R/predict.HR.R

In smoothHR: Smooth Hazard Ratio Curves Taking a Reference Value

predict.HR <- function(object, predictor, prob=NULL, pred.value=NULL, conf.level=0.95, prediction.values=NULL, round.x=NULL, ref.label=NULL, ...) {
	if ( !inherits(object, "HR") ) {stop("Object must be of class HR");}
	mydata <- object$dataset;
	fit <- object$coxfit;
	if ( missing(object) ) {stop("Missing object");}
	if ( missing(predictor) ) {stop("Missing predictor");}
	if ( missing(round.x) ) {round.x <- 5;}
	if ( !missing(pred.value) ) {prob <- 0.5;}
	if ( missing(prob) & missing(pred.value) ) {prob <- 0;}
	ctype <- "FALSE";
	qvalue <- (1+conf.level)/2;
	linear.predictor <- FALSE;
	k1 <- 9999;
	k <- which(names(mydata) == predictor);
	k <- c(k, k1);
	if (k[1] == 9999) {stop("predictor must be in data");}
	k <- k[1];
	if ( missing(prediction.values) ) {prediction.values <- c( min(mydata[,k]), quantile( mydata[,k], c(0.05, 0.25, 0.5, 0.75, 0.95) ), max(mydata[,k]) );}
	if ( min(prediction.values) < min(mydata[,k]) | max(prediction.values) > max(mydata[,k]) ) {stop("prediction.values must be between minimum and maximum of the predictor");}
	a <- mydata; # a is our dataset
	n.predictor <- names(a)[k];
	n <- dim(a)[1];
	if (prob == 0) {
		eta.no.ref <- predict(fit, type="terms");
		if ( inherits(eta.no.ref, "numeric") ) {kp <- 1; eta.no.ref <- cbind(eta.no.ref, eta.no.ref);}
		else {kp <- grep( predictor, colnames(eta.no.ref) );}
		eta.xref <- min(eta.no.ref[,kp]);
		ii <- which.min(eta.no.ref[,kp]);
		xref <- a[ii,k];
		eta.ref <- eta.no.ref[,kp]-eta.xref;
		indices <- grep(names(a)[k], dimnames(fit$x)[[2]]);
		submatriz.diseno <- fit$x[,indices];
		if (is.matrix(submatriz.diseno) == FALSE) {linear.predictor <- TRUE;}
		submatriz.var <- fit$var[indices,indices];
		xref1 <- rep(fit$x[ii,indices], dim(fit$x)[1]);
		if (linear.predictor == FALSE) {
			xref1 <- matrix(xref1, nrow=dim(fit$x)[1], ncol=dim(submatriz.diseno)[2], byrow=TRUE);
		}
		if (linear.predictor == TRUE) {
			xref1 <- matrix(xref1, nrow=dim(fit$x)[1], ncol=1, byrow=TRUE);
		}
		eta.ref1 <- fit$x[,indices]-xref1;
		var.eta.ref1 <- rep(NA, n);
		for (i in 1:n) {var.eta.ref1[i] <- eta.ref1[i,]%*%fit$var[indices,indices]%*%eta.ref1[i,];}
		se.eta.ref1 <- sqrt(var.eta.ref1);
	}
	if (prob > 0 & prob < 1) {
		eta.no.ref <- predict(fit, type="terms");
		if ( inherits(eta.no.ref, "numeric") ) {kp <- 1; eta.no.ref <- cbind(eta.no.ref, eta.no.ref);}
		else {kp <- grep( predictor, colnames(eta.no.ref) );}
		ord <- order(a[,k]);
		if ( !missing(pred.value) ) {
			pp <- seq(0, 1, len=100);
			app <- quantile(a[,k], pp);
			qq <- which(app < pred.value);
			qq1 <- max(qq);
			prob <- qq1/100;
		}
		ind.prob <- trunc(prob*n);
		xref <- a[,k][ord[ind.prob]];
		eta.xref <- eta.no.ref[,kp][ord[ind.prob]];
		eta.ref <- eta.no.ref[,kp]-eta.xref;
		indices <- grep(names(a)[k], dimnames(fit$x)[[2]]);
		submatriz.diseno <- fit$x[,indices];
		if ( !is.matrix(submatriz.diseno) ) {linear.predictor <- TRUE;}
		submatriz.var <- fit$var[indices,indices];
		xref1 <- rep(fit$x[ord[ind.prob],indices], dim(fit$x)[1]);
		if (linear.predictor == FALSE) {
			xref1 <- matrix(xref1, nrow=dim(fit$x)[1], ncol=dim(submatriz.diseno)[2], byrow=TRUE);
		}
		if (linear.predictor == TRUE) {
			xref1 <- matrix(xref1, nrow=dim(fit$x)[1], ncol=1, byrow=TRUE);
		}
		eta.ref1 <- fit$x[,indices]-xref1;
		var.eta.ref1 <- rep(NA, n);
		for (i in 1:n) {var.eta.ref1[i] <- eta.ref1[i,]%*%fit$var[indices,indices]%*%eta.ref1[i,];}
		se.eta.ref1 <- sqrt(var.eta.ref1);
	}
	if (prob == 1) {
		eta.no.ref <- predict(fit, type="terms");
		if ( inherits(eta.no.ref, "numeric") ) {kp <- 1; eta.no.ref <- cbind(eta.no.ref, eta.no.ref);}
		else {kp <- grep( predictor, colnames(eta.no.ref) );}
		eta.xref <- max(eta.no.ref[,kp]);
		ii <- which.max(eta.no.ref[,kp]);
		xref <- a[ii,k];
		eta.ref <- eta.no.ref[,kp]-eta.xref;
		indices <- grep(names(a)[k], dimnames(fit$x)[[2]]);
		submatriz.diseno <- fit$x[,indices];
		if ( !is.matrix(submatriz.diseno) ) {linear.predictor <- TRUE;}
		submatriz.var <- fit$var[indices,indices];
		xref1 <- rep(fit$x[ii,indices], dim(fit$x)[1]);
		if (linear.predictor == FALSE) {
			xref1 <- matrix(xref1, nrow=dim(fit$x)[1], ncol=dim(submatriz.diseno)[2], byrow=TRUE);
		}
		if (linear.predictor == TRUE) {
			xref1 <- matrix(xref1, nrow=dim(fit$x)[1], ncol=1, byrow=TRUE);
		}
		eta.ref1 <- fit$x[,indices]-xref1;
		var.eta.ref1 <- rep(NA, n);
		for (i in 1:n) {var.eta.ref1[i] <- eta.ref1[i,]%*%fit$var[indices,indices]%*%eta.ref1[i,];}
		se.eta.ref1 <- sqrt(var.eta.ref1);
	}
	tmat <- cbind(eta.ref, eta.ref-qnorm(qvalue)*se.eta.ref1, eta.ref+qnorm(qvalue)*se.eta.ref1);
	line <- rep(0, n);
	jj <- match(sort(unique(a[,k])), a[,k]);
	pp <- length(jj);
	mat2 <- c(a[jj[1],k], tmat[jj,1][1], tmat[jj,2][1], tmat[jj,3][1]);
	for (b in 2:pp) {mat2 <- rbind( mat2, c(a[jj[b],k], tmat[jj,1][b], tmat[jj,2][b], tmat[jj,3][b]) );}
	matriz <- matrix( 0, ncol=4, nrow=length(prediction.values) );
	matriz[,1] <- prediction.values;
	for ( qq in 1:length(prediction.values) ) {
		matriz[qq,2] <- approx(x=mat2[,1], y=mat2[,2], xout=matriz[qq,1])[[2]];
		matriz[qq,3] <- approx(x=mat2[,1], y=mat2[,3], xout=matriz[qq,1])[[2]];
		matriz[qq,4] <- approx(x=mat2[,1], y=mat2[,4], xout=matriz[qq,1])[[2]];
	}
	c1 <- conf.level;
	if ( missing(ref.label) ) {mat.name <- c( names(a)[k], "LnHR", paste("lower .", conf.level*100, sep=""), paste("upper .", conf.level*100, sep="") );}
	else {mat.name <- c( ref.label, "LnHR", paste("lower .", conf.level*100, sep=""), paste("upper .", conf.level*100, sep="") );}
	colnames(matriz) <- mat.name;
	rownames(matriz) <- rep( "", length(prediction.values) );
	return(matriz);
} # predict.HR