R/coxexact.fit.R

Defines functions coxexact.fit

# This routine fits right censored data when the method is 
#  "exact".  The most common use for this option is matched
#   case-control data.
coxexact.fit <- function(x, y, strata, offset, init, control,
			  weights, method, rownames,
                         resid=TRUE, nocenter=NULL)
    {
    if (!is.matrix(x)) stop("Invalid formula for cox fitting function")
    if (!is.null(weights) && any(weights!=1))
	  stop("Case weights are not supported for the exact method")
    n <- nrow(x)
    nvar <- ncol(x)

    # The risk set addition in the C-code, which is the critically slow
    # part of the calculations, expects to have the data in sorted order:
    #   (large to small times) within strata
    if (length(strata)==0) {
	sorted <- order(-y[,1])
	newstrat <- as.integer(rep(0,n))
	}
    else {
	sorted <- order(strata, -y[,1])
	strata <- (as.numeric(strata))[sorted]
	newstrat <- as.integer(c(1, 1*(diff(strata)!=0)))
	}
    y <- y[sorted,]
    if (is.null(offset)) offset <- rep(0.,n)
    else offset <- offset[sorted]

    if (nvar==0) {
	# A special case: Null model.  Trick the C code, which requires
        #   at least one variable, by creating one and then doing 0
        #   iterations at beta=0
        x <- matrix(1:n, ncol=1)
        init <- NULL
        maxiter <- 0
        nullmodel <- TRUE
        nvar <- 1
    }
    else {
        maxiter <- control$iter.max
        nullmodel <- FALSE
    }

    if (!is.null(init)) {
	if (length(init) != nvar) stop("Wrong length for inital values")
	}
    else init <- rep(0.,nvar)

    # Prescale the data set to improve numerical accuracy.
    #  We will undo the scaling before finishing up.
    newx <- scale(x[sorted,])
    rescale <- attr(newx, "scaled:scale")
    means   <- attr(newx, "scaled:center")
    if (!is.null(nocenter)){
       zero.one <- apply(x, 2, function(z) all(z %in% nocenter))
       for (i in which(zero.one)) {
           newx[,i] <- x[sorted,i]
           rescale[i] <- 1.0
           means[i]   <- 0.0
       }
    }
    cfit <- .Call(Ccoxexact, 
                  as.integer(maxiter),
                  as.double(y),  # interger data?  Just in case.
                  newx,
                  as.double(offset),
                  as.integer(newstrat),
                  as.double(init*rescale),
                  as.double(control$eps),
                  as.double(control$toler.chol)
              )
    if (nullmodel) {
        score <- exp(offset[sorted])
        cxres <- .C(Ccoxmart2,
                    as.integer(n),
                    as.double(y[,1]),
                    as.integer(y[,2]),
                    newstrat,
                    score,
                    rep(1.0, n),  #weights
                    resid=double(n))
        resid <- double(n)
        resid[sorted] <- cxres$resid
        names(resid) <- rownames
        return( list(loglik = cfit$loglik[1],
                     linear.predictors = offset,
                     residuals = resid,
                     method = method,
                     class = c("coxph.null", "coxph")))
    }

    loglik <- cfit$loglik[1:2]  #these are packed into one vector
    sctest <- cfit$loglik[3]
    iter <- cfit$loglik[5]
    flag <- cfit$loglik[4]
    var <- matrix(cfit$imat,nvar,nvar)
    coef <- cfit$coef

    if (flag < nvar) which.sing <- diag(var)==0
    else which.sing <- rep(FALSE,nvar)

    infs <- abs(cfit$u %*% var)
    if (control$iter.max >1) {
	if (flag == 1000)
	       warning("Ran out of iterations and did not converge")
	    else {
		infs <- ((infs > control$eps) & 
			 infs > control$toler.inf*abs(coef))
		if (any(infs))
		warning(paste("Loglik converged before variable ",
			  paste((1:nvar)[infs],collapse=","),
			  "; beta may be infinite. "))
		}
	}

    names(coef) <- dimnames(x)[[2]]
    lp  <- newx %*% coef + offset 
    score <- as.double(exp(lp))

    if (resid) {
        # Compute the residuals
        cxres <- .C(Ccoxmart2,
                    as.integer(n),
                    as.double(y[,1]),
                    as.integer(y[,2]),
                    newstrat,
                    score,
                    rep(1.0, n),  #weights
                    resid=double(n))
        resid <- double(n)
        resid[sorted] <- cxres$resid
        names(resid) <- rownames
        coef[which.sing] <- NA
        lp.unsort <- double(n)
        lp.unsort[sorted] <- lp

        scmat <- diag(1/rescale, nvar,nvar)
        rval <-  list(coefficients  = coef/rescale,
                      var    = scmat %*% var %*% scmat,
                      loglik = loglik,
                      score  = sctest,
                      iter   = iter,
                      linear.predictors = lp.unsort,
                      residuals = resid,
                      means = means,
                      method = method,
                      class = 'coxph')
    } else {
        rval <-  list(coefficients  = coef/rescale,
                      var    = scmat %*% var %*% scmat,
                      loglik = loglik,
                      score  = sctest,
                      iter   = iter,
                      linear.predictors = lp.unsort,
                      means = means,
                      method = method,
                      class = 'coxph')
    }
    rval
}

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survival documentation built on Aug. 24, 2021, 5:06 p.m.