Nothing
R/comprisk.r
In timereg: Flexible Regression Models for Survival Data
Defines functions
pred.stratKM
prep.comp.risk
vcov.comp.risk
coef.comprisk
comp.risk
Documented in
coef.comprisk
comp.risk
pred.stratKM
prep.comp.risk
vcov.comp.risk
#' Competings Risks Regression
#'
#' Fits a semiparametric model for the cause-specific quantities : \deqn{ P(T <
#' t, cause=1 | x,z) = P_1(t,x,z) = h( g(t,x,z) ) }{} for a known link-function
#' \eqn{h()} and known prediction-function \eqn{g(t,x,z)} for the probability
#' of dying from cause 1 in a situation with competing causes of death.
#'
#' We consider the following models : 1) the additive model where
#' \eqn{h(x)=1-\exp(-x)} and \deqn{ g(t,x,z) = x^T A(t) + (diag(t^p) z)^T \beta
#' }{} 2) the proportional setting that includes the Fine & Gray (FG) "prop"
#' model and some extensions where \eqn{h(x)=1-\exp(-\exp(x))} and \deqn{
#' g(t,x,z) = (x^T A(t) + (diag(t^p) z)^T \beta) }{} The FG model is obtained
#' when \eqn{x=1}, but the baseline is parametrized as \eqn{\exp(A(t))}.
#'
#' The "fg" model is a different parametrization that contains the FG model,
#' where \eqn{h(x)=1-\exp(-x)} and \deqn{ g(t,x,z) = (x^T A(t)) \exp((diag(t^p)
#' z)^T \beta) }{} The FG model is obtained when \eqn{x=1}.
#'
#' 3) a "logistic" model where \eqn{h(x)=\exp(x)/( 1+\exp(x))} and \deqn{
#' g(t,x,z) = x^T A(t) + (diag(t^p) z)^T \beta}{}
#'
#' The "logistic2" is \deqn{ P_1(t,x,z) = x^T A(t) exp((diag(t^p) z)^T \beta)/
#' (1+ x^T A(t) exp((diag(t^p) z)^T \beta)) }{} The simple logistic model with
#' just a baseline can also be fitted by an alternative procedure that has
#' better small sample properties see prop.odds.subist().
#'
#' 4) the relative cumulative incidence function "rcif" model where
#' \eqn{h(x)=\exp(x)} and \deqn{ g(t,x,z) = x^T A(t) + (diag(t^p) z)^T \beta }{}
#'
#' The "rcif2" \deqn{ P_1(t,x,z) = (x^T A(t)) \exp((diag(t^p) z)^T \beta) }{}
#'
#' Where p by default is 1 for the additive model and 0 for the other models.
#' In general p may be powers of the same length as z.
#'
#' Since timereg version 1.8.4. the response must be specified with the
#' \code{\link{Event}} function instead of the \code{\link{Surv}} function and
#' the arguments. For example, if the old code was
#'
#' comp.risk(Surv(time,cause>0)~x1+x2,data=mydata,cause=mydata$cause,causeS=1)
#'
#' the new code is
#'
#' comp.risk(Event(time,cause)~x1+x2,data=mydata,cause=1)
#'
#' Also the argument cens.code is now obsolete since cens.code is an argument
#' of \code{\link{Event}}.
#'
#' @param formula a formula object, with the response on the left of a '~'
#' operator, and the terms on the right. The response must be a survival object
#' as returned by the `Event' function. The status indicator is not important
#' here. Time-invariant regressors are specified by the wrapper const(), and
#' cluster variables (for computing robust variances) by the wrapper cluster().
#' @param data a data.frame with the variables.
#' @param cause For competing risk models specificies which cause we consider.
#' @param times specifies the times at which the estimator is considered.
#' Defaults to all the times where an event of interest occurs, with the first
#' 10 percent or max 20 jump points removed for numerical stability in
#' simulations.
#' @param Nit number of iterations for Newton-Raphson algorithm.
#' @param clusters specifies cluster structure, for backwards compability.
#' @param est possible starting value for nonparametric component of model.
#' @param fix.gamma to keep gamma fixed, possibly at 0.
#' @param gamma starting value for constant effects.
#' @param n.sim number of simulations in resampling.
#' @param weighted Not implemented. To compute a variance weighted version of
#' the test-processes used for testing time-varying effects.
#' @param model "additive", "prop"ortional, "rcif", or "logistic".
#' @param detail if 0 no details are printed during iterations, if 1 details
#' are given.
#' @param interval specifies that we only consider timepoints where the
#' Kaplan-Meier of the censoring distribution is larger than this value.
#' @param resample.iid to return the iid decomposition, that can be used to
#' construct confidence bands for predictions
#' @param cens.model specified which model to use for the ICPW, KM is
#' Kaplan-Meier alternatively it may be "cox"
#' @param cens.formula specifies the regression terms used for the regression
#' model for chosen regression model. When cens.model is specified, the default
#' is to use the same design as specified for the competing risks model.
#' @param time.pow specifies that the power at which the time-arguments is
#' transformed, for each of the arguments of the const() terms, default is 1
#' for the additive model and 0 for the proportional model.
#' @param time.pow.test specifies that the power the time-arguments is
#' transformed for each of the arguments of the non-const() terms. This is
#' relevant for testing if a coefficient function is consistent with the
#' specified form A_l(t)=beta_l t^time.pow.test(l). Default is 1 for the
#' additive model and 0 for the proportional model.
#' @param silent if 0 information on convergence problems due to non-invertible
#' derviates of scores are printed.
#' @param conv gives convergence criterie in terms of sum of absolute change of
#' parameters of model
#' @param weights weights for estimating equations.
#' @param max.clust sets the total number of i.i.d. terms in i.i.d.
#' decompostition. This can limit the amount of memory used by coarsening the
#' clusters. When NULL then all clusters are used. Default is 1000 to save
#' memory and time.
#' @param first.time.p first point for estimation is pth percentile of cause
#' jump times.
#' @param n.times only uses 50 points for estimation, if NULL then uses all
#' points, subject to p.start condition.
#' @param estimator default estimator is 1.
#' @param trunc.p truncation weight for delayed entry, P(T > entry.time | Z_i),
#' typically Cox model.
#' @param cens.weights censoring weights can be given here rather than
#' calculated using the KM, cox or aalen models.
#' @param admin.cens censoring times for the administrative censoring
#' @param conservative set to 0 to compute correct variances based on censoring
#' weights, default is conservative estimates that are much quicker.
#' @param monotone monotone=0, uses estimating equations \deqn{ (D_\beta P_1) w(t) ( Y(t)/G_c(t) - P_1(t,X))}{} montone=1 uses \deqn{ w(t) X ( Y(t)/G_c(t) - P_1(t,X)) }{}
#' @param step step size for Fisher-Scoring algorithm.
#' @return returns an object of type 'comprisk'. With the following arguments:
#' \item{cum}{cumulative timevarying regression coefficient estimates are
#' computed within the estimation interval.} \item{var.cum}{pointwise variances
#' estimates. } \item{gamma}{estimate of proportional odds parameters of
#' model.} \item{var.gamma}{variance for gamma. } \item{score}{sum of absolute
#' value of scores.} \item{gamma2}{estimate of constant effects based on the
#' non-parametric estimate. Used for testing of constant effects.}
#' \item{obs.testBeq0}{observed absolute value of supremum of cumulative
#' components scaled with the variance.} \item{pval.testBeq0}{p-value for
#' covariate effects based on supremum test.} \item{obs.testBeqC}{observed
#' absolute value of supremum of difference between observed cumulative process
#' and estimate under null of constant effect.} \item{pval.testBeqC}{p-value
#' based on resampling.} \item{obs.testBeqC.is}{observed integrated squared
#' differences between observed cumulative and estimate under null of constant
#' effect.} \item{pval.testBeqC.is}{p-value based on resampling.}
#' \item{conf.band}{resampling based constant to construct 95\% uniform
#' confidence bands.} \item{B.iid}{list of iid decomposition of non-parametric
#' effects.} \item{gamma.iid}{matrix of iid decomposition of parametric
#' effects.} \item{test.procBeqC}{observed test process for testing of
#' time-varying effects} \item{sim.test.procBeqC}{50 resample processes for for
#' testing of time-varying effects} \item{conv}{information on convergence for
#' time points used for estimation.}
#' @author Thomas Scheike
#' @references Scheike, Zhang and Gerds (2008), Predicting cumulative incidence
#' probability by direct binomial regression,Biometrika, 95, 205-220.
#'
#' Scheike and Zhang (2007), Flexible competing risks regression modelling and
#' goodness of fit, LIDA, 14, 464-483.
#'
#' Martinussen and Scheike (2006), Dynamic regression models for survival data,
#' Springer.
#' @keywords survival
#' @examples
#'
#' data(bmt);
#'
#' clust <- rep(1:204,each=2)
#' addclust<-comp.risk(Event(time,cause)~platelet+age+tcell+cluster(clust),data=bmt,
#' cause=1,resample.iid=1,n.sim=100,model="additive")
#' ###
#'
#' addclust<-comp.risk(Event(time,cause)~+1+cluster(clust),data=bmt,cause=1,
#' resample.iid=1,n.sim=100,model="additive")
#' pad <- predict(addclust,X=1)
#' plot(pad)
#'
#' add<-comp.risk(Event(time,cause)~platelet+age+tcell,data=bmt,
#' cause=1,resample.iid=1,n.sim=100,model="additive")
#' summary(add)
#'
#' par(mfrow=c(2,4))
#' plot(add);
#' ### plot(add,score=1) ### to plot score functions for test
#'
#' ndata<-data.frame(platelet=c(1,0,0),age=c(0,1,0),tcell=c(0,0,1))
#' par(mfrow=c(2,3))
#' out<-predict(add,ndata,uniform=1,n.sim=100)
#' par(mfrow=c(2,2))
#' plot(out,multiple=0,uniform=1,col=1:3,lty=1,se=1)
#'
#' ## fits additive model with some constant effects
#' add.sem<-comp.risk(Event(time,cause)~
#' const(platelet)+const(age)+const(tcell),data=bmt,
#' cause=1,resample.iid=1,n.sim=100,model="additive")
#' summary(add.sem)
#'
#' out<-predict(add.sem,ndata,uniform=1,n.sim=100)
#' par(mfrow=c(2,2))
#' plot(out,multiple=0,uniform=1,col=1:3,lty=1,se=0)
#'
#' ## Fine & Gray model
#' fg<-comp.risk(Event(time,cause)~
#' const(platelet)+const(age)+const(tcell),data=bmt,
#' cause=1,resample.iid=1,model="fg",n.sim=100)
#' summary(fg)
#'
#' out<-predict(fg,ndata,uniform=1,n.sim=100)
#'
#' par(mfrow=c(2,2))
#' plot(out,multiple=1,uniform=0,col=1:3,lty=1,se=0)
#'
#' ## extended model with time-varying effects
#' fg.npar<-comp.risk(Event(time,cause)~platelet+age+const(tcell),
#' data=bmt,cause=1,resample.iid=1,model="prop",n.sim=100)
#' summary(fg.npar);
#'
#' out<-predict(fg.npar,ndata,uniform=1,n.sim=100)
#' head(out$P1[,1:5]); head(out$se.P1[,1:5])
#'
#' par(mfrow=c(2,2))
#' plot(out,multiple=1,uniform=0,col=1:3,lty=1,se=0)
#'
#' ## Fine & Gray model with alternative parametrization for baseline
#' fg2<-comp.risk(Event(time,cause)~const(platelet)+const(age)+const(tcell),data=bmt,
#' cause=1,resample.iid=1,model="prop",n.sim=100)
#' summary(fg2)
#'
#' #################################################################
#' ## Delayed entry models,
#' #################################################################
#' nn <- nrow(bmt)
#' entrytime <- rbinom(nn,1,0.5)*(bmt$time*runif(nn))
#' bmt$entrytime <- entrytime
#' times <- seq(5,70,by=1)
#'
#' bmtw <- prep.comp.risk(bmt,times=times,time="time",entrytime="entrytime",cause="cause")
#'
#' ## non-parametric model
#' outnp <- comp.risk(Event(time,cause)~tcell+platelet+const(age),
#' data=bmtw,cause=1,fix.gamma=1,gamma=0,
#' cens.weights=bmtw$cw,weights=bmtw$weights,times=times,n.sim=0)
#' par(mfrow=c(2,2))
#' plot(outnp)
#'
#' outnp <- comp.risk(Event(time,cause)~tcell+platelet,
#' data=bmtw,cause=1,
#' cens.weights=bmtw$cw,weights=bmtw$weights,times=times,n.sim=0)
#' par(mfrow=c(2,2))
#' plot(outnp)
#'
#'
#' ## semiparametric model
#' out <- comp.risk(Event(time,cause)~const(tcell)+const(platelet),data=bmtw,cause=1,
#' cens.weights=bmtw$cw,weights=bmtw$weights,times=times,n.sim=0)
#' summary(out)
#'
#'
##' @export
comp.risk<-function(formula,data=parent.frame(),cause,times=NULL,Nit=50,clusters=NULL,est=NULL,
fix.gamma=0,gamma=0,n.sim=0,weighted=0,model="fg",detail=0,interval=0.01,resample.iid=1,
cens.model="KM",cens.formula=NULL,time.pow=NULL,time.pow.test=NULL,silent=1,conv=1e-6,
weights=NULL,max.clust=1000,n.times=50,first.time.p=0.05,estimator=1,
trunc.p=NULL,cens.weights=NULL,admin.cens=NULL,conservative=1,monotone=0,step=NULL)
# {{{
{
if (!missing(cause)){
if (length(cause)!=1) stop("Argument cause has new meaning since
timereg version 1.8.4., it now specifies the cause of interest, see help(comp.risk) for details.")
}
## {{{
# trans=1 P_1=1-exp( - ( x' b(b)+ z' gam t) ),
# trans=2 P_1=1-exp(-exp(x a(t)+ z` b ) Fine-Gray model, with baseline exp(x a(t))
# trans=3 P_1= exp(x a(t)+ z` b)/( exp(x a(t) + z' b) +1 ); logistic
# trans=4 P_1=exp( ( x' b(b)+ z' gam ) ),
# trans=5 P_1= (x' b(t)) exp( z' gam ),
# trans=6 P_1=1-exp(-(x a(t)) exp(z` b )) Fine-Gray model, with baseline x a(t)
# trans=7 P_1= (x a(t)) exp( z` b)/( (x a(t) ) exp(z' b) +1 ); logistic2
trans <- switch(model,additive=1,prop=2,logistic=3,rcif=4,rcif2=5,fg=6,logistic2=7)
### if (model=="additive") trans<-1; if (model=="prop") trans<-2; if (model=="logistic") trans<-3;
### if (model=="rcif") trans<-4; if (model=="rcif2") trans<-5; if (model=="fg") trans<-6;
### if (model=="logistic2") trans<-7;
line <- 0
cause.call <- causeS <- cause
m <- match.call(expand.dots=FALSE);
m$gamma<-m$times<-m$n.times<-m$cause<-m$Nit<-m$weighted<-m$n.sim<-
m$model<-m$detail<- m$cens.model<-m$time.pow<-m$silent<- m$step <-
m$cens.formula <- m$interval<- m$clusters<-m$resample.iid<- m$monotone <-
m$time.pow.test<-m$conv<- m$weights <- m$max.clust <- m$first.time.p<- m$trunc.p <-
m$cens.weights <- m$admin.cens <- m$fix.gamma <- m$est <- m$conservative <- m$estimator <- NULL
if ((trans==2 || trans==3 || trans==7) && is.null(step)) step <- 0.5
if (is.null(step)) step <- 1
special <- c("const","cluster")
if (missing(data)) {
Terms <- terms(formula, special)
} else {
Terms <- terms(formula, special, data = data)
}
m$formula <- Terms
if (substr(as.character(m$formula)[2],1,4)=="Hist") {
stop("Since timereg version 1.8.6.: The left hand side of the formula must be specified as
Event(time, event) or with non default censoring codes Event(time, event, cens.code=0).")
}
m[[1]] <- as.name("model.frame")
m <- eval(m, parent.frame())
if (NROW(m) == 0) stop("No (non-missing) observations")
mt <- attr(m, "terms")
intercept <- attr(mt, "intercept")
event.history <- model.extract(m, "response")
if (!inherits(event.history,"Event")){
stop("Since timereg version 1.8.6.: The left hand side of the formula must be specified as
Event(time, event) or with non default censoring codes Event(time, event, cens.code=0).")
}
model.type <- "competing.risks"
## {{{ Event stuff
cens.code <- attr(event.history,"cens.code")
if (ncol(event.history)==2) {
time2 <- eventtime <- event.history[,1]
status <- delta <- event.history[,2]
entrytime <- rep(0,length(time2))
left <- 0
} else {
time2 <- eventtime <- event.history[,2]
status <- delta <- event.history[,3]
entrytime <- event.history[,1]
left <- 1
if (max(entrytime)==0) left <- 0
}
event <- (abs(status)==cause)
if (sum(event)==0) stop("No events of interest in data\n");
## }}}
if (n.sim==0) sim<-0 else sim<-1; antsim<-n.sim;
des<-read.design(m,Terms)
X<-des$X; Z<-des$Z; npar<-des$npar; px<-des$px; pz<-des$pz;
covnamesX<-des$covnamesX; covnamesZ<-des$covnamesZ;
if (nrow(X)!=nrow(data)) stop("Missing values in design matrix not allowed\n");
if (is.diag(t(X) %*% X)==TRUE) stratum <- 1 else stratum <- 0;
## {{{ cluster set up
if(is.null(clusters)){ clusters <- des$clusters}
if(is.null(clusters)){
cluster.call<-clusters;
clusters <- 0:(nrow(X) - 1)
antclust <- nrow(X)
} else {
cluster.call<-clusters;
antclust <- length(unique(clusters))
clusters <- as.integer(factor(clusters,labels=1:antclust))-1
}
coarse.clust <- FALSE;
if ((!is.null(max.clust))) if (max.clust< antclust) {
coarse.clust <- TRUE
qq <- unique(quantile(clusters, probs = seq(0, 1, by = 1/max.clust)))
qqc <- cut(clusters, breaks = qq, include.lowest = TRUE)
clusters <- as.integer(qqc)-1
max.clusters <- length(unique(clusters))
antclust <- max.clust
}
## }}}
pxz <-px+pz;
if (is.null(times)) {
timesc<-sort(unique(eventtime[event==1]));
if (!is.null(n.times)) {
if (length(timesc)> n.times) times <- quantile(timesc,prob=seq(first.time.p,1,length=n.times))
else times <- timesc
} else {times<-timesc; times<-times[times> quantile(timesc,prob=first.time.p)]; }
} else times <- sort(times);
n<-nrow(X); ntimes<-length(times);
if (npar==TRUE) {Z<-matrix(0,n,1); pg<-1; fixed<-0;} else {fixed<-1;pg<-pz;}
if (is.null(weights)==TRUE) weights <- rep(1,n);
## }}}
## {{{ censoring and estimator
if (!is.null(admin.cens)) estimator <- 3;
Gcxe <- 1;
ordertime <- order(eventtime);
###dcumhazcens <- rep(0,n);
if (estimator==1 || estimator==2) {
if (is.null(cens.weights)) { ## {{{ censoring model stuff with possible truncation
if (cens.model=="KM") { ## {{{
if (left==1) ud.cens<-survfit(Surv(entrytime,eventtime,delta==cens.code)~+1) else
ud.cens<-survfit(Surv(eventtime,delta==cens.code)~+1)
Gfit<-cbind(ud.cens$time,ud.cens$surv)
Gfit<-rbind(c(0,1),Gfit);
Gcx<-Cpred(Gfit,eventtime,strict=TRUE)[,2];
Gcxe<-Cpred(Gfit,entrytime,strict=TRUE)[,2];
### strictly before, but starts in 1.
Gcxe[Gcxe==0] <- 1
### only conditional on L if trunc given
if (!is.null(trunc.p)) Gcx <- Gcx/Gcxe;
Gctimes<-Cpred(Gfit,times,strict=TRUE)[,2]; ## }}}
} else if (cens.model=="stratKM") { ## {{{
XZ <- model.matrix(cens.formula,data=data);
strata <- as.factor(XZ)
Gcx <- pred.stratKM(data,time=eventtime,cause=delta,strata=strata)
### only conditional on L if trunc given
if (!is.null(trunc.p)) Gcx <- Gcx/Gcxe;
Gctimes<-Cpred(Gfit,times)[,2]; ## }}}
} else if (cens.model=="cox") { ## {{{
stop("Disabbled \n");
### if (!is.null(cens.formula)) {
### data$eventtime__ <- eventtime
### data$entrytime__ <- entrytime
### data$delta__C <- delta==cens.code
### if (left==1)
### formC <- update.formula(cens.formula,Surv(entrytime__,eventtime__,delta__C)~.)
### else formC <- update.formula(cens.formula,Surv(eventtime__,delta__C)~.)
### } else {
### }
### ud.cens<-coxph(formC,data=data)
### baseout <- basehaz(ud.cens,centered=FALSE);
### baseout <- cbind(baseout$time,baseout$hazard)
### Gcx<-Cpred(baseout,eventtime,strict=TRUE)[,2];
### Gcxe<-Cpred(baseout,entrytime,strict=TRUE)[,2];
### Gcxe[Gcxe==0] <- 1
### RR<-exp(as.matrix(XZ) %*% coef(ud.cens))
### Gcx<-exp(-Gcx*RR)
### Gcxe<-exp(-Gcxe*RR)
### Gfit<-rbind(c(0,1),cbind(eventtime,Gcx));
### ### only conditional on L if trunc given
### if (!is.null(trunc.p)) Gcx <- Gcx/Gcxe;
### Gctimes<-Cpred(Gfit,times,strict=TRUE)[,2];
## }}}
} else if (cens.model=="aalen") { ## {{{
if (!is.null(cens.formula)) {
XZ <- model.matrix(cens.formula,data=data);
} else {
if (npar==TRUE) XZ <-X else XZ <-cbind(X,Z);
}
if (left==1) ud.cens<-aalen(Surv(entrytime,eventtime,delta==cens.code)~-1+XZ+cluster(clusters),
n.sim=0,residuals=0,robust=0,silent=1)
else ud.cens<-aalen(Surv(eventtime,delta==cens.code)~-1+XZ+cluster(clusters),
n.sim=0,residuals=0,robust=0,silent=1);
Gcx <- Cpred(ud.cens$cum,eventtime,strict=TRUE)[,-1];
Gcx<-exp(-apply(Gcx*XZ,1,sum))
Gcx[Gcx>1]<-1; Gcx[Gcx<0]<-1
Gcxe <- Cpred(ud.cens$cum,entrytime,strict=TRUE)[,2];
Gcxe[Gcxe==0] <- 1
if (!is.null(trunc.p)) Gcx <- Gcx/Gcxe;
Gfit<-rbind(c(0,1),cbind(eventtime,Gcx));
Gctimes<-Cpred(Gfit,times,strict=TRUE)[,2]; ## }}}
} else stop('Unknown censoring model')
cens.weights <- Gcx
if ((min(Gcx[event==1])< 0.00001) && (silent==0)) {
cat("Censoring dist. approx zero for some points, summary cens:\n");
print(summary(Gcx))
}
## }}}
} else {
if (length(cens.weights)!=n) stop("censoring weights must have length equal to nrow in data\n");
Gcx <- cens.weights
### for left truncation specification
ord2 <- order(time2)
Gctimes <- Cpred(cbind(time2[ord2],weights[ord2]),times)
}
} else { ## estimator==3 admin.cens
if (length(admin.cens)!=n) stop("censoring weights must have length equal to nrow in data\n");
Gcx <- admin.cens
Gctimes <- rep(1,length(times));
}
if (left==1 & is.null(trunc.p) & is.null(cens.weights)) { ## {{{
### geskus weights: from mstate crprep
stop("For left-truncated data call prep.comp.risk\n call with weights and cens.weights\n");
n=length(time2)
prec.factor <- 100
prec <- .Machine$double.eps * prec.factor
surv.trunc <- survfit(Surv(-time2,-entrytime+prec,rep(1,n)) ~ 1)
trunc.dist <- summary(surv.trunc)
trunc.dist$time <- rev(-trunc.dist$time)
trunc.dist$surv <- c(rev(trunc.dist$surv)[-1], 1)
Lfit <-Cpred(cbind(trunc.dist$time,trunc.dist$surv),time2)
Lw <- Lfit[,2]
### weights <- 1/Lw
weights <- 1/((Lw)*Gcx);
weights[delta==cens.code] <- 0
Gcx <- rep(1,n)
} ## }}}
if (is.null(trunc.p)) trunc.p <- rep(1,n);
if (length(trunc.p)!=n) stop("truncation weights must have same length as data\n");
## }}}
## {{{ setting up more variables
if (resample.iid == 1) {
biid <- double(ntimes* antclust * px);
gamiid<- double(antclust *pg);
} else {
gamiid <- biid <- NULL;
}
ps<-px;
betaS<-rep(0,ps);
## possible starting value for nonparametric components
if (is.null(est)) {
est<-matrix(0.0+0.1,ntimes,px+1);
est[,1] <- times;
} else {
est <- as.matrix(est);
}
if (nrow(est)!=length(times)) est <- Cpred(est,times);
hess<-matrix(0,ps,ps); var<-score<-matrix(0,ntimes,ps+1);
if (sum(gamma)==0) gamma<-rep(0,pg); gamma2<-rep(0,ps);
test<-matrix(0,antsim,3*ps); testOBS<-rep(0,3*ps); unifCI<-c();
testval<-c(); rani<--round(runif(1)*10000);
Ut<-matrix(0,ntimes,ps+1); simUt<-matrix(0,ntimes,50*ps);
var.gamma<-matrix(0,pg,pg);
pred.covs.sem<-0
if (is.null(time.pow)==TRUE & model=="prop" ) time.pow<-rep(0,pg);
if (is.null(time.pow)==TRUE & model=="fg" ) time.pow<-rep(0,pg);
if (is.null(time.pow)==TRUE & model=="additive") time.pow<-rep(1,pg);
if (is.null(time.pow)==TRUE & model=="rcif" ) time.pow<-rep(0,pg);
if (is.null(time.pow)==TRUE & model=="rcif2" ) time.pow<-rep(0,pg);
if (is.null(time.pow)==TRUE & model=="logistic" ) time.pow<-rep(0,pg);
if (is.null(time.pow)==TRUE & model=="logistic2" )time.pow<-rep(0,pg);
if (length(time.pow)!=pg) time.pow <- rep(time.pow[1],pg);
if (is.null(time.pow.test)==TRUE & model=="prop" ) time.pow.test<-rep(0,px);
if (is.null(time.pow.test)==TRUE & model=="fg" ) time.pow.test<-rep(0,px);
if (is.null(time.pow.test)==TRUE & model=="additive") time.pow.test<-rep(1,px);
if (is.null(time.pow.test)==TRUE & model=="rcif" ) time.pow.test<-rep(0,px);
if (is.null(time.pow.test)==TRUE & model=="rcif2" ) time.pow.test<-rep(0,px);
if (is.null(time.pow.test)==TRUE & model=="logistic" ) time.pow.test<-rep(0,px);
if (is.null(time.pow.test)==TRUE & model=="logistic2" ) time.pow.test<-rep(0,px);
if (length(time.pow.test)!=px) time.pow.test <- rep(time.pow.test[1],px);
if (ntimes>1) silent <- c(silent,rep(0,ntimes-1))
## }}}
### print(Gctimes);
### dyn.load("comprisk.so"0
ssf <- step; ## takes step size over
out<-.C("itfit", ## {{{
as.double(times),as.integer(ntimes),as.double(eventtime),
as.integer(cens.code), as.integer(status),as.double(Gcx),
as.double(X),as.integer(n),as.integer(px),
as.integer(Nit), as.double(betaS), as.double(score),
as.double(hess), as.double(est), as.double(var),
as.integer(sim),as.integer(antsim),as.integer(rani),
as.double(test), as.double(testOBS), as.double(Ut),
as.double(simUt),as.integer(weighted),as.double(gamma),
as.double(var.gamma),as.integer(fixed),as.double(Z),
as.integer(pg),as.integer(trans),as.double(gamma2),
as.integer(cause),as.integer(line),as.integer(detail),
as.double(biid),as.double(gamiid),as.integer(resample.iid),
as.double(time.pow),as.integer(clusters),as.integer(antclust),
as.double(time.pow.test),as.integer(silent), as.double(conv),
as.double(weights),as.double(entrytime),as.double(trunc.p),
as.integer(estimator),as.integer(fix.gamma), as.integer(stratum),
as.integer(ordertime-1),as.integer(conservative), as.double(ssf),
as.double(Gctimes),as.double(rep(0,pg)),as.double(matrix(0,pg,pg)),
as.integer(monotone),PACKAGE="timereg") ## }}}
## {{{ handling output
ssf <- out[[51]];
gamma<-matrix(out[[24]],pg,1);
var.gamma<-matrix(out[[25]],pg,pg);
Dscore.gamma<-matrix(out[[54]],pg,pg);
gamma2<-matrix(out[[30]],ps,1);
rownames(gamma2)<-covnamesX;
conv <- list(convp=out[[41]],convd=out[[42]]);
if (fixed==0) gamma<-NULL;
if (resample.iid==1) {
biid<-matrix(out[[34]],ntimes,antclust*px);
if (fixed==1) gamiid<-matrix(out[[35]],antclust,pg) else gamiid<-NULL;
B.iid<-list();
for (i in (0:(antclust-1))*px) {
B.iid[[i/px+1]]<-matrix(biid[,i+(1:px)],ncol=px);
colnames(B.iid[[i/px+1]])<-covnamesX; }
if (fixed==1) colnames(gamiid)<-covnamesZ
} else B.iid<-gamiid<-NULL;
if (sim==1) {
simUt<-matrix(out[[22]],ntimes,50*ps); UIt<-list();
for (i in (0:49)*ps) UIt[[i/ps+1]]<-as.matrix(simUt[,i+(1:ps)]);
Ut<-matrix(out[[21]],ntimes,ps+1);
test<-matrix(out[[19]],antsim,3*ps); testOBS<-out[[20]];
supUtOBS<-apply(abs(as.matrix(Ut[,-1])),2,max);
p<-ps
for (i in 1:(3*p)) testval<-c(testval,pval(test[,i],testOBS[i]))
for (i in 1:p) unifCI<-as.vector(c(unifCI,percen(test[,i],0.95)));
pval.testBeq0<-as.vector(testval[1:p]);
pval.testBeqC<-as.vector(testval[(p+1):(2*p)]);
pval.testBeqC.is<-as.vector(testval[(2*p+1):(3*p)]);
obs.testBeq0<-as.vector(testOBS[1:p]);
obs.testBeqC<-as.vector(testOBS[(p+1):(2*p)]);
obs.testBeqC.is<-as.vector(testOBS[(2*p+1):(3*p)]);
sim.testBeq0<-as.matrix(test[,1:p]);
sim.testBeqC<-as.matrix(test[,(p+1):(2*p)]);
sim.testBeqC.is<-as.matrix(test[,(2*p+1):(3*p)]);
} else {test<-unifCI<-Ut<-UIt<-pval.testBeq0<-pval.testBeqC<-obs.testBeq0<-
obs.testBeqC<- sim.testBeq0<-sim.testBeqC<-
sim.testBeqC.is<- pval.testBeqC.is<-
obs.testBeqC.is<-NULL;
}
est<-matrix(out[[14]],ntimes,ps+1);
## in case of no convergence set estimates to NA
est[conv$convp>0,-1] <- NA
score<-matrix(out[[12]],ntimes,ps+1);
gamscore <- matrix(out[[53]],pg,1)
scores <- list(score=score,gamscore=gamscore)
var<-matrix(out[[15]],ntimes,ps+1);
## in case of no convergence set var to NA
var[conv$convp>0,-1] <- NA
colnames(var)<-colnames(est)<-c("time",covnamesX);
if (sim>=1) {
colnames(Ut)<- c("time",covnamesX)
names(unifCI)<-names(pval.testBeq0)<- names(pval.testBeqC)<-
names(pval.testBeqC.is)<- names(obs.testBeq0)<- names(obs.testBeqC)<-
names(obs.testBeqC.is)<- colnames(sim.testBeq0)<- colnames(sim.testBeqC)<-
colnames(sim.testBeqC.is)<- covnamesX;
}
if (fixed==1) { rownames(gamma)<-c(covnamesZ);
colnames(var.gamma)<- rownames(var.gamma)<-c(covnamesZ); }
colnames(score)<-c("time",covnamesX);
if (is.na(sum(score))==TRUE) score<-NA else
if (sum(score[,-1])<0.00001) score<-sum(score[,-1]);
ud<-list(cum=est,var.cum=var,gamma=gamma,score=score,
gamma2=gamma2,var.gamma=var.gamma,robvar.gamma=var.gamma,
pval.testBeq0=pval.testBeq0,pval.testBeqC=pval.testBeqC,
obs.testBeq0=obs.testBeq0,
obs.testBeqC.is=obs.testBeqC.is,
obs.testBeqC=obs.testBeqC,pval.testBeqC.is=pval.testBeqC.is,
conf.band=unifCI,B.iid=B.iid,gamma.iid=gamiid,ss=ssf,
test.procBeqC=Ut,sim.test.procBeqC=UIt,conv=conv,
weights=weights,cens.weights=cens.weights,scores=scores,Dscore.gamma=Dscore.gamma,step=step)
ud$call<- match.call()
ud$model<-model;
ud$n<-n;
ud$clusters <- clusters
ud$formula<-formula;
ud$response <- event.history
ud$cause <- status
class(ud)<-"comprisk";
attr(ud, "Call") <- match.call()
attr(ud, "Formula") <- formula
attr(ud, "time.pow") <- time.pow
attr(ud, "causeS") <- causeS
attr(ud, "cause") <- status
attr(ud, "cluster.call") <- cluster.call
attr(ud, "coarse.clust") <- coarse.clust
attr(ud, "max.clust") <- max.clust
attr(ud, "clusters") <- clusters
attr(ud, "cens.code") <- cens.code
attr(ud, "times") <- times
return(ud); ## }}}
} ## }}}
##' @export
print.comprisk <- function (x,...) { ## {{{
object <- x; rm(x);
if (!inherits(object, 'comprisk')) stop ("Must be an comprisk object")
if (is.null(object$gamma)==TRUE) semi<-FALSE else semi<-TRUE
# We print information about object:
causeS <- attr(object,"causeS")
print(causeS)
cat(paste("\nAnalysed cause:",causeS,"\n"))
cat(paste("\nLink _function:",object$model,"\n\n"))
cat(" Nonparametric terms : ");
cat(colnames(object$cum)[-1]); cat(" \n");
if (semi) {
cat(" Parametric terms : ");
cat(rownames(object$gamma));
cat(" \n");
}
if (object$conv$convd>=1) {
if (all(object$conv$convp==1)){
if (NROW(object$cum)>1){
cat("\nWarning: problem with convergence at all time points\n")
} else{
cat("\nWarning: problem with convergence at the evaluation time.\n")
}
}else{
cat("Warning: problem with convergence at the following time points:\n")
cat(object$cum[object$conv$convp>0,1])
cat("\nYou may try to readjust analyses by removing these time points\n")
}
}
cat(" \n");
} ## }}}
##' @export
coef.comprisk <- function(object, digits=3,...) { ## {{{
coefBase(object,digits=digits)
} ## }}}
##' @export
summary.comprisk <- function (object,digits = 3,...) { ## {{{
if (!inherits(object, 'comprisk')) stop ("Must be a comprisk object")
if (is.null(object$gamma)==TRUE) semi<-FALSE else semi<-TRUE
# We print information about object:
cat("Competing risks Model \n\n")
modelType<-object$model
#if (modelType=="additive" || modelType=="rcif")
if (sum(object$obs.testBeq0)==FALSE) cat("No test for non-parametric terms\n") else
timetest(object,digits=digits);
if (semi) {
if (sum(abs(object$score)>0.000001))
cat("Did not converge, allow more iterations\n\n");
cat("Parametric terms : \n");
prmatrix(coef(object,digits=digits))
cat(" \n");
}
if (object$conv$convd>=1) {
cat("WARNING problem with convergence for time points:\n")
cat(object$cum[object$conv$convp>0,1])
cat("\nReadjust analyses by removing points\n\n") }
} ## }}}
##' @export
vcov.comp.risk <- function(object, ...) {
rv <- object$robvar.gamma
if (!identical(rv, matrix(0, nrow = 1L, ncol = 1L))) rv # else return NULL
}
##' @export
plot.comprisk <- function (x, pointwise.ci=1, hw.ci=0,
sim.ci=0, specific.comps=FALSE,level=0.05, start.time = 0,
stop.time = 0, add.to.plot=FALSE, mains=TRUE, xlab="Time",
ylab ="Coefficients",score=FALSE,...){
## {{{
object <- x; rm(x);
if (!inherits(object,'comprisk') ){
stop ("Must be output from comp.risk function")
}
if (score==FALSE) {
B<-object$cum;
V<-object$var.cum;
p<-dim(B)[[2]];
if (sum(specific.comps)==FALSE){
comp<-2:p
} else {
comp<-specific.comps+1
}
if (stop.time==0) {
stop.time<-max(B[,1]);
}
med<-B[,1]<=stop.time & B[,1]>=start.time
B<-B[med,];
V<-V[med,];
c.alpha<- qnorm(1-level/2)
for (v in comp) {
c.alpha<- qnorm(1-level/2)
est<-B[,v];
ul<-B[,v]+c.alpha*V[,v]^.5;
nl<-B[,v]-c.alpha*V[,v]^.5;
if (add.to.plot==FALSE) {
plot(B[,1],est,ylim=1.05*range(ul,nl),type="s",xlab=xlab,ylab=ylab,...)
if (mains==TRUE) title(main=colnames(B)[v]);
} else {
lines(B[,1],est,type="s");
}
if (pointwise.ci>=1) {
lines(B[,1],ul,lty=pointwise.ci,type="s");
lines(B[,1],nl,lty=pointwise.ci,type="s");
}
if (hw.ci>=1) {
if (level!=0.05){
cat("Hall-Wellner bands only 95 % \n");
}
tau<-length(B[,1])
nl<-B[,v]-1.27*V[tau,v]^.5*(1+V[,v]/V[tau,v])
ul<-B[,v]+1.27*V[tau,v]^.5*(1+V[,v]/V[tau,v])
lines(B[,1],ul,lty=hw.ci,type="s");
lines(B[,1],nl,lty=hw.ci,type="s");
}
if (sim.ci>=1) {
if (is.null(object$conf.band)==TRUE){
cat("Uniform simulation based bands only computed for n.sim> 0\n")
}
if (level!=0.05){
c.alpha<-percen(object$sim.testBeq0[,v-1],1-level)
} else {
c.alpha<-object$conf.band[v-1];
}
nl<-B[,v]-c.alpha*V[,v]^.5;
ul<-B[,v]+c.alpha*V[,v]^.5;
lines(B[,1],ul,lty=sim.ci,type="s");
lines(B[,1],nl,lty=sim.ci,type="s");
}
abline(h = 0)
}
} else {
# plot score proces
if (is.null(object$pval.testBeqC)==TRUE) {
cat("Simulations not done \n");
cat("To construct p-values and score processes under null n.sim>0 \n");
} else {
if (ylab=="Cumulative regression function"){
ylab<-"Test process";
}
dim1<-ncol(object$test.procBeqC)
if (sum(specific.comps)==FALSE){
comp<-2:dim1
} else {
comp<-specific.comps+1
}
for (i in comp){
ranyl<-range(object$test.procBeqC[,i]);
for (j in 1:50){
ranyl<-range(c(ranyl,(object$sim.test.procBeqC[[j]])[,i-1]));
}
mr<-max(abs(ranyl));
plot(object$test.procBeqC[,1],
object$test.procBeqC[,i],
ylim=c(-mr,mr),lwd=2,xlab=xlab,ylab=ylab,type="s",...)
if (mains==TRUE){
title(main=colnames(object$test.procBeqC)[i]);
}
for (j in 1:50){
lines(object$test.procBeqC[,1],
as.matrix(object$sim.test.procBeqC[[j]])[,i-1],col="grey",lwd=1,lty=1,type="s")
}
lines(object$test.procBeqC[,1],object$test.procBeqC[,i],lwd=2,type="s")
}
}
}
} ## }}}
#' Set up weights for delayed-entry competing risks data for comp.risk function
#'
#' Computes the weights of Geskus (2011) modified to the setting of the
#' comp.risk function. The returned weights are
#' \eqn{1/(H(T_i)*G_c(min(T_i,tau)))} and tau is the max of the times argument,
#' here \eqn{H} is the estimator of the truncation distribution and \eqn{G_c}
#' is the right censoring distribution.
#'
#'
#' @param data data frame for comp.risk.
#' @param times times for estimating equations.
#' @param entrytime name of delayed entry variable, if not given computes
#' right-censoring case.
#' @param time name of survival time variable.
#' @param cause name of cause indicator
#' @param cname name of censoring weight.
#' @param tname name of truncation weight.
#' @param strata strata variable to obtain stratified weights.
#' @param nocens.out returns only uncensored part of data-frame
#' @param cens.formula censoring model formula for Cox models for the
#' truncation and censoring model.
#' @param cens.code code for censoring among causes.
#' @param prec.factor precision factor, for ties between censoring/even times,
#' truncation times/event times
#' @param trunc.mintau specicies wether the truncation distribution is
#' evaluated in death times or death times minimum max(times), FALSE makes the
#' estimator equivalent to Kaplan-Meier (in the no covariate case).
#' @return Returns an object. With the following arguments: \item{dataw}{a
#' data.frame with weights.}
#'
#' The function wants to make two new variables "weights" and "cw" so if these
#' already are in the data frame it tries to add an "_" in the names.
#' @author Thomas Scheike
#' @references Geskus (2011), Cause-Specific Cumulative Incidence Estimation
#' and the Fine and Gray Model Under Both Left Truncation and Right Censoring,
#' Biometrics (2011), pp 39-49.
#'
#' Shen (2011), Proportional subdistribution hazards regression for
#' left-truncated competing risks data, Journal of Nonparametric Statistics
#' (2011), 23, 885-895
#' @keywords survival
#' @examples
#'
#' data(bmt)
#' nn <- nrow(bmt)
#' entrytime <- rbinom(nn,1,0.5)*(bmt$time*runif(nn))
#' bmt$entrytime <- entrytime
#' times <- seq(5,70,by=1)
#'
#' ### adds weights to uncensored observations
#' bmtw <- prep.comp.risk(bmt,times=times,time="time",
#' entrytime="entrytime",cause="cause")
#'
#' #########################################
#' ### nonparametric estimates
#' #########################################
#' ## {{{
#' ### nonparametric estimates, right-censoring only
#' out <- comp.risk(Event(time,cause)~+1,data=bmt,
#' cause=1,model="rcif2",
#' times=c(5,30,70),n.sim=0)
#' out$cum
#' ### same as
#' ###out <- prodlim(Hist(time,cause)~+1,data=bmt)
#' ###summary(out,cause="1",times=c(5,30,70))
#'
#' ### with truncation
#' out <- comp.risk(Event(time,cause)~+1,data=bmtw,cause=1,
#' model="rcif2",
#' cens.weight=bmtw$cw,weights=bmtw$weights,times=c(5,30,70),
#' n.sim=0)
#' out$cum
#' ### same as
#' ###out <- prodlim(Hist(entry=entrytime,time,cause)~+1,data=bmt)
#' ###summary(out,cause="1",times=c(5,30,70))
#' ## }}}
#'
#' #########################################
#' ### Regression
#' #########################################
#' ## {{{
#' ### with truncation correction
#' out <- comp.risk(Event(time,cause)~const(tcell)+const(platelet),data=bmtw,
#' cause=1,cens.weight=bmtw$cw,
#' weights=bmtw$weights,times=times,n.sim=0)
#' summary(out)
#'
#' ### with only righ-censoring, standard call
#' outn <- comp.risk(Event(time,cause)~const(tcell)+const(platelet),data=bmt,
#' cause=1,times=times,n.sim=0)
#' summary(outn)
#' ## }}}
#'
#'
##' @export
prep.comp.risk <- function(data,times=NULL,entrytime=NULL,
time="time",cause="cause",cname="cweight",tname="tweight",
strata=NULL,nocens.out=TRUE,cens.formula=NULL,cens.code=0,
prec.factor=100,trunc.mintau=FALSE)
{ ## {{{
## {{{ geskus weights, up to min(T_i,max(times))
if (is.null(times)) times <- max(data[,time])
if (is.null(entrytime)) entrytime <- rep(0,nrow(data)) else entrytime <- data[,entrytime]
mtt <- max(times)
prec.factor <- 100
prec <- .Machine$double.eps * prec.factor
trunc.model <- cens.model <- NULL ## output of Cox models for entry cens
if (is.null(cens.formula)) {
if (is.null(strata)) { ## {{{
if (!is.null(entrytime)) {
surv.trunc <-
survfit(Surv(-data[,time],-entrytime+prec,rep(1,nrow(data))) ~ 1)
trunc.dist <- summary(surv.trunc)
trunc.dist$time <- rev(-trunc.dist$time)
trunc.dist$surv <- c(rev(trunc.dist$surv)[-1], 1)
if (trunc.mintau==TRUE) Lfit <-Cpred(cbind(trunc.dist$time,trunc.dist$surv),pmin(mtt,data[,time])) else
Lfit <-Cpred(cbind(trunc.dist$time,trunc.dist$surv),data[,time])
Lw <- Lfit[,2]
} else Lw <- 1
ud.cens<- survfit(Surv(entrytime,data[,time],data[,cause]==0)~+1)
Gfit<-cbind(ud.cens$time,ud.cens$surv)
Gfit<-rbind(c(0,1),Gfit);
Gcx<-Cpred(Gfit,pmin(mtt,data[,time]),strict=TRUE)[,2];
weights <- 1/(Lw*Gcx);
cweights <- Gcx;
tweights <- Lw;
### ## }}}
} else { ## {{{
### compute for each strata and combine
vstrata <- as.numeric(data[,strata])
weights <- rep(1,nrow(data))
cweights <- rep(1,nrow(data))
tweights <- rep(1,nrow(data))
for (i in unique(vstrata)) { ## {{{ for each strata
who <- (vstrata == i)
if (sum(who) <= 1) stop(paste("strata",i,"less than 1 observation\n"));
datas <- subset(data,who)
if (!is.null(entrytime)) {
entrytimes <- entrytime[who]
surv.trunc <-
survfit(Surv(-datas[,time],-entrytimes+prec,rep(1,nrow(datas))) ~ +1)
trunc.dist <- summary(surv.trunc)
trunc.dist$time <- rev(-trunc.dist$time)
trunc.dist$surv <- c(rev(trunc.dist$surv)[-1], 1)
if (trunc.mintau==TRUE) Lfit <-Cpred(cbind(trunc.dist$time,trunc.dist$surv),pmin(mtt,datas[,time])) else
Lfit <-Cpred(cbind(trunc.dist$time,trunc.dist$surv),datas[,time])
Lw <- Lfit[,2]
} else Lw <- 1
ud.cens<- survfit(Surv(entrytimes,datas[,time],datas[,cause]==0)~+1)
Gfit<-cbind(ud.cens$time,ud.cens$surv)
Gfit<-rbind(c(0,1),Gfit);
Gcx<-Cpred(Gfit,pmin(mtt,datas[,time]),strict=TRUE)[,2];
weights[who]<- 1/(Lw*Gcx);
cweights[who]<- Gcx;
tweights[who]<- Lw;
} ## }}}
} ## }}}
} else { ### cens.formula Cox models ## {{{
X <- model.matrix(cens.formula,data=data)[,-1,drop=FALSE];
if (!is.null(entrytime)) {
trunc.model <- coxph(Surv(-data[,time],-entrytime+prec,rep(1,nrow(data))) ~ X)
baseout <- basehaz(trunc.model,centered=FALSE);
baseout <- cbind(rev(-baseout$time),rev(baseout$hazard))
###
if (trunc.mintau==TRUE) Lfit <-Cpred(baseout,pmin(mtt,data[,time]))[,-1] else
Lfit <-Cpred(baseout,data[,time])[,-1]
RR<-exp(as.matrix(X) %*% coef(trunc.model))
Lfit<-exp(-Lfit*RR)
Lw <- Lfit
} else Lw <- 1
###
cens.model <- coxph(Surv(entrytime,data[,time],data[,cause]==0)~+X)
### baseout <- basehaz(cens.model,centered=FALSE);
### baseout <- cbind(baseout$time,baseout$hazard)
sfit <- survfit(cens.model, se.fit=FALSE)
zcoef <- ifelse(is.na(coef(cens.model)), 0, coef(cens.model))
offset <- sum(cens.model$means * zcoef)
chaz <- sfit$cumhaz * exp(-offset)
baseout <- cbind(sfit$time,chaz)
Gfit<-Cpred(baseout,pmin(mtt,data[,time]),strict=TRUE)[,2];
RR<-exp(as.matrix(X) %*% coef(cens.model))
Gfit<-exp(-Gfit*RR)
weights <- 1/(Lw*Gfit);
cweights <- Gfit
tweights <- Lw
} ## }}}
data[,cname] <- cweights
data[,tname] <- tweights
if (!is.null(entrytime)) {
mint <- min(tweights); maxt <- min(tweights)
if (mint<0 | mint>1) warning("min(truncation weights) strange, maybe prec.factor should be different\n")
if (maxt<0 | maxt>1) warning("max(truncation weights) strange, maybe prec.factor should be different\n")
}
if ("weights" %in% names(data)) {
warning("Weights in variable names 'weights_' \n")
wname<- "weights_"
data[,wname] <- weights
} else data[,"weights"] <- weights
###
if ("cw" %in% names(data)) {
warning("cw weights in variable names 'cw_' \n")
cwname<- "cw_"
data[,cwname] <- 1
} else data[,"cw"] <- 1
###
if (nocens.out) {
med <- ((data[,time]>mtt & data[,cause]==cens.code)) | (data[,cause]!=cens.code)
data <- data[med,]
} else {
med <- ((data[,time]>mtt & data[,cause]==cens.code)) | (data[,cause]!=cens.code)
data[!med,"weights"] <- 0; data[!med,"cw"] <- 0
}
attr(data,"trunc.model") <- trunc.model
attr(data,"cens.model") <- cens.model
## }}}
return(data)
} ## }}}
##' @export
pred.stratKM <- function(data,entrytime=NULL,time="time",cause="cause",strata="strata",event.code=0)
{ ## {{{
if (is.numeric(time)) time <- time else {
if (!is.null(data)) time <- data[,time] else stop("time not given\n");
}
if (is.numeric(cause)) cause <- cause else {
if (!is.null(data)) cause <- data[,cause] else stop("cause not given\n");
}
if (is.numeric(strata)) strata <- strata else {
if (!is.null(data)) strata <- data[,strata] else stop("strata not given\n");
}
if (is.null(entrytime)) entrytime <- rep(0,nrow(data)) else {
if (is.numeric(entrytime)) entrytime <- entrytime else {
if (!is.null(data)) entrytime <- data[,entrytime] else stop("entrytime not given\n");
}
}
vstrata <- as.numeric(strata)
weights <- rep(1,length((data)))
for (i in unique(vstrata)) { ## {{{ for each strata
who <- (vstrata == i)
if (sum(who) <= 1) stop(paste("strata",i,"less than 1 observation\n"));
times <- time[who]
causes <- cause[who]
entrytimes <- entrytime[who]
ud.cens<- survfit(Surv(entrytimes,times,causes==event.code)~+1)
Gfit<-cbind(ud.cens$time,ud.cens$surv)
Gfit<-rbind(c(0,1),Gfit);
Gcx<-Cpred(Gfit,times,strict=TRUE)[,2];
weights[who]<- Gcx;
} ## }}}
return(weights);
} ## }}}
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Defines functions pred.stratKM prep.comp.risk vcov.comp.risk coef.comprisk comp.risk
Documented in coef.comprisk comp.risk pred.stratKM prep.comp.risk vcov.comp.risk
#' Competings Risks Regression
#'
#' Fits a semiparametric model for the cause-specific quantities : \deqn{ P(T <
#' t, cause=1 | x,z) = P_1(t,x,z) = h( g(t,x,z) ) }{} for a known link-function
#' \eqn{h()} and known prediction-function \eqn{g(t,x,z)} for the probability
#' of dying from cause 1 in a situation with competing causes of death.
#'
#' We consider the following models : 1) the additive model where
#' \eqn{h(x)=1-\exp(-x)} and \deqn{ g(t,x,z) = x^T A(t) + (diag(t^p) z)^T \beta
#' }{} 2) the proportional setting that includes the Fine & Gray (FG) "prop"
#' model and some extensions where \eqn{h(x)=1-\exp(-\exp(x))} and \deqn{
#' g(t,x,z) = (x^T A(t) + (diag(t^p) z)^T \beta) }{} The FG model is obtained
#' when \eqn{x=1}, but the baseline is parametrized as \eqn{\exp(A(t))}.
#'
#' The "fg" model is a different parametrization that contains the FG model,
#' where \eqn{h(x)=1-\exp(-x)} and \deqn{ g(t,x,z) = (x^T A(t)) \exp((diag(t^p)
#' z)^T \beta) }{} The FG model is obtained when \eqn{x=1}.
#'
#' 3) a "logistic" model where \eqn{h(x)=\exp(x)/( 1+\exp(x))} and \deqn{
#' g(t,x,z) = x^T A(t) + (diag(t^p) z)^T \beta}{}
#'
#' The "logistic2" is \deqn{ P_1(t,x,z) = x^T A(t) exp((diag(t^p) z)^T \beta)/
#' (1+ x^T A(t) exp((diag(t^p) z)^T \beta)) }{} The simple logistic model with
#' just a baseline can also be fitted by an alternative procedure that has
#' better small sample properties see prop.odds.subist().
#'
#' 4) the relative cumulative incidence function "rcif" model where
#' \eqn{h(x)=\exp(x)} and \deqn{ g(t,x,z) = x^T A(t) + (diag(t^p) z)^T \beta }{}
#'
#' The "rcif2" \deqn{ P_1(t,x,z) = (x^T A(t)) \exp((diag(t^p) z)^T \beta) }{}
#'
#' Where p by default is 1 for the additive model and 0 for the other models.
#' In general p may be powers of the same length as z.
#'
#' Since timereg version 1.8.4. the response must be specified with the
#' \code{\link{Event}} function instead of the \code{\link{Surv}} function and
#' the arguments. For example, if the old code was
#'
#' comp.risk(Surv(time,cause>0)~x1+x2,data=mydata,cause=mydata$cause,causeS=1)
#'
#' the new code is
#'
#' comp.risk(Event(time,cause)~x1+x2,data=mydata,cause=1)
#'
#' Also the argument cens.code is now obsolete since cens.code is an argument
#' of \code{\link{Event}}.
#'
#' @param formula a formula object, with the response on the left of a '~'
#' operator, and the terms on the right. The response must be a survival object
#' as returned by the `Event' function. The status indicator is not important
#' here. Time-invariant regressors are specified by the wrapper const(), and
#' cluster variables (for computing robust variances) by the wrapper cluster().
#' @param data a data.frame with the variables.
#' @param cause For competing risk models specificies which cause we consider.
#' @param times specifies the times at which the estimator is considered.
#' Defaults to all the times where an event of interest occurs, with the first
#' 10 percent or max 20 jump points removed for numerical stability in
#' simulations.
#' @param Nit number of iterations for Newton-Raphson algorithm.
#' @param clusters specifies cluster structure, for backwards compability.
#' @param est possible starting value for nonparametric component of model.
#' @param fix.gamma to keep gamma fixed, possibly at 0.
#' @param gamma starting value for constant effects.
#' @param n.sim number of simulations in resampling.
#' @param weighted Not implemented. To compute a variance weighted version of
#' the test-processes used for testing time-varying effects.
#' @param model "additive", "prop"ortional, "rcif", or "logistic".
#' @param detail if 0 no details are printed during iterations, if 1 details
#' are given.
#' @param interval specifies that we only consider timepoints where the
#' Kaplan-Meier of the censoring distribution is larger than this value.
#' @param resample.iid to return the iid decomposition, that can be used to
#' construct confidence bands for predictions
#' @param cens.model specified which model to use for the ICPW, KM is
#' Kaplan-Meier alternatively it may be "cox"
#' @param cens.formula specifies the regression terms used for the regression
#' model for chosen regression model. When cens.model is specified, the default
#' is to use the same design as specified for the competing risks model.
#' @param time.pow specifies that the power at which the time-arguments is
#' transformed, for each of the arguments of the const() terms, default is 1
#' for the additive model and 0 for the proportional model.
#' @param time.pow.test specifies that the power the time-arguments is
#' transformed for each of the arguments of the non-const() terms. This is
#' relevant for testing if a coefficient function is consistent with the
#' specified form A_l(t)=beta_l t^time.pow.test(l). Default is 1 for the
#' additive model and 0 for the proportional model.
#' @param silent if 0 information on convergence problems due to non-invertible
#' derviates of scores are printed.
#' @param conv gives convergence criterie in terms of sum of absolute change of
#' parameters of model
#' @param weights weights for estimating equations.
#' @param max.clust sets the total number of i.i.d. terms in i.i.d.
#' decompostition. This can limit the amount of memory used by coarsening the
#' clusters. When NULL then all clusters are used. Default is 1000 to save
#' memory and time.
#' @param first.time.p first point for estimation is pth percentile of cause
#' jump times.
#' @param n.times only uses 50 points for estimation, if NULL then uses all
#' points, subject to p.start condition.
#' @param estimator default estimator is 1.
#' @param trunc.p truncation weight for delayed entry, P(T > entry.time | Z_i),
#' typically Cox model.
#' @param cens.weights censoring weights can be given here rather than
#' calculated using the KM, cox or aalen models.
#' @param admin.cens censoring times for the administrative censoring
#' @param conservative set to 0 to compute correct variances based on censoring
#' weights, default is conservative estimates that are much quicker.
#' @param monotone monotone=0, uses estimating equations \deqn{ (D_\beta P_1) w(t) ( Y(t)/G_c(t) - P_1(t,X))}{} montone=1 uses \deqn{ w(t) X ( Y(t)/G_c(t) - P_1(t,X)) }{}
#' @param step step size for Fisher-Scoring algorithm.
#' @return returns an object of type 'comprisk'. With the following arguments:
#' \item{cum}{cumulative timevarying regression coefficient estimates are
#' computed within the estimation interval.} \item{var.cum}{pointwise variances
#' estimates. } \item{gamma}{estimate of proportional odds parameters of
#' model.} \item{var.gamma}{variance for gamma. } \item{score}{sum of absolute
#' value of scores.} \item{gamma2}{estimate of constant effects based on the
#' non-parametric estimate. Used for testing of constant effects.}
#' \item{obs.testBeq0}{observed absolute value of supremum of cumulative
#' components scaled with the variance.} \item{pval.testBeq0}{p-value for
#' covariate effects based on supremum test.} \item{obs.testBeqC}{observed
#' absolute value of supremum of difference between observed cumulative process
#' and estimate under null of constant effect.} \item{pval.testBeqC}{p-value
#' based on resampling.} \item{obs.testBeqC.is}{observed integrated squared
#' differences between observed cumulative and estimate under null of constant
#' effect.} \item{pval.testBeqC.is}{p-value based on resampling.}
#' \item{conf.band}{resampling based constant to construct 95\% uniform
#' confidence bands.} \item{B.iid}{list of iid decomposition of non-parametric
#' effects.} \item{gamma.iid}{matrix of iid decomposition of parametric
#' effects.} \item{test.procBeqC}{observed test process for testing of
#' time-varying effects} \item{sim.test.procBeqC}{50 resample processes for for
#' testing of time-varying effects} \item{conv}{information on convergence for
#' time points used for estimation.}
#' @author Thomas Scheike
#' @references Scheike, Zhang and Gerds (2008), Predicting cumulative incidence
#' probability by direct binomial regression,Biometrika, 95, 205-220.
#'
#' Scheike and Zhang (2007), Flexible competing risks regression modelling and
#' goodness of fit, LIDA, 14, 464-483.
#'
#' Martinussen and Scheike (2006), Dynamic regression models for survival data,
#' Springer.
#' @keywords survival
#' @examples
#'
#' data(bmt);
#'
#' clust <- rep(1:204,each=2)
#' addclust<-comp.risk(Event(time,cause)~platelet+age+tcell+cluster(clust),data=bmt,
#' cause=1,resample.iid=1,n.sim=100,model="additive")
#' ###
#'
#' addclust<-comp.risk(Event(time,cause)~+1+cluster(clust),data=bmt,cause=1,
#' resample.iid=1,n.sim=100,model="additive")
#' pad <- predict(addclust,X=1)
#' plot(pad)
#'
#' add<-comp.risk(Event(time,cause)~platelet+age+tcell,data=bmt,
#' cause=1,resample.iid=1,n.sim=100,model="additive")
#' summary(add)
#'
#' par(mfrow=c(2,4))
#' plot(add);
#' ### plot(add,score=1) ### to plot score functions for test
#'
#' ndata<-data.frame(platelet=c(1,0,0),age=c(0,1,0),tcell=c(0,0,1))
#' par(mfrow=c(2,3))
#' out<-predict(add,ndata,uniform=1,n.sim=100)
#' par(mfrow=c(2,2))
#' plot(out,multiple=0,uniform=1,col=1:3,lty=1,se=1)
#'
#' ## fits additive model with some constant effects
#' add.sem<-comp.risk(Event(time,cause)~
#' const(platelet)+const(age)+const(tcell),data=bmt,
#' cause=1,resample.iid=1,n.sim=100,model="additive")
#' summary(add.sem)
#'
#' out<-predict(add.sem,ndata,uniform=1,n.sim=100)
#' par(mfrow=c(2,2))
#' plot(out,multiple=0,uniform=1,col=1:3,lty=1,se=0)
#'
#' ## Fine & Gray model
#' fg<-comp.risk(Event(time,cause)~
#' const(platelet)+const(age)+const(tcell),data=bmt,
#' cause=1,resample.iid=1,model="fg",n.sim=100)
#' summary(fg)
#'
#' out<-predict(fg,ndata,uniform=1,n.sim=100)
#'
#' par(mfrow=c(2,2))
#' plot(out,multiple=1,uniform=0,col=1:3,lty=1,se=0)
#'
#' ## extended model with time-varying effects
#' fg.npar<-comp.risk(Event(time,cause)~platelet+age+const(tcell),
#' data=bmt,cause=1,resample.iid=1,model="prop",n.sim=100)
#' summary(fg.npar);
#'
#' out<-predict(fg.npar,ndata,uniform=1,n.sim=100)
#' head(out$P1[,1:5]); head(out$se.P1[,1:5])
#'
#' par(mfrow=c(2,2))
#' plot(out,multiple=1,uniform=0,col=1:3,lty=1,se=0)
#'
#' ## Fine & Gray model with alternative parametrization for baseline
#' fg2<-comp.risk(Event(time,cause)~const(platelet)+const(age)+const(tcell),data=bmt,
#' cause=1,resample.iid=1,model="prop",n.sim=100)
#' summary(fg2)
#'
#' #################################################################
#' ## Delayed entry models,
#' #################################################################
#' nn <- nrow(bmt)
#' entrytime <- rbinom(nn,1,0.5)*(bmt$time*runif(nn))
#' bmt$entrytime <- entrytime
#' times <- seq(5,70,by=1)
#'
#' bmtw <- prep.comp.risk(bmt,times=times,time="time",entrytime="entrytime",cause="cause")
#'
#' ## non-parametric model
#' outnp <- comp.risk(Event(time,cause)~tcell+platelet+const(age),
#' data=bmtw,cause=1,fix.gamma=1,gamma=0,
#' cens.weights=bmtw$cw,weights=bmtw$weights,times=times,n.sim=0)
#' par(mfrow=c(2,2))
#' plot(outnp)
#'
#' outnp <- comp.risk(Event(time,cause)~tcell+platelet,
#' data=bmtw,cause=1,
#' cens.weights=bmtw$cw,weights=bmtw$weights,times=times,n.sim=0)
#' par(mfrow=c(2,2))
#' plot(outnp)
#'
#'
#' ## semiparametric model
#' out <- comp.risk(Event(time,cause)~const(tcell)+const(platelet),data=bmtw,cause=1,
#' cens.weights=bmtw$cw,weights=bmtw$weights,times=times,n.sim=0)
#' summary(out)
#'
#'
##' @export
comp.risk<-function(formula,data=parent.frame(),cause,times=NULL,Nit=50,clusters=NULL,est=NULL,
fix.gamma=0,gamma=0,n.sim=0,weighted=0,model="fg",detail=0,interval=0.01,resample.iid=1,
cens.model="KM",cens.formula=NULL,time.pow=NULL,time.pow.test=NULL,silent=1,conv=1e-6,
weights=NULL,max.clust=1000,n.times=50,first.time.p=0.05,estimator=1,
trunc.p=NULL,cens.weights=NULL,admin.cens=NULL,conservative=1,monotone=0,step=NULL)
# {{{
{
if (!missing(cause)){
if (length(cause)!=1) stop("Argument cause has new meaning since
timereg version 1.8.4., it now specifies the cause of interest, see help(comp.risk) for details.")
}
## {{{
# trans=1 P_1=1-exp( - ( x' b(b)+ z' gam t) ),
# trans=2 P_1=1-exp(-exp(x a(t)+ z` b ) Fine-Gray model, with baseline exp(x a(t))
# trans=3 P_1= exp(x a(t)+ z` b)/( exp(x a(t) + z' b) +1 ); logistic
# trans=4 P_1=exp( ( x' b(b)+ z' gam ) ),
# trans=5 P_1= (x' b(t)) exp( z' gam ),
# trans=6 P_1=1-exp(-(x a(t)) exp(z` b )) Fine-Gray model, with baseline x a(t)
# trans=7 P_1= (x a(t)) exp( z` b)/( (x a(t) ) exp(z' b) +1 ); logistic2
trans <- switch(model,additive=1,prop=2,logistic=3,rcif=4,rcif2=5,fg=6,logistic2=7)
### if (model=="additive") trans<-1; if (model=="prop") trans<-2; if (model=="logistic") trans<-3;
### if (model=="rcif") trans<-4; if (model=="rcif2") trans<-5; if (model=="fg") trans<-6;
### if (model=="logistic2") trans<-7;
line <- 0
cause.call <- causeS <- cause
m <- match.call(expand.dots=FALSE);
m$gamma<-m$times<-m$n.times<-m$cause<-m$Nit<-m$weighted<-m$n.sim<-
m$model<-m$detail<- m$cens.model<-m$time.pow<-m$silent<- m$step <-
m$cens.formula <- m$interval<- m$clusters<-m$resample.iid<- m$monotone <-
m$time.pow.test<-m$conv<- m$weights <- m$max.clust <- m$first.time.p<- m$trunc.p <-
m$cens.weights <- m$admin.cens <- m$fix.gamma <- m$est <- m$conservative <- m$estimator <- NULL
if ((trans==2 || trans==3 || trans==7) && is.null(step)) step <- 0.5
if (is.null(step)) step <- 1
special <- c("const","cluster")
if (missing(data)) {
Terms <- terms(formula, special)
} else {
Terms <- terms(formula, special, data = data)
}
m$formula <- Terms
if (substr(as.character(m$formula)[2],1,4)=="Hist") {
stop("Since timereg version 1.8.6.: The left hand side of the formula must be specified as
Event(time, event) or with non default censoring codes Event(time, event, cens.code=0).")
}
m[[1]] <- as.name("model.frame")
m <- eval(m, parent.frame())
if (NROW(m) == 0) stop("No (non-missing) observations")
mt <- attr(m, "terms")
intercept <- attr(mt, "intercept")
event.history <- model.extract(m, "response")
if (!inherits(event.history,"Event")){
stop("Since timereg version 1.8.6.: The left hand side of the formula must be specified as
Event(time, event) or with non default censoring codes Event(time, event, cens.code=0).")
}
model.type <- "competing.risks"
## {{{ Event stuff
cens.code <- attr(event.history,"cens.code")
if (ncol(event.history)==2) {
time2 <- eventtime <- event.history[,1]
status <- delta <- event.history[,2]
entrytime <- rep(0,length(time2))
left <- 0
} else {
time2 <- eventtime <- event.history[,2]
status <- delta <- event.history[,3]
entrytime <- event.history[,1]
left <- 1
if (max(entrytime)==0) left <- 0
}
event <- (abs(status)==cause)
if (sum(event)==0) stop("No events of interest in data\n");
## }}}
if (n.sim==0) sim<-0 else sim<-1; antsim<-n.sim;
des<-read.design(m,Terms)
X<-des$X; Z<-des$Z; npar<-des$npar; px<-des$px; pz<-des$pz;
covnamesX<-des$covnamesX; covnamesZ<-des$covnamesZ;
if (nrow(X)!=nrow(data)) stop("Missing values in design matrix not allowed\n");
if (is.diag(t(X) %*% X)==TRUE) stratum <- 1 else stratum <- 0;
## {{{ cluster set up
if(is.null(clusters)){ clusters <- des$clusters}
if(is.null(clusters)){
cluster.call<-clusters;
clusters <- 0:(nrow(X) - 1)
antclust <- nrow(X)
} else {
cluster.call<-clusters;
antclust <- length(unique(clusters))
clusters <- as.integer(factor(clusters,labels=1:antclust))-1
}
coarse.clust <- FALSE;
if ((!is.null(max.clust))) if (max.clust< antclust) {
coarse.clust <- TRUE
qq <- unique(quantile(clusters, probs = seq(0, 1, by = 1/max.clust)))
qqc <- cut(clusters, breaks = qq, include.lowest = TRUE)
clusters <- as.integer(qqc)-1
max.clusters <- length(unique(clusters))
antclust <- max.clust
}
## }}}
pxz <-px+pz;
if (is.null(times)) {
timesc<-sort(unique(eventtime[event==1]));
if (!is.null(n.times)) {
if (length(timesc)> n.times) times <- quantile(timesc,prob=seq(first.time.p,1,length=n.times))
else times <- timesc
} else {times<-timesc; times<-times[times> quantile(timesc,prob=first.time.p)]; }
} else times <- sort(times);
n<-nrow(X); ntimes<-length(times);
if (npar==TRUE) {Z<-matrix(0,n,1); pg<-1; fixed<-0;} else {fixed<-1;pg<-pz;}
if (is.null(weights)==TRUE) weights <- rep(1,n);
## }}}
## {{{ censoring and estimator
if (!is.null(admin.cens)) estimator <- 3;
Gcxe <- 1;
ordertime <- order(eventtime);
###dcumhazcens <- rep(0,n);
if (estimator==1 || estimator==2) {
if (is.null(cens.weights)) { ## {{{ censoring model stuff with possible truncation
if (cens.model=="KM") { ## {{{
if (left==1) ud.cens<-survfit(Surv(entrytime,eventtime,delta==cens.code)~+1) else
ud.cens<-survfit(Surv(eventtime,delta==cens.code)~+1)
Gfit<-cbind(ud.cens$time,ud.cens$surv)
Gfit<-rbind(c(0,1),Gfit);
Gcx<-Cpred(Gfit,eventtime,strict=TRUE)[,2];
Gcxe<-Cpred(Gfit,entrytime,strict=TRUE)[,2];
### strictly before, but starts in 1.
Gcxe[Gcxe==0] <- 1
### only conditional on L if trunc given
if (!is.null(trunc.p)) Gcx <- Gcx/Gcxe;
Gctimes<-Cpred(Gfit,times,strict=TRUE)[,2]; ## }}}
} else if (cens.model=="stratKM") { ## {{{
XZ <- model.matrix(cens.formula,data=data);
strata <- as.factor(XZ)
Gcx <- pred.stratKM(data,time=eventtime,cause=delta,strata=strata)
### only conditional on L if trunc given
if (!is.null(trunc.p)) Gcx <- Gcx/Gcxe;
Gctimes<-Cpred(Gfit,times)[,2]; ## }}}
} else if (cens.model=="cox") { ## {{{
stop("Disabbled \n");
### if (!is.null(cens.formula)) {
### data$eventtime__ <- eventtime
### data$entrytime__ <- entrytime
### data$delta__C <- delta==cens.code
### if (left==1)
### formC <- update.formula(cens.formula,Surv(entrytime__,eventtime__,delta__C)~.)
### else formC <- update.formula(cens.formula,Surv(eventtime__,delta__C)~.)
### } else {
### }
### ud.cens<-coxph(formC,data=data)
### baseout <- basehaz(ud.cens,centered=FALSE);
### baseout <- cbind(baseout$time,baseout$hazard)
### Gcx<-Cpred(baseout,eventtime,strict=TRUE)[,2];
### Gcxe<-Cpred(baseout,entrytime,strict=TRUE)[,2];
### Gcxe[Gcxe==0] <- 1
### RR<-exp(as.matrix(XZ) %*% coef(ud.cens))
### Gcx<-exp(-Gcx*RR)
### Gcxe<-exp(-Gcxe*RR)
### Gfit<-rbind(c(0,1),cbind(eventtime,Gcx));
### ### only conditional on L if trunc given
### if (!is.null(trunc.p)) Gcx <- Gcx/Gcxe;
### Gctimes<-Cpred(Gfit,times,strict=TRUE)[,2];
## }}}
} else if (cens.model=="aalen") { ## {{{
if (!is.null(cens.formula)) {
XZ <- model.matrix(cens.formula,data=data);
} else {
if (npar==TRUE) XZ <-X else XZ <-cbind(X,Z);
}
if (left==1) ud.cens<-aalen(Surv(entrytime,eventtime,delta==cens.code)~-1+XZ+cluster(clusters),
n.sim=0,residuals=0,robust=0,silent=1)
else ud.cens<-aalen(Surv(eventtime,delta==cens.code)~-1+XZ+cluster(clusters),
n.sim=0,residuals=0,robust=0,silent=1);
Gcx <- Cpred(ud.cens$cum,eventtime,strict=TRUE)[,-1];
Gcx<-exp(-apply(Gcx*XZ,1,sum))
Gcx[Gcx>1]<-1; Gcx[Gcx<0]<-1
Gcxe <- Cpred(ud.cens$cum,entrytime,strict=TRUE)[,2];
Gcxe[Gcxe==0] <- 1
if (!is.null(trunc.p)) Gcx <- Gcx/Gcxe;
Gfit<-rbind(c(0,1),cbind(eventtime,Gcx));
Gctimes<-Cpred(Gfit,times,strict=TRUE)[,2]; ## }}}
} else stop('Unknown censoring model')
cens.weights <- Gcx
if ((min(Gcx[event==1])< 0.00001) && (silent==0)) {
cat("Censoring dist. approx zero for some points, summary cens:\n");
print(summary(Gcx))
}
## }}}
} else {
if (length(cens.weights)!=n) stop("censoring weights must have length equal to nrow in data\n");
Gcx <- cens.weights
### for left truncation specification
ord2 <- order(time2)
Gctimes <- Cpred(cbind(time2[ord2],weights[ord2]),times)
}
} else { ## estimator==3 admin.cens
if (length(admin.cens)!=n) stop("censoring weights must have length equal to nrow in data\n");
Gcx <- admin.cens
Gctimes <- rep(1,length(times));
}
if (left==1 & is.null(trunc.p) & is.null(cens.weights)) { ## {{{
### geskus weights: from mstate crprep
stop("For left-truncated data call prep.comp.risk\n call with weights and cens.weights\n");
n=length(time2)
prec.factor <- 100
prec <- .Machine$double.eps * prec.factor
surv.trunc <- survfit(Surv(-time2,-entrytime+prec,rep(1,n)) ~ 1)
trunc.dist <- summary(surv.trunc)
trunc.dist$time <- rev(-trunc.dist$time)
trunc.dist$surv <- c(rev(trunc.dist$surv)[-1], 1)
Lfit <-Cpred(cbind(trunc.dist$time,trunc.dist$surv),time2)
Lw <- Lfit[,2]
### weights <- 1/Lw
weights <- 1/((Lw)*Gcx);
weights[delta==cens.code] <- 0
Gcx <- rep(1,n)
} ## }}}
if (is.null(trunc.p)) trunc.p <- rep(1,n);
if (length(trunc.p)!=n) stop("truncation weights must have same length as data\n");
## }}}
## {{{ setting up more variables
if (resample.iid == 1) {
biid <- double(ntimes* antclust * px);
gamiid<- double(antclust *pg);
} else {
gamiid <- biid <- NULL;
}
ps<-px;
betaS<-rep(0,ps);
## possible starting value for nonparametric components
if (is.null(est)) {
est<-matrix(0.0+0.1,ntimes,px+1);
est[,1] <- times;
} else {
est <- as.matrix(est);
}
if (nrow(est)!=length(times)) est <- Cpred(est,times);
hess<-matrix(0,ps,ps); var<-score<-matrix(0,ntimes,ps+1);
if (sum(gamma)==0) gamma<-rep(0,pg); gamma2<-rep(0,ps);
test<-matrix(0,antsim,3*ps); testOBS<-rep(0,3*ps); unifCI<-c();
testval<-c(); rani<--round(runif(1)*10000);
Ut<-matrix(0,ntimes,ps+1); simUt<-matrix(0,ntimes,50*ps);
var.gamma<-matrix(0,pg,pg);
pred.covs.sem<-0
if (is.null(time.pow)==TRUE & model=="prop" ) time.pow<-rep(0,pg);
if (is.null(time.pow)==TRUE & model=="fg" ) time.pow<-rep(0,pg);
if (is.null(time.pow)==TRUE & model=="additive") time.pow<-rep(1,pg);
if (is.null(time.pow)==TRUE & model=="rcif" ) time.pow<-rep(0,pg);
if (is.null(time.pow)==TRUE & model=="rcif2" ) time.pow<-rep(0,pg);
if (is.null(time.pow)==TRUE & model=="logistic" ) time.pow<-rep(0,pg);
if (is.null(time.pow)==TRUE & model=="logistic2" )time.pow<-rep(0,pg);
if (length(time.pow)!=pg) time.pow <- rep(time.pow[1],pg);
if (is.null(time.pow.test)==TRUE & model=="prop" ) time.pow.test<-rep(0,px);
if (is.null(time.pow.test)==TRUE & model=="fg" ) time.pow.test<-rep(0,px);
if (is.null(time.pow.test)==TRUE & model=="additive") time.pow.test<-rep(1,px);
if (is.null(time.pow.test)==TRUE & model=="rcif" ) time.pow.test<-rep(0,px);
if (is.null(time.pow.test)==TRUE & model=="rcif2" ) time.pow.test<-rep(0,px);
if (is.null(time.pow.test)==TRUE & model=="logistic" ) time.pow.test<-rep(0,px);
if (is.null(time.pow.test)==TRUE & model=="logistic2" ) time.pow.test<-rep(0,px);
if (length(time.pow.test)!=px) time.pow.test <- rep(time.pow.test[1],px);
if (ntimes>1) silent <- c(silent,rep(0,ntimes-1))
## }}}
### print(Gctimes);
### dyn.load("comprisk.so"0
ssf <- step; ## takes step size over
out<-.C("itfit", ## {{{
as.double(times),as.integer(ntimes),as.double(eventtime),
as.integer(cens.code), as.integer(status),as.double(Gcx),
as.double(X),as.integer(n),as.integer(px),
as.integer(Nit), as.double(betaS), as.double(score),
as.double(hess), as.double(est), as.double(var),
as.integer(sim),as.integer(antsim),as.integer(rani),
as.double(test), as.double(testOBS), as.double(Ut),
as.double(simUt),as.integer(weighted),as.double(gamma),
as.double(var.gamma),as.integer(fixed),as.double(Z),
as.integer(pg),as.integer(trans),as.double(gamma2),
as.integer(cause),as.integer(line),as.integer(detail),
as.double(biid),as.double(gamiid),as.integer(resample.iid),
as.double(time.pow),as.integer(clusters),as.integer(antclust),
as.double(time.pow.test),as.integer(silent), as.double(conv),
as.double(weights),as.double(entrytime),as.double(trunc.p),
as.integer(estimator),as.integer(fix.gamma), as.integer(stratum),
as.integer(ordertime-1),as.integer(conservative), as.double(ssf),
as.double(Gctimes),as.double(rep(0,pg)),as.double(matrix(0,pg,pg)),
as.integer(monotone),PACKAGE="timereg") ## }}}
## {{{ handling output
ssf <- out[[51]];
gamma<-matrix(out[[24]],pg,1);
var.gamma<-matrix(out[[25]],pg,pg);
Dscore.gamma<-matrix(out[[54]],pg,pg);
gamma2<-matrix(out[[30]],ps,1);
rownames(gamma2)<-covnamesX;
conv <- list(convp=out[[41]],convd=out[[42]]);
if (fixed==0) gamma<-NULL;
if (resample.iid==1) {
biid<-matrix(out[[34]],ntimes,antclust*px);
if (fixed==1) gamiid<-matrix(out[[35]],antclust,pg) else gamiid<-NULL;
B.iid<-list();
for (i in (0:(antclust-1))*px) {
B.iid[[i/px+1]]<-matrix(biid[,i+(1:px)],ncol=px);
colnames(B.iid[[i/px+1]])<-covnamesX; }
if (fixed==1) colnames(gamiid)<-covnamesZ
} else B.iid<-gamiid<-NULL;
if (sim==1) {
simUt<-matrix(out[[22]],ntimes,50*ps); UIt<-list();
for (i in (0:49)*ps) UIt[[i/ps+1]]<-as.matrix(simUt[,i+(1:ps)]);
Ut<-matrix(out[[21]],ntimes,ps+1);
test<-matrix(out[[19]],antsim,3*ps); testOBS<-out[[20]];
supUtOBS<-apply(abs(as.matrix(Ut[,-1])),2,max);
p<-ps
for (i in 1:(3*p)) testval<-c(testval,pval(test[,i],testOBS[i]))
for (i in 1:p) unifCI<-as.vector(c(unifCI,percen(test[,i],0.95)));
pval.testBeq0<-as.vector(testval[1:p]);
pval.testBeqC<-as.vector(testval[(p+1):(2*p)]);
pval.testBeqC.is<-as.vector(testval[(2*p+1):(3*p)]);
obs.testBeq0<-as.vector(testOBS[1:p]);
obs.testBeqC<-as.vector(testOBS[(p+1):(2*p)]);
obs.testBeqC.is<-as.vector(testOBS[(2*p+1):(3*p)]);
sim.testBeq0<-as.matrix(test[,1:p]);
sim.testBeqC<-as.matrix(test[,(p+1):(2*p)]);
sim.testBeqC.is<-as.matrix(test[,(2*p+1):(3*p)]);
} else {test<-unifCI<-Ut<-UIt<-pval.testBeq0<-pval.testBeqC<-obs.testBeq0<-
obs.testBeqC<- sim.testBeq0<-sim.testBeqC<-
sim.testBeqC.is<- pval.testBeqC.is<-
obs.testBeqC.is<-NULL;
}
est<-matrix(out[[14]],ntimes,ps+1);
## in case of no convergence set estimates to NA
est[conv$convp>0,-1] <- NA
score<-matrix(out[[12]],ntimes,ps+1);
gamscore <- matrix(out[[53]],pg,1)
scores <- list(score=score,gamscore=gamscore)
var<-matrix(out[[15]],ntimes,ps+1);
## in case of no convergence set var to NA
var[conv$convp>0,-1] <- NA
colnames(var)<-colnames(est)<-c("time",covnamesX);
if (sim>=1) {
colnames(Ut)<- c("time",covnamesX)
names(unifCI)<-names(pval.testBeq0)<- names(pval.testBeqC)<-
names(pval.testBeqC.is)<- names(obs.testBeq0)<- names(obs.testBeqC)<-
names(obs.testBeqC.is)<- colnames(sim.testBeq0)<- colnames(sim.testBeqC)<-
colnames(sim.testBeqC.is)<- covnamesX;
}
if (fixed==1) { rownames(gamma)<-c(covnamesZ);
colnames(var.gamma)<- rownames(var.gamma)<-c(covnamesZ); }
colnames(score)<-c("time",covnamesX);
if (is.na(sum(score))==TRUE) score<-NA else
if (sum(score[,-1])<0.00001) score<-sum(score[,-1]);
ud<-list(cum=est,var.cum=var,gamma=gamma,score=score,
gamma2=gamma2,var.gamma=var.gamma,robvar.gamma=var.gamma,
pval.testBeq0=pval.testBeq0,pval.testBeqC=pval.testBeqC,
obs.testBeq0=obs.testBeq0,
obs.testBeqC.is=obs.testBeqC.is,
obs.testBeqC=obs.testBeqC,pval.testBeqC.is=pval.testBeqC.is,
conf.band=unifCI,B.iid=B.iid,gamma.iid=gamiid,ss=ssf,
test.procBeqC=Ut,sim.test.procBeqC=UIt,conv=conv,
weights=weights,cens.weights=cens.weights,scores=scores,Dscore.gamma=Dscore.gamma,step=step)
ud$call<- match.call()
ud$model<-model;
ud$n<-n;
ud$clusters <- clusters
ud$formula<-formula;
ud$response <- event.history
ud$cause <- status
class(ud)<-"comprisk";
attr(ud, "Call") <- match.call()
attr(ud, "Formula") <- formula
attr(ud, "time.pow") <- time.pow
attr(ud, "causeS") <- causeS
attr(ud, "cause") <- status
attr(ud, "cluster.call") <- cluster.call
attr(ud, "coarse.clust") <- coarse.clust
attr(ud, "max.clust") <- max.clust
attr(ud, "clusters") <- clusters
attr(ud, "cens.code") <- cens.code
attr(ud, "times") <- times
return(ud); ## }}}
} ## }}}
##' @export
print.comprisk <- function (x,...) { ## {{{
object <- x; rm(x);
if (!inherits(object, 'comprisk')) stop ("Must be an comprisk object")
if (is.null(object$gamma)==TRUE) semi<-FALSE else semi<-TRUE
# We print information about object:
causeS <- attr(object,"causeS")
print(causeS)
cat(paste("\nAnalysed cause:",causeS,"\n"))
cat(paste("\nLink _function:",object$model,"\n\n"))
cat(" Nonparametric terms : ");
cat(colnames(object$cum)[-1]); cat(" \n");
if (semi) {
cat(" Parametric terms : ");
cat(rownames(object$gamma));
cat(" \n");
}
if (object$conv$convd>=1) {
if (all(object$conv$convp==1)){
if (NROW(object$cum)>1){
cat("\nWarning: problem with convergence at all time points\n")
} else{
cat("\nWarning: problem with convergence at the evaluation time.\n")
}
}else{
cat("Warning: problem with convergence at the following time points:\n")
cat(object$cum[object$conv$convp>0,1])
cat("\nYou may try to readjust analyses by removing these time points\n")
}
}
cat(" \n");
} ## }}}
##' @export
coef.comprisk <- function(object, digits=3,...) { ## {{{
coefBase(object,digits=digits)
} ## }}}
##' @export
summary.comprisk <- function (object,digits = 3,...) { ## {{{
if (!inherits(object, 'comprisk')) stop ("Must be a comprisk object")
if (is.null(object$gamma)==TRUE) semi<-FALSE else semi<-TRUE
# We print information about object:
cat("Competing risks Model \n\n")
modelType<-object$model
#if (modelType=="additive" || modelType=="rcif")
if (sum(object$obs.testBeq0)==FALSE) cat("No test for non-parametric terms\n") else
timetest(object,digits=digits);
if (semi) {
if (sum(abs(object$score)>0.000001))
cat("Did not converge, allow more iterations\n\n");
cat("Parametric terms : \n");
prmatrix(coef(object,digits=digits))
cat(" \n");
}
if (object$conv$convd>=1) {
cat("WARNING problem with convergence for time points:\n")
cat(object$cum[object$conv$convp>0,1])
cat("\nReadjust analyses by removing points\n\n") }
} ## }}}
##' @export
vcov.comp.risk <- function(object, ...) {
rv <- object$robvar.gamma
if (!identical(rv, matrix(0, nrow = 1L, ncol = 1L))) rv # else return NULL
}
##' @export
plot.comprisk <- function (x, pointwise.ci=1, hw.ci=0,
sim.ci=0, specific.comps=FALSE,level=0.05, start.time = 0,
stop.time = 0, add.to.plot=FALSE, mains=TRUE, xlab="Time",
ylab ="Coefficients",score=FALSE,...){
## {{{
object <- x; rm(x);
if (!inherits(object,'comprisk') ){
stop ("Must be output from comp.risk function")
}
if (score==FALSE) {
B<-object$cum;
V<-object$var.cum;
p<-dim(B)[[2]];
if (sum(specific.comps)==FALSE){
comp<-2:p
} else {
comp<-specific.comps+1
}
if (stop.time==0) {
stop.time<-max(B[,1]);
}
med<-B[,1]<=stop.time & B[,1]>=start.time
B<-B[med,];
V<-V[med,];
c.alpha<- qnorm(1-level/2)
for (v in comp) {
c.alpha<- qnorm(1-level/2)
est<-B[,v];
ul<-B[,v]+c.alpha*V[,v]^.5;
nl<-B[,v]-c.alpha*V[,v]^.5;
if (add.to.plot==FALSE) {
plot(B[,1],est,ylim=1.05*range(ul,nl),type="s",xlab=xlab,ylab=ylab,...)
if (mains==TRUE) title(main=colnames(B)[v]);
} else {
lines(B[,1],est,type="s");
}
if (pointwise.ci>=1) {
lines(B[,1],ul,lty=pointwise.ci,type="s");
lines(B[,1],nl,lty=pointwise.ci,type="s");
}
if (hw.ci>=1) {
if (level!=0.05){
cat("Hall-Wellner bands only 95 % \n");
}
tau<-length(B[,1])
nl<-B[,v]-1.27*V[tau,v]^.5*(1+V[,v]/V[tau,v])
ul<-B[,v]+1.27*V[tau,v]^.5*(1+V[,v]/V[tau,v])
lines(B[,1],ul,lty=hw.ci,type="s");
lines(B[,1],nl,lty=hw.ci,type="s");
}
if (sim.ci>=1) {
if (is.null(object$conf.band)==TRUE){
cat("Uniform simulation based bands only computed for n.sim> 0\n")
}
if (level!=0.05){
c.alpha<-percen(object$sim.testBeq0[,v-1],1-level)
} else {
c.alpha<-object$conf.band[v-1];
}
nl<-B[,v]-c.alpha*V[,v]^.5;
ul<-B[,v]+c.alpha*V[,v]^.5;
lines(B[,1],ul,lty=sim.ci,type="s");
lines(B[,1],nl,lty=sim.ci,type="s");
}
abline(h = 0)
}
} else {
# plot score proces
if (is.null(object$pval.testBeqC)==TRUE) {
cat("Simulations not done \n");
cat("To construct p-values and score processes under null n.sim>0 \n");
} else {
if (ylab=="Cumulative regression function"){
ylab<-"Test process";
}
dim1<-ncol(object$test.procBeqC)
if (sum(specific.comps)==FALSE){
comp<-2:dim1
} else {
comp<-specific.comps+1
}
for (i in comp){
ranyl<-range(object$test.procBeqC[,i]);
for (j in 1:50){
ranyl<-range(c(ranyl,(object$sim.test.procBeqC[[j]])[,i-1]));
}
mr<-max(abs(ranyl));
plot(object$test.procBeqC[,1],
object$test.procBeqC[,i],
ylim=c(-mr,mr),lwd=2,xlab=xlab,ylab=ylab,type="s",...)
if (mains==TRUE){
title(main=colnames(object$test.procBeqC)[i]);
}
for (j in 1:50){
lines(object$test.procBeqC[,1],
as.matrix(object$sim.test.procBeqC[[j]])[,i-1],col="grey",lwd=1,lty=1,type="s")
}
lines(object$test.procBeqC[,1],object$test.procBeqC[,i],lwd=2,type="s")
}
}
}
} ## }}}
#' Set up weights for delayed-entry competing risks data for comp.risk function
#'
#' Computes the weights of Geskus (2011) modified to the setting of the
#' comp.risk function. The returned weights are
#' \eqn{1/(H(T_i)*G_c(min(T_i,tau)))} and tau is the max of the times argument,
#' here \eqn{H} is the estimator of the truncation distribution and \eqn{G_c}
#' is the right censoring distribution.
#'
#'
#' @param data data frame for comp.risk.
#' @param times times for estimating equations.
#' @param entrytime name of delayed entry variable, if not given computes
#' right-censoring case.
#' @param time name of survival time variable.
#' @param cause name of cause indicator
#' @param cname name of censoring weight.
#' @param tname name of truncation weight.
#' @param strata strata variable to obtain stratified weights.
#' @param nocens.out returns only uncensored part of data-frame
#' @param cens.formula censoring model formula for Cox models for the
#' truncation and censoring model.
#' @param cens.code code for censoring among causes.
#' @param prec.factor precision factor, for ties between censoring/even times,
#' truncation times/event times
#' @param trunc.mintau specicies wether the truncation distribution is
#' evaluated in death times or death times minimum max(times), FALSE makes the
#' estimator equivalent to Kaplan-Meier (in the no covariate case).
#' @return Returns an object. With the following arguments: \item{dataw}{a
#' data.frame with weights.}
#'
#' The function wants to make two new variables "weights" and "cw" so if these
#' already are in the data frame it tries to add an "_" in the names.
#' @author Thomas Scheike
#' @references Geskus (2011), Cause-Specific Cumulative Incidence Estimation
#' and the Fine and Gray Model Under Both Left Truncation and Right Censoring,
#' Biometrics (2011), pp 39-49.
#'
#' Shen (2011), Proportional subdistribution hazards regression for
#' left-truncated competing risks data, Journal of Nonparametric Statistics
#' (2011), 23, 885-895
#' @keywords survival
#' @examples
#'
#' data(bmt)
#' nn <- nrow(bmt)
#' entrytime <- rbinom(nn,1,0.5)*(bmt$time*runif(nn))
#' bmt$entrytime <- entrytime
#' times <- seq(5,70,by=1)
#'
#' ### adds weights to uncensored observations
#' bmtw <- prep.comp.risk(bmt,times=times,time="time",
#' entrytime="entrytime",cause="cause")
#'
#' #########################################
#' ### nonparametric estimates
#' #########################################
#' ## {{{
#' ### nonparametric estimates, right-censoring only
#' out <- comp.risk(Event(time,cause)~+1,data=bmt,
#' cause=1,model="rcif2",
#' times=c(5,30,70),n.sim=0)
#' out$cum
#' ### same as
#' ###out <- prodlim(Hist(time,cause)~+1,data=bmt)
#' ###summary(out,cause="1",times=c(5,30,70))
#'
#' ### with truncation
#' out <- comp.risk(Event(time,cause)~+1,data=bmtw,cause=1,
#' model="rcif2",
#' cens.weight=bmtw$cw,weights=bmtw$weights,times=c(5,30,70),
#' n.sim=0)
#' out$cum
#' ### same as
#' ###out <- prodlim(Hist(entry=entrytime,time,cause)~+1,data=bmt)
#' ###summary(out,cause="1",times=c(5,30,70))
#' ## }}}
#'
#' #########################################
#' ### Regression
#' #########################################
#' ## {{{
#' ### with truncation correction
#' out <- comp.risk(Event(time,cause)~const(tcell)+const(platelet),data=bmtw,
#' cause=1,cens.weight=bmtw$cw,
#' weights=bmtw$weights,times=times,n.sim=0)
#' summary(out)
#'
#' ### with only righ-censoring, standard call
#' outn <- comp.risk(Event(time,cause)~const(tcell)+const(platelet),data=bmt,
#' cause=1,times=times,n.sim=0)
#' summary(outn)
#' ## }}}
#'
#'
##' @export
prep.comp.risk <- function(data,times=NULL,entrytime=NULL,
time="time",cause="cause",cname="cweight",tname="tweight",
strata=NULL,nocens.out=TRUE,cens.formula=NULL,cens.code=0,
prec.factor=100,trunc.mintau=FALSE)
{ ## {{{
## {{{ geskus weights, up to min(T_i,max(times))
if (is.null(times)) times <- max(data[,time])
if (is.null(entrytime)) entrytime <- rep(0,nrow(data)) else entrytime <- data[,entrytime]
mtt <- max(times)
prec.factor <- 100
prec <- .Machine$double.eps * prec.factor
trunc.model <- cens.model <- NULL ## output of Cox models for entry cens
if (is.null(cens.formula)) {
if (is.null(strata)) { ## {{{
if (!is.null(entrytime)) {
surv.trunc <-
survfit(Surv(-data[,time],-entrytime+prec,rep(1,nrow(data))) ~ 1)
trunc.dist <- summary(surv.trunc)
trunc.dist$time <- rev(-trunc.dist$time)
trunc.dist$surv <- c(rev(trunc.dist$surv)[-1], 1)
if (trunc.mintau==TRUE) Lfit <-Cpred(cbind(trunc.dist$time,trunc.dist$surv),pmin(mtt,data[,time])) else
Lfit <-Cpred(cbind(trunc.dist$time,trunc.dist$surv),data[,time])
Lw <- Lfit[,2]
} else Lw <- 1
ud.cens<- survfit(Surv(entrytime,data[,time],data[,cause]==0)~+1)
Gfit<-cbind(ud.cens$time,ud.cens$surv)
Gfit<-rbind(c(0,1),Gfit);
Gcx<-Cpred(Gfit,pmin(mtt,data[,time]),strict=TRUE)[,2];
weights <- 1/(Lw*Gcx);
cweights <- Gcx;
tweights <- Lw;
### ## }}}
} else { ## {{{
### compute for each strata and combine
vstrata <- as.numeric(data[,strata])
weights <- rep(1,nrow(data))
cweights <- rep(1,nrow(data))
tweights <- rep(1,nrow(data))
for (i in unique(vstrata)) { ## {{{ for each strata
who <- (vstrata == i)
if (sum(who) <= 1) stop(paste("strata",i,"less than 1 observation\n"));
datas <- subset(data,who)
if (!is.null(entrytime)) {
entrytimes <- entrytime[who]
surv.trunc <-
survfit(Surv(-datas[,time],-entrytimes+prec,rep(1,nrow(datas))) ~ +1)
trunc.dist <- summary(surv.trunc)
trunc.dist$time <- rev(-trunc.dist$time)
trunc.dist$surv <- c(rev(trunc.dist$surv)[-1], 1)
if (trunc.mintau==TRUE) Lfit <-Cpred(cbind(trunc.dist$time,trunc.dist$surv),pmin(mtt,datas[,time])) else
Lfit <-Cpred(cbind(trunc.dist$time,trunc.dist$surv),datas[,time])
Lw <- Lfit[,2]
} else Lw <- 1
ud.cens<- survfit(Surv(entrytimes,datas[,time],datas[,cause]==0)~+1)
Gfit<-cbind(ud.cens$time,ud.cens$surv)
Gfit<-rbind(c(0,1),Gfit);
Gcx<-Cpred(Gfit,pmin(mtt,datas[,time]),strict=TRUE)[,2];
weights[who]<- 1/(Lw*Gcx);
cweights[who]<- Gcx;
tweights[who]<- Lw;
} ## }}}
} ## }}}
} else { ### cens.formula Cox models ## {{{
X <- model.matrix(cens.formula,data=data)[,-1,drop=FALSE];
if (!is.null(entrytime)) {
trunc.model <- coxph(Surv(-data[,time],-entrytime+prec,rep(1,nrow(data))) ~ X)
baseout <- basehaz(trunc.model,centered=FALSE);
baseout <- cbind(rev(-baseout$time),rev(baseout$hazard))
###
if (trunc.mintau==TRUE) Lfit <-Cpred(baseout,pmin(mtt,data[,time]))[,-1] else
Lfit <-Cpred(baseout,data[,time])[,-1]
RR<-exp(as.matrix(X) %*% coef(trunc.model))
Lfit<-exp(-Lfit*RR)
Lw <- Lfit
} else Lw <- 1
###
cens.model <- coxph(Surv(entrytime,data[,time],data[,cause]==0)~+X)
### baseout <- basehaz(cens.model,centered=FALSE);
### baseout <- cbind(baseout$time,baseout$hazard)
sfit <- survfit(cens.model, se.fit=FALSE)
zcoef <- ifelse(is.na(coef(cens.model)), 0, coef(cens.model))
offset <- sum(cens.model$means * zcoef)
chaz <- sfit$cumhaz * exp(-offset)
baseout <- cbind(sfit$time,chaz)
Gfit<-Cpred(baseout,pmin(mtt,data[,time]),strict=TRUE)[,2];
RR<-exp(as.matrix(X) %*% coef(cens.model))
Gfit<-exp(-Gfit*RR)
weights <- 1/(Lw*Gfit);
cweights <- Gfit
tweights <- Lw
} ## }}}
data[,cname] <- cweights
data[,tname] <- tweights
if (!is.null(entrytime)) {
mint <- min(tweights); maxt <- min(tweights)
if (mint<0 | mint>1) warning("min(truncation weights) strange, maybe prec.factor should be different\n")
if (maxt<0 | maxt>1) warning("max(truncation weights) strange, maybe prec.factor should be different\n")
}
if ("weights" %in% names(data)) {
warning("Weights in variable names 'weights_' \n")
wname<- "weights_"
data[,wname] <- weights
} else data[,"weights"] <- weights
###
if ("cw" %in% names(data)) {
warning("cw weights in variable names 'cw_' \n")
cwname<- "cw_"
data[,cwname] <- 1
} else data[,"cw"] <- 1
###
if (nocens.out) {
med <- ((data[,time]>mtt & data[,cause]==cens.code)) | (data[,cause]!=cens.code)
data <- data[med,]
} else {
med <- ((data[,time]>mtt & data[,cause]==cens.code)) | (data[,cause]!=cens.code)
data[!med,"weights"] <- 0; data[!med,"cw"] <- 0
}
attr(data,"trunc.model") <- trunc.model
attr(data,"cens.model") <- cens.model
## }}}
return(data)
} ## }}}
##' @export
pred.stratKM <- function(data,entrytime=NULL,time="time",cause="cause",strata="strata",event.code=0)
{ ## {{{
if (is.numeric(time)) time <- time else {
if (!is.null(data)) time <- data[,time] else stop("time not given\n");
}
if (is.numeric(cause)) cause <- cause else {
if (!is.null(data)) cause <- data[,cause] else stop("cause not given\n");
}
if (is.numeric(strata)) strata <- strata else {
if (!is.null(data)) strata <- data[,strata] else stop("strata not given\n");
}
if (is.null(entrytime)) entrytime <- rep(0,nrow(data)) else {
if (is.numeric(entrytime)) entrytime <- entrytime else {
if (!is.null(data)) entrytime <- data[,entrytime] else stop("entrytime not given\n");
}
}
vstrata <- as.numeric(strata)
weights <- rep(1,length((data)))
for (i in unique(vstrata)) { ## {{{ for each strata
who <- (vstrata == i)
if (sum(who) <= 1) stop(paste("strata",i,"less than 1 observation\n"));
times <- time[who]
causes <- cause[who]
entrytimes <- entrytime[who]
ud.cens<- survfit(Surv(entrytimes,times,causes==event.code)~+1)
Gfit<-cbind(ud.cens$time,ud.cens$surv)
Gfit<-rbind(c(0,1),Gfit);
Gcx<-Cpred(Gfit,times,strict=TRUE)[,2];
weights[who]<- Gcx;
} ## }}}
return(weights);
} ## }}}
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