.
#' For example \code{prob = 0.95} (the default) means that the 2.5th and 97.5th
#' percentiles will be provided.
#' @param times A scalar, a character string, or \code{NULL}. Specifies the
#' times at which the estimated survival probabilities should be calculated.
#' It can be either: (i) \code{NULL}, in which case it will default to the last known
#' survival time for each individual, as determined by the \code{last_time}
#' argument; (ii) a scalar, specifying a time to estimate the survival probability
#' for each of the individuals; or (iii) if \code{newdataEvent} is
#' provided, it can be the name of a variable in \code{newdataEvent} that
#' indicates the time at which the survival probabilities should be calculated
#' for each individual.
#' @param standardise A logical specifying whether the estimated
#' subject-specific survival probabilities should be averaged
#' across all individuals for whom the subject-specific predictions are
#' being obtained. This can be used to average over the covariate and random effects
#' distributions of the individuals used in estimating the model, or the individuals
#' included in the \code{newdata} arguments. This approach of
#' averaging across the observed distribution of the covariates is sometimes
#' referred to as a "standardised" survival curve. If \code{standardise = TRUE},
#' then the \code{times} argument must be specified and it must be constant across
#' individuals, that is, the survival probabilities must be calculated at the
#' same time for all individuals.
#' @param dynamic A logical that is only relevant if new data is provided
#' via the \code{newdataLong} and \code{newdataEvent} arguments. If
#' \code{dynamic = TRUE}, then new group-specific parameters are drawn for
#' the individuals in the new data, conditional on their longitudinal
#' biomarker data contained in \code{newdataLong}. These group-specific
#' parameters are then used to generate individual-specific survival probabilities
#' for these individuals. These are often referred to as "dynamic predictions"
#' in the joint modelling context, because the predictions can be updated
#' each time additional longitudinal biomarker data is collected on the individual.
#' On the other hand, if \code{dynamic = FALSE} then the survival probabilities
#' will just be marginalised over the distribution of the group-specific
#' coefficients; this will mean that the predictions will incorporate all
#' uncertainty due to between-individual variation so there will likely be
#' very wide credible intervals on the predicted survival probabilities.
#' @param scale A scalar, specifying how much to multiply the asymptotic
#' variance-covariance matrix for the random effects by, which is then
#' used as the "width" (ie. variance-covariance matrix) of the multivariate
#' Student-t proposal distribution in the Metropolis-Hastings algorithm. This
#' is only relevant when \code{newdataEvent} is supplied and
#' \code{dynamic = TRUE}, in which case new random effects are simulated
#' for the individuals in the new data using the Metropolis-Hastings algorithm.
#' @param draws An integer indicating the number of MCMC draws to return.
#' The default is to set the number of draws equal to 200, or equal to the
#' size of the posterior sample if that is less than 200.
#' @param seed An optional \code{\link[=set.seed]{seed}} to use.
#' @param ... Currently unused.
#'
#' @note
#' Note that if any variables were transformed (e.g. rescaled) in the data
#' used to fit the model, then these variables must also be transformed in
#' \code{newdataLong} and \code{newdataEvent}. This only applies if variables
#' were transformed before passing the data to one of the modeling functions and
#' \emph{not} if transformations were specified inside the model formula.
#'
#' @return A data frame of class \code{survfit.stanjm}. The data frame includes
#' columns for each of the following:
#' (i) the median of the posterior predictions of the estimated survival
#' probabilities (\code{survpred});
#' (ii) each of the lower and upper limits of the corresponding uncertainty
#' interval for the estimated survival probabilities (\code{ci_lb} and
#' \code{ci_ub});
#' (iii) a subject identifier (\code{id_var}), unless standardised survival
#' probabilities were estimated;
#' (iv) the time that the estimated survival probability is calculated for
#' (\code{time_var}).
#' The returned object also includes a number of additional attributes.
#'
#' @seealso \code{\link{plot.survfit.stanjm}} for plotting the estimated survival
#' probabilities, \code{\link{ps_check}} for for graphical checks of the estimated
#' survival function, and \code{\link{posterior_traj}} for estimating the
#' marginal or subject-specific longitudinal trajectories, and
#' \code{\link{plot_stack_jm}} for combining plots of the estimated subject-specific
#' longitudinal trajectory and survival function.
#'
#' @references
#' Rizopoulos, D. (2011). Dynamic predictions and prospective accuracy in
#' joint models for longitudinal and time-to-event data. \emph{Biometrics}
#' \strong{67}, 819.
#'
#' @examples
#' if (.Platform$OS.type != "windows" || .Platform$r_arch != "i386") {
#' \donttest{
#' # Run example model if not already loaded
#' if (!exists("example_jm")) example(example_jm)
#'
#' # Obtain subject-specific survival probabilities for a few
#' # selected individuals in the estimation dataset who were
#' # known to survive up until their censoring time. By default
#' # the posterior_survfit function will estimate the conditional
#' # survival probabilities, that is, conditional on having survived
#' # until the event or censoring time, and then by default will
#' # extrapolate the survival predictions forward from there.
#' ps1 <- posterior_survfit(example_jm, ids = c(7,13,15))
#' # We can plot the estimated survival probabilities using the
#' # associated plot function
#' plot(ps1)
#'
#' # If we wanted to estimate the survival probabilities for the
#' # same three individuals as the previous example, but this time
#' # we won't condition on them having survived up until their
#' # censoring time. Instead, we will estimate their probability
#' # of having survived between 0 and 5 years given their covariates
#' # and their estimated random effects.
#' # The easiest way to achieve the time scale we want (ie, 0 to 5 years)
#' # is to specify that we want the survival time estimated at time 0
#' # and then extrapolated forward 5 years. We also specify that we
#' # do not want to condition on their last known survival time.
#' ps2 <- posterior_survfit(example_jm, ids = c(7,13,15), times = 0,
#' extrapolate = TRUE, condition = FALSE, control = list(edist = 5))
#'
#' # Instead we may want to estimate subject-specific survival probabilities
#' # for a set of new individuals. To demonstrate this, we will simply take
#' # the first two individuals in the estimation dataset, but pass their data
#' # via the newdata arguments so that posterior_survfit will assume we are
#' # predicting survival for new individuals and draw new random effects
#' # under a Monte Carlo scheme (see Rizopoulos (2011)).
#' ndL <- pbcLong[pbcLong$id %in% c(1,2),]
#' ndE <- pbcSurv[pbcSurv$id %in% c(1,2),]
#' ps3 <- posterior_survfit(example_jm,
#' newdataLong = ndL, newdataEvent = ndE,
#' last_time = "futimeYears", seed = 12345)
#' head(ps3)
#' # We can then compare the estimated random effects for these
#' # individuals based on the fitted model and the Monte Carlo scheme
#' ranef(example_jm)$Long1$id[1:2,,drop=FALSE] # from fitted model
#' colMeans(attr(ps3, "b_new")) # from Monte Carlo scheme
#'
#' # Lastly, if we wanted to obtain "standardised" survival probabilities,
#' # (by averaging over the observed distribution of the fixed effect
#' # covariates, as well as averaging over the estimated random effects
#' # for individuals in our estimation sample or new data) then we can
#' # specify 'standardise = TRUE'. We can then plot the resulting
#' # standardised survival curve.
#' ps4 <- posterior_survfit(example_jm, standardise = TRUE,
#' times = 0, extrapolate = TRUE)
#' plot(ps4)
#' }
#' }
posterior_survfit <- function(object, newdataLong = NULL, newdataEvent = NULL,
extrapolate = TRUE, control = list(),
condition = NULL, last_time = NULL, prob = 0.95,
ids, times = NULL, standardise = FALSE,
dynamic = TRUE, scale = 1.5,
draws = NULL, seed = NULL, ...) {
validate_stanjm_object(object)
M <- object$n_markers
id_var <- object$id_var
time_var <- object$time_var
basehaz <- object$basehaz
assoc <- object$assoc
family <- family(object)
if (!is.null(seed))
set.seed(seed)
if (missing(ids))
ids <- NULL
dots <- list(...)
# Temporary stop, until make_assoc_terms can handle it
sel_stop <- grep("^shared", rownames(object$assoc))
if (any(unlist(object$assoc[sel_stop,])))
stop("'posterior_survfit' cannot yet be used with shared_b or shared_coef ",
"association structures.")
# Construct prediction data
# ndL: dataLong to be used in predictions
# ndE: dataEvent to be used in predictions
if (!identical(is.null(newdataLong), is.null(newdataEvent)))
stop("Both newdataLong and newdataEvent must be supplied together.")
if (is.null(newdataLong)) { # user did not specify newdata
dats <- get_model_data(object)
ndL <- dats[1:M]
ndE <- dats[["Event"]]
} else { # user specified newdata
if (!dynamic)
stop2("Marginalised predictions for the event outcome are ",
"not currently implemented.")
newdatas <- validate_newdatas(object, newdataLong, newdataEvent)
ndL <- newdatas[1:M]
ndE <- newdatas[["Event"]]
}
if (!is.null(ids)) { # user specified a subset of ids
ndL <- subset_ids(object, ndL, ids)
ndE <- subset_ids(object, ndE, ids)
}
id_list <- factor(unique(ndE[[id_var]])) # order of ids from data, not ids arg
# Last known survival time for each individual
if (is.null(newdataLong)) { # user did not specify newdata
if (!is.null(last_time))
stop("'last_time' cannot be provided when newdata is NULL, since times ",
"are taken to be the event or censoring time for each individual.")
last_time <- object$eventtime[as.character(id_list)]
} else { # user specified newdata
if (is.null(last_time)) { # use latest longitudinal observation
max_ytimes <- do.call("cbind", lapply(ndL, function(x)
tapply(x[[time_var]], x[[id_var]], FUN = max)))
last_time <- apply(max_ytimes, 1L, max)
# re-order last-time according to id_list
last_time <- last_time[as.character(id_list)]
} else if (is.character(last_time) && (length(last_time) == 1L)) {
if (!last_time %in% colnames(ndE))
stop("Cannot find 'last_time' column named in newdataEvent.")
last_time <- ndE[[last_time]]
} else if (is.numeric(last_time) && (length(last_time) == 1L)) {
last_time <- rep(last_time, length(id_list))
} else if (is.numeric(last_time) && (length(last_time) > 1L)) {
last_time <- last_time[as.character(id_list)]
} else {
stop("Bug found: could not reconcile 'last_time' argument.")
}
names(last_time) <- as.character(id_list)
}
# Prediction times
if (standardise) { # standardised survival probs
times <-
if (is.null(times)) {
stop("'times' cannot be NULL for obtaining standardised survival probabilities.")
} else if (is.numeric(times) && (length(times) == 1L)) {
rep(times, length(id_list))
} else {
stop("'times' should be a numeric vector of length 1 in order to obtain ",
"standardised survival probabilities (the subject-specific survival ",
"probabilities will be calculated at the specified time point, and ",
"then averaged).")
}
} else if (is.null(newdataLong)) { # subject-specific survival probs without newdata
times <-
if (is.null(times)) {
object$eventtime[as.character(id_list)]
} else if (is.numeric(times) && (length(times) == 1L)) {
rep(times, length(id_list))
} else {
stop("If newdata is NULL then 'times' must be NULL or a single number.")
}
} else { # subject-specific survival probs with newdata
times <-
if (is.null(times)) {
times <- last_time
} else if (is.character(times) && (length(times) == 1L)) {
if (!times %in% colnames(ndE))
stop("Variable specified in 'times' argument could not be found in newdata.")
tapply(ndE[[times]], ndE[[id_var]], FUN = max)
} else if (is.numeric(times) && (length(times) == 1L)) {
rep(times, length(id_list))
} else {
stop("If newdata is specified then 'times' can only be the name of a ",
"variable in newdata, or a single number.")
}
}
if (!identical(length(times), length(id_list)))
stop(paste0("length of the 'times' vector should be equal to the number of individuals ",
"for whom predictions are being obtained (", length(id_list), ")."))
maxtime <- max(object$eventtime)
if (any(times > maxtime))
stop("'times' are not allowed to be greater than the last event or censoring ",
"time (since unable to extrapolate the baseline hazard).")
# User specified extrapolation
if (extrapolate) {
ok_control_args <- c("epoints", "edist")
control <- get_extrapolation_control(control, ok_control_args = ok_control_args)
endtime <- if (!is.null(control$edist)) times + control$edist else maxtime
endtime[endtime > maxtime] <- maxtime # nothing beyond end of baseline hazard
time_seq <- get_time_seq(control$epoints, times, endtime, simplify = FALSE)
} else time_seq <- list(times) # no extrapolation
# Conditional survival times
if (is.null(condition)) {
condition <- !standardise
} else if (condition && standardise) {
stop("'condition' cannot be set to TRUE if standardised survival ",
"probabilities are requested.")
}
# Get stanmat parameter matrix for specified number of draws
S <- posterior_sample_size(object)
if (is.null(draws))
draws <- if (S > 200L) 200L else S
if (draws > S)
stop("'draws' should be <= posterior sample size (", S, ").")
stanmat <- as.matrix(object$stanfit)
some_draws <- isTRUE(draws < S)
if (some_draws) {
samp <- sample(S, draws)
stanmat <- stanmat[samp, , drop = FALSE]
}
# Draw b pars for new individuals
if (dynamic && !is.null(newdataEvent)) {
stanmat <- simulate_b_pars(object, stanmat = stanmat, ndL = ndL, ndE = ndE,
ids = id_list, times = last_time, scale = scale)
b_new <- attr(stanmat, "b_new")
acceptance_rate <- attr(stanmat, "acceptance_rate")
}
pars <- extract_pars(object, stanmat) # list of stanmat arrays
# Matrix of surv probs at each increment of the extrapolation sequence
# NB If no extrapolation then length(time_seq) == 1L
surv_t <- lapply(time_seq, function(t) {
if (!identical(length(t), length(id_list)))
stop("Bug found: the vector of prediction times is not the same length ",
"as the number of individuals.")
dat <- .pp_data_jm(object, newdataLong = ndL, newdataEvent = ndE,
ids = id_list, etimes = t, long_parts = FALSE)
surv_t <- .ll_survival(object, data = dat, pars = pars, survprob = TRUE)
if (is.vector(surv_t) == 1L)
surv_t <- t(surv_t) # transform if only one individual
surv_t[, (t == 0)] <- 1 # avoids possible NaN due to numerical inaccuracies
if (standardise) { # standardised survival probs
surv_t <- matrix(rowMeans(surv_t), ncol = 1)
dimnames(surv_t) <- list(iterations = NULL, "standardised_survprob")
} else {
dimnames(surv_t) <- list(iterations = NULL, ids = id_list)
}
surv_t
})
# If conditioning, need to obtain matrix of surv probs at last known surv time
if (condition) {
cond_dat <- .pp_data_jm(object, newdataLong = ndL, newdataEvent = ndE,
ids = id_list, etimes = last_time, long_parts = FALSE)
# matrix of survival probs at last_time
cond_surv <- .ll_survival(object, data = cond_dat, pars = pars, survprob = TRUE)
if (is.vector(cond_surv) == 1L)
cond_surv <- t(cond_surv) # transform if only one individual
cond_surv[, (last_time == 0)] <- 1 # avoids possible NaN due to numerical inaccuracies
surv <- lapply(surv_t, function(x) { # conditional survival probs
vec <- x / cond_surv
vec[vec > 1] <- 1 # if t was before last_time then surv prob may be > 1
vec
})
} else surv <- surv_t
# Summarise posterior draws to get median and ci
out <- do.call("rbind", lapply(
seq_along(surv), function(x, standardise, id_list, time_seq, prob) {
val <- median_and_bounds(surv[[x]], prob, na.rm = TRUE)
if (standardise) {
data.frame(TIMEVAR = unique(time_seq[[x]]), val$med, val$lb, val$ub)
} else
data.frame(IDVAR = id_list, TIMEVAR = time_seq[[x]], val$med, val$lb, val$ub)
}, standardise, id_list, time_seq, prob))
out <- data.frame(out)
colnames(out) <- c(if ("IDVAR" %in% colnames(out)) id_var,
time_var, "survpred", "ci_lb", "ci_ub")
if (id_var %in% colnames(out)) { # data has id column -- sort by id and time
out <- out[order(out[, id_var], out[, time_var]), , drop = FALSE]
} else { # data does not have id column -- sort by time only
out <- out[order(out[, time_var]), , drop = FALSE]
}
rownames(out) <- NULL
# temporary hack so that predictive_error can call posterior_survfit
# with two separate conditioning times...
fn <- tryCatch(sys.call(-1)[[1]], error = function(e) NULL)
if (!is.null(fn) &&
grepl("predictive_error", deparse(fn), fixed = TRUE) &&
"last_time2" %in% names(dots)) {
last_time2 <- ndE[[dots$last_time2]]
cond_dat2 <- .pp_data_jm(object, newdataLong = ndL, newdataEvent = ndE,
ids = id_list, etimes = last_time2, long_parts = FALSE)
cond_surv2 <- .ll_survival(object, data = cond_dat2, pars = pars, survprob = TRUE)
if (is.vector(cond_surv2) == 1L)
cond_surv2 <- t(cond_surv2) # transform if only one individual
cond_surv2[, (last_time2 == 0)] <- 1 # avoids possible NaN due to numerical inaccuracies
surv2 <- lapply(surv_t, function(x) { # conditional survival probs
vec <- x / cond_surv2
vec[vec > 1] <- 1 # if t was before last_time then surv prob may be > 1
vec
})
out2 <- do.call("rbind", lapply(
seq_along(surv2), function(x, standardise, id_list, time_seq, prob) {
val <- median_and_bounds(surv2[[x]], prob, na.rm = TRUE)
data.frame(IDVAR = id_list, TIMEVAR = time_seq[[x]], val$med)
}, standardise, id_list, time_seq, prob))
out2 <- data.frame(out2)
colnames(out2) <- c(id_var, time_var, "survpred_eventtime")
out2 <- out2[order(out2[, id_var, drop = F], out2[, time_var, drop = F]), , drop = F]
rownames(out2) <- NULL
out <- merge(out, out2)
}
class(out) <- c("survfit.stanjm", "data.frame")
out <- structure(out, id_var = id_var, time_var = time_var, extrapolate = extrapolate,
control = control, standardise = standardise, condition = condition,
last_time = last_time, ids = id_list, draws = draws, seed = seed,
offset = offset)
if (dynamic && !is.null(newdataEvent)) {
out <- structure(out, b_new = b_new, acceptance_rate = acceptance_rate)
}
out
}
#' Plot the estimated subject-specific or marginal survival function
#'
#' This generic \code{plot} method for \code{survfit.stanjm} objects will
#' plot the estimated subject-specific or marginal survival function
#' using the data frame returned by a call to \code{\link{posterior_survfit}}.
#' The call to \code{posterior_survfit} should ideally have included an
#' "extrapolation" of the survival function, obtained by setting the
#' \code{extrapolate} argument to \code{TRUE}.
#'
#' @method plot survfit.stanjm
#' @export
#' @importFrom ggplot2 ggplot aes_string geom_line geom_ribbon
#' facet_wrap labs coord_cartesian
#'
#' @templateVar idsArg ids
#' @templateVar labsArg xlab,ylab
#' @templateVar scalesArg facet_scales
#' @templateVar cigeomArg ci_geom_args
#' @template args-ids
#' @template args-labs
#' @template args-scales
#' @template args-ci-geom-args
#'
#' @param x A data frame and object of class \code{survfit.stanjm}
#' returned by a call to the function \code{\link{posterior_survfit}}.
#' The object contains point estimates and uncertainty interval limits
#' for estimated values of the survival function.
#' @param limits A quoted character string specifying the type of limits to
#' include in the plot. Can be one of: \code{"ci"} for the Bayesian
#' posterior uncertainty interval for the estimated survival probability
#' (often known as a credible interval); or \code{"none"} for no interval
#' limits.
#' @param ... Optional arguments passed to
#' \code{\link[ggplot2:geom_path]{geom_line}} and used to control features
#' of the plotted survival function.
#'
#' @return The plot method returns a \code{ggplot} object, also of class
#' \code{plot.survfit.stanjm}. This object can be further customised using the
#' \pkg{ggplot2} package. It can also be passed to the function
#' \code{plot_stack_jm}.
#'
#' @seealso \code{\link{posterior_survfit}}, \code{\link{plot_stack_jm}},
#' \code{\link{posterior_traj}}, \code{\link{plot.predict.stanjm}}
#'
#' @examples
#' if (.Platform$OS.type != "windows" || .Platform$r_arch != "i386") {
#' \donttest{
#' # Run example model if not already loaded
#' if (!exists("example_jm")) example(example_jm)
#'
#' # Obtain subject-specific conditional survival probabilities
#' # for all individuals in the estimation dataset.
#' ps1 <- posterior_survfit(example_jm, extrapolate = TRUE)
#'
#' # We then plot the conditional survival probabilities for
#' # a subset of individuals
#' plot(ps1, ids = c(7,13,15))
#' # We can change or add attributes to the plot
#' plot(ps1, ids = c(7,13,15), limits = "none")
#' plot(ps1, ids = c(7,13,15), xlab = "Follow up time")
#' plot(ps1, ids = c(7,13,15), ci_geom_args = list(fill = "red"),
#' color = "blue", linetype = 2)
#' plot(ps1, ids = c(7,13,15), facet_scales = "fixed")
#'
#' # Since the returned plot is also a ggplot object, we can
#' # modify some of its attributes after it has been returned
#' plot1 <- plot(ps1, ids = c(7,13,15))
#' plot1 +
#' ggplot2::theme(strip.background = ggplot2::element_blank()) +
#' ggplot2::coord_cartesian(xlim = c(0, 15)) +
#' ggplot2::labs(title = "Some plotted survival functions")
#'
#' # We can also combine the plot(s) of the estimated
#' # subject-specific survival functions, with plot(s)
#' # of the estimated longitudinal trajectories for the
#' # same individuals
#' ps1 <- posterior_survfit(example_jm, ids = c(7,13,15))
#' pt1 <- posterior_traj(example_jm, , ids = c(7,13,15))
#' plot_surv <- plot(ps1)
#' plot_traj <- plot(pt1, vline = TRUE, plot_observed = TRUE)
#' plot_stack_jm(plot_traj, plot_surv)
#'
#' # Lastly, let us plot the standardised survival function
#' # based on all individuals in our estimation dataset
#' ps2 <- posterior_survfit(example_jm, standardise = TRUE, times = 0,
#' control = list(epoints = 20))
#' plot(ps2)
#' }
#' }
plot.survfit.stanjm <- function(x, ids = NULL,
limits = c("ci", "none"),
xlab = NULL, ylab = NULL, facet_scales = "free",
ci_geom_args = NULL, ...) {
limits <- match.arg(limits)
ci <- (limits == "ci")
standardise <- attr(x, "standardise")
id_var <- attr(x, "id_var")
time_var <- attr(x, "time_var")
if (is.null(xlab)) xlab <- paste0("Time (", time_var, ")")
if (is.null(ylab)) ylab <- "Event free probability"
if (!is.null(ids)) {
if (standardise)
stop("'ids' argument cannot be specified when plotting standardised ",
"survival probabilities.")
if (!id_var %in% colnames(x))
stop("Bug found: could not find 'id_var' column in the data frame.")
ids_missing <- which(!ids %in% x[[id_var]])
if (length(ids_missing))
stop("The following 'ids' are not present in the survfit.stanjm object: ",
paste(ids[[ids_missing]], collapse = ", "), call. = FALSE)
x <- x[(x[[id_var]] %in% ids), , drop = FALSE]
} else {
ids <- if (!standardise) attr(x, "ids") else NULL
}
if (!standardise) x$id <- factor(x[[id_var]])
x$time <- x[[time_var]]
geom_defaults <- list(color = "black")
geom_args <- set_geom_args(geom_defaults, ...)
lim_defaults <- list(alpha = 0.3)
lim_args <- do.call("set_geom_args", c(defaults = list(lim_defaults), ci_geom_args))
if ((!standardise) && (length(ids) > 60L)) {
stop("Too many individuals to plot for. Perhaps consider limiting ",
"the number of individuals by specifying the 'ids' argument.")
} else if ((!standardise) && (length(ids) > 1L)) {
graph <- ggplot(x, aes_string(x = "time", y = "survpred")) +
theme_bw() +
do.call("geom_line", geom_args) +
coord_cartesian(ylim = c(0, 1)) +
facet_wrap(~ id, scales = facet_scales)
if (ci) {
lim_mapp <- list(mapping = aes_string(ymin = "ci_lb", ymax = "ci_ub"))
graph_limits <- do.call("geom_ribbon", c(lim_mapp, lim_args))
} else graph_limits <- NULL
} else {
graph <- ggplot(x, aes_string(x = "time", y = "survpred")) +
theme_bw() +
do.call("geom_line", geom_args) +
coord_cartesian(ylim = c(0, 1))
if (ci) {
lim_mapp <- list(mapping = aes_string(ymin = "ci_lb", ymax = "ci_ub"))
graph_limits <- do.call("geom_ribbon", c(lim_mapp, lim_args))
} else graph_limits <- NULL
}
ret <- graph + graph_limits + labs(x = xlab, y = ylab)
class_ret <- class(ret)
class(ret) <- c("plot.survfit.stanjm", class_ret)
ret
}
#' @rdname plot.survfit.stanjm
#' @export
#' @importFrom ggplot2 ggplot_build facet_wrap aes_string expand_limits
#'
#' @description The \code{plot_stack_jm} function takes arguments containing the plots of the estimated
#' subject-specific longitudinal trajectory (or trajectories if a multivariate
#' joint model was estimated) and the plot of the estimated subject-specific
#' survival function and combines them into a single figure. This is most
#' easily understood by running the \strong{Examples} below.
#'
#' @param yplot An object of class \code{plot.predict.stanjm}, returned by a
#' call to the generic \code{\link[=plot.predict.stanjm]{plot}} method for
#' objects of class \code{predict.stanjm}. If there is more than one
#' longitudinal outcome, then a list of such objects can be provided.
#' @param survplot An object of class \code{plot.survfit.stanjm}, returned by a
#' call to the generic \code{\link[=plot.survfit.stanjm]{plot}} method for
#' objects of class \code{survfit.stanjm}.
#'
#' @return \code{plot_stack_jm} returns an object of class
#' \code{\link[bayesplot]{bayesplot_grid}} that includes plots of the
#' estimated subject-specific longitudinal trajectories stacked on top of the
#' associated subject-specific survival curve.
#'
#' @seealso \code{\link{plot.predict.stanjm}}, \code{\link{plot.survfit.stanjm}},
#' \code{\link{posterior_predict}}, \code{\link{posterior_survfit}}
#'
#' @examples
#' if (.Platform$OS.type != "windows" || .Platform$r_arch != "i386") {
#' \donttest{
#' if (!exists("example_jm")) example(example_jm)
#' ps1 <- posterior_survfit(example_jm, ids = c(7,13,15))
#' pt1 <- posterior_traj(example_jm, ids = c(7,13,15), extrapolate = TRUE)
#' plot_surv <- plot(ps1)
#' plot_traj <- plot(pt1, vline = TRUE, plot_observed = TRUE)
#' plot_stack_jm(plot_traj, plot_surv)
#' }
#' }
plot_stack_jm <- function(yplot, survplot) {
if (!is(yplot, "list")) yplot <- list(yplot)
lapply(yplot, function(x) {
if (!is(x, "plot.predict.stanjm"))
stop("'yplot' should be an object of class 'plot.predict.stanjm', ",
"or a list of such objects.", call. = FALSE)
})
if (!is(survplot, "plot.survfit.stanjm"))
stop("'survplot' should be an object of class 'plot.survfit.stanjm'.",
call. = FALSE)
y_build <- lapply(yplot, ggplot_build)
y_layout <- lapply(y_build, function(x) x$layout$panel_layout)
y_ids <- lapply(y_layout, function(x)
if (!"id" %in% colnames(x)) NULL else x[["id"]])
e_build <- ggplot_build(survplot)
e_layout <- e_build$layout$panel_layout
e_ids <- if (!"id" %in% colnames(e_layout)) NULL else e_layout[["id"]]
if (!is.null(e_ids)) {
lapply(y_ids, function(x, e_ids) {
if (!all(sort(x) == sort(e_ids))) {
stop("The individuals in the 'yplot' and 'survplot' appear to differ. Please ",
"reestimate the plots using a common 'ids' argument.", call. = FALSE)
}
}, e_ids = e_ids)
}
vline <- lapply(seq_along(y_build), function(m) {
L <- length(y_build[[m]]$data)
dat <- y_build[[m]]$data[[L]]
if (!"xintercept" %in% colnames(dat)) {
found <- FALSE
} else {
found <- TRUE
dat <- dat[, c("PANEL", "xintercept"), drop = FALSE]
if (NROW(y_layout[[m]]) > 1) {
panel_id_map <- y_layout[[m]][, c("PANEL", "id"), drop = FALSE]
dat <- merge(dat, panel_id_map, by = "PANEL")
}
dat <- dat[, grep("PANEL", colnames(dat), invert = TRUE), drop = FALSE]
colnames(dat) <- gsub("xintercept", paste0("xintercept", m), colnames(dat), fixed = TRUE)
}
list(dat = dat, found = found)
})
vline_found <- any(sapply(vline, function(x) x$found))
if (!vline_found)
cat("Could not find vertical line indicating last observation time in the",
"plot of the longitudinal trajectory; you may wish to plot the longitudinal",
"trajectories again with 'vline = TRUE' to aid interpretation.")
vline_dat <- lapply(vline, function(x) x$dat)
vline_alldat <- Reduce(function(...) merge(..., all = TRUE), vline_dat)
vline_alldat$xintercept_max <-
apply(vline_alldat[, grep("id", colnames(vline_alldat), invert = TRUE), drop = FALSE], 1, max)
xmax <- max(sapply(c(y_build, list(e_build)), function(i) max(i$data[[1]]$x)))
if ((!is.null(e_ids)) && (length(e_ids) > 20L)) {
stop("Unable to generate 'plot_stack_jm' for this many individuals.", call. = FALSE)
} else if ((!is.null(e_ids)) && (length(e_ids) > 3L)) {
warning("'plot_stack_jm' is unlikely to be legible with more than a few individuals.",
immediate. = TRUE, call. = FALSE)
}
if (!is.null(e_ids)) {
graph_facet <- facet_wrap(~ id, scales = "free", nrow = 1)
} else {
graph_facet <- NULL
}
if (vline_found) {
graph_vline <- geom_vline(aes_string(xintercept = "xintercept_max"),
vline_alldat, linetype = 2)
} else {
graph_vline <- NULL
}
graph_xlims <- expand_limits(x = c(0, xmax))
survplot_updated <- survplot + graph_xlims + graph_facet + graph_vline
yplot_updated <- lapply(yplot, function(x) x + graph_xlims + graph_facet)
bayesplot::bayesplot_grid(
plots = c(yplot_updated, list(survplot_updated)),
grid_args = list(ncol = 1)
)
}
# ------------------ exported but doc kept internal
#' Generic print method for \code{survfit.stanjm} objects
#'
#' @rdname print.survfit.stanjm
#' @method print survfit.stanjm
#' @keywords internal
#' @export
#' @param x An object of class \code{survfit.stanjm}, returned by a call to
#' \code{\link{posterior_survfit}}.
#' @param digits Number of digits to use for formatting the time variable and
#' the survival probabilities.
#' @param ... Ignored.
#'
print.survfit.stanjm <- function(x, digits = 4, ...) {
time_var <- attr(x, "time_var")
x <- as.data.frame(x)
sel <- c(time_var, "survpred", "ci_lb", "ci_ub")
for (i in sel)
x[[i]] <- format(round(x[[i]], digits), nsmall = digits)
print(x, quote = FALSE)
invisible(x)
}
# ------------------ internal
# default plotting attributes
.PP_FILL <- "skyblue"
.PP_DARK <- "skyblue4"
.PP_VLINE_CLR <- "#222222"
.PP_YREP_CLR <- "#487575"
.PP_YREP_FILL <- "#222222"
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