Nothing
R/predict-timereg.r
In timereg: Flexible Regression Models for Survival Data
Defines functions
summary.predict.timereg
print.predict.timereg
plot.predict.timereg
pava.pred
pava
predict.timereg
predict.comprisk
predict.aalen
predict.cox.aalen
aalen.des2
pred.des
pred.cum
slaaop
Documented in
aalen.des2
pava
pava.pred
plot.predict.timereg
pred.cum
pred.des
predict.aalen
predict.comprisk
predict.cox.aalen
predict.timereg
print.predict.timereg
slaaop
summary.predict.timereg
slaaop<-function(z,time,cum)
{x<-time; y<-cum; index<-sum(x<=z);if (index==0) index<-1;
retur<-y[index]; return(retur); }
pred.cum<-function(x,time,cum) {ud<-sapply(x,slaaop,time,cum);
return(ud)}
pred.des<-function(formula,data=parent.frame())
{ ## {{{
call <- match.call();
m <- match.call(expand.dots=FALSE);
special <- c("const")
Terms <- if(missing(data)) terms(formula, special)
else terms(formula, special,data=data)
m$formula <- Terms
m[[1]] <- as.name("model.frame")
m <- eval(m, data)
mt <- attr(m, "terms")
XZ<-model.matrix(Terms,m)[,drop = FALSE]
cols<-attributes(XZ)$assign
l.cols<-length(cols)
semicov <- attr(Terms, "specials")$const
ZtermsXZ<-semicov-1
if (length(semicov)) {renaalen<-FALSE; Zterms<-c();
for (i in ZtermsXZ) Zterms<-c(Zterms,(1:l.cols)[cols==i]);
} else {renaalen<-TRUE;}
if (length(semicov)) {
X<-as.matrix(XZ[,-Zterms]);
#covnamesX <- dimnames(XZ)[[2]][-Zterms]; dimnames(X)[[2]]<-covnamesX;
Z<-as.matrix(XZ[,Zterms]);
#covnamesZ <- dimnames(XZ)[[2]][Zterms];dimnames(Z)[[2]]<-covnamesZ;
}
else {X<-as.matrix(XZ); #covnamesX <- dimnames(XZ)[[2]];
Z<-FALSE; #dimnames(X)[[2]]<-covnamesX;
}
X <- data.matrix(X);
return(list(covarX=X,covarZ=Z))
} ## }}}
aalen.des2 <- function(formula,data=parent.frame(),model=NULL,...){ ## {{{
call <- match.call()
m <- match.call(expand.dots=FALSE)
m$model <- NULL
Terms <- if(missing(data)) terms(formula )
else terms(formula, data=data)
m$formula <- Terms
m[[1]] <- as.name("model.frame")
m <- eval(m, parent.frame())
mt <- attr(m, "terms")
intercept<-attr(mt, "intercept")
Y <- model.extract(m, "response")
if (model=="cox.aalen") modela <- "cox.aalen" else modela <- "aalen"
des<-read.design(m,Terms,model=modela)
return(des)
} ## }}}
##' @export
predict.cox.aalen <- function(object,...) predict.timereg(object,...)
##' @export
predict.aalen <- function(object,...) predict.timereg(object,...)
##' @export
predict.comprisk <- function(object,...) predict.timereg(object,...)
#' Predictions for Survival and Competings Risks Regression for timereg
#'
#' Make predictions based on the survival models (Aalen and Cox-Aalen) and the
#' competing risks models for the cumulative incidence function (comp.risk).
#' Computes confidence intervals and confidence bands based on resampling.
#'
#'
#' @aliases predict.timereg predict.aalen predict.comprisk predict.cox.aalen
#' @param object an object belonging to one of the following classes: comprisk,
#' aalen or cox.aalen
#' @param newdata specifies the data at which the predictions are wanted.
#' @param X alternative to newdata, specifies the nonparametric components for
#' predictions.
#' @param Z alternative to newdata, specifies the parametric components of the
#' model for predictions.
#' @param times times in which predictions are computed, default is all
#' time-points for baseline
#' @param n.sim number of simulations in resampling.
#' @param uniform computes resampling based uniform confidence bands.
#' @param se computes pointwise standard errors
#' @param alpha specificies the significance levelwhich cause we consider.
#' @param resample.iid set to 1 to return iid decomposition of estimates, 3-dim
#' matrix (predictions x times x subjects)
#' @param ... unused arguments - for S3 compatability
#' @return \item{time}{vector of time points where the predictions are
#' computed.} \item{unif.band}{resampling based constant to construct 95\%
#' uniform confidence bands.} \item{model}{specifies what model that was
#' fitted.} \item{alpha}{specifies the significance level for the confidence
#' intervals. This relates directly to the constant given in unif.band.}
#' \item{newdata}{specifies the newdata given in the call.} \item{RR}{gives
#' relative risk terms for Cox-type models.} \item{call}{gives call for predict
#' funtion.} \item{initial.call}{gives call for underlying object used for
#' predictions.} \item{P1}{gives cumulative inicidence predictions for
#' competing risks models. Predictions given in matrix form with different
#' subjects in different rows.} \item{S0}{gives survival predictions for
#' survival models. Predictions given in matrix form with different subjects
#' in different rows.} \item{se.P1}{pointwise standard errors for predictions
#' of P1.} \item{se.S0}{pointwise standard errors for predictions of S0.}
#' @author Thomas Scheike, Jeremy Silver
#' @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);
#'
#' ## competing risks
#' add<-comp.risk(Event(time,cause)~platelet+age+tcell,data=bmt,cause=1)
#'
#' ndata<-data.frame(platelet=c(1,0,0),age=c(0,1,0),tcell=c(0,0,1))
#' out<-predict(add,newdata=ndata,uniform=1,n.sim=1000)
#' par(mfrow=c(2,2))
#' plot(out,multiple=0,uniform=1,col=1:3,lty=1,se=1)
#' # see comp.risk for further examples.
#'
#' add<-comp.risk(Event(time,cause)~factor(tcell),data=bmt,cause=1)
#' summary(add)
#' out<-predict(add,newdata=ndata,uniform=1,n.sim=1000)
#' plot(out,multiple=1,uniform=1,col=1:3,lty=1,se=1)
#'
#' add<-prop.odds.subdist(Event(time,cause)~factor(tcell),
#' data=bmt,cause=1)
#' out <- predict(add,X=1,Z=1)
#' plot(out,multiple=1,uniform=1,col=1:3,lty=1,se=1)
#'
#'
#' ## SURVIVAL predictions aalen function
#' data(sTRACE)
#' out<-aalen(Surv(time,status==9)~sex+ diabetes+chf+vf,
#' data=sTRACE,max.time=7,n.sim=0,resample.iid=1)
#'
#' pout<-predict(out,X=rbind(c(1,0,0,0,0),rep(1,5)))
#' head(pout$S0[,1:5]); head(pout$se.S0[,1:5])
#' par(mfrow=c(2,2))
#' plot(pout,multiple=1,se=0,uniform=0,col=1:2,lty=1:2)
#' plot(pout,multiple=0,se=1,uniform=1,col=1:2)
#'
#' out<-aalen(Surv(time,status==9)~const(age)+const(sex)+
#' const(diabetes)+chf+vf,
#' data=sTRACE,max.time=7,n.sim=0,resample.iid=1)
#'
#' pout<-predict(out,X=rbind(c(1,0,0),c(1,1,0)),
#' Z=rbind(c(55,0,1),c(60,1,1)))
#' head(pout$S0[,1:5]); head(pout$se.S0[,1:5])
#' par(mfrow=c(2,2))
#' plot(pout,multiple=1,se=0,uniform=0,col=1:2,lty=1:2)
#' plot(pout,multiple=0,se=1,uniform=1,col=1:2)
#'
#' pout<-predict(out,uniform=0,se=0,newdata=sTRACE[1:10,])
#' plot(pout,multiple=1,se=0,uniform=0)
#'
#' #### cox.aalen
#' out<-cox.aalen(Surv(time,status==9)~prop(age)+prop(sex)+
#' prop(diabetes)+chf+vf,
#' data=sTRACE,max.time=7,n.sim=0,resample.iid=1)
#'
#' pout<-predict(out,X=rbind(c(1,0,0),c(1,1,0)),Z=rbind(c(55,0,1),c(60,1,1)))
#' head(pout$S0[,1:5]); head(pout$se.S0[,1:5])
#' par(mfrow=c(2,2))
#' plot(pout,multiple=1,se=0,uniform=0,col=1:2,lty=1:2)
#' plot(pout,multiple=0,se=1,uniform=1,col=1:2)
#'
#' pout<-predict(out,uniform=0,se=0,newdata=sTRACE[1:10,])
#' plot(pout,multiple=1,se=0,uniform=0)
#'
#' #### prop.odds model
#' add<-prop.odds(Event(time,cause!=0)~factor(tcell),data=bmt)
#' out <- predict(add,X=1,Z=0)
#' plot(out,multiple=1,uniform=1,col=1:3,lty=1,se=1)
#'
##' @export
predict.timereg <-function(object,newdata=NULL,X=NULL,times=NULL,
Z=NULL,n.sim=500, uniform=TRUE,
se=TRUE,alpha=0.05,resample.iid=0,...)
{
## {{{
### if (object$conv$convd>=1) stop("Model did not converge.")
### {{{ reading designs and models
if (!(inherits(object,'comprisk') || inherits(object,'aalen')
|| inherits(object,'cox.aalen')))
stop ("Must be output from comp.risk, aalen, cox.aalen, prop.odds function")
if(inherits(object,'aalen')) { modelType <- 'aalen';
} else if(inherits(object,'comprisk')) { modelType <- object$model;
} else if(inherits(object,'cox.aalen')) {
if (object$prop.odds==0) modelType <- 'cox.aalen' else modelType <- 'prop.odds';
}
type <- "na"
if (modelType=="prop.odds") type <- attr(object,'type')
n <- length(object$B.iid) ## Number of clusters (or number of individuals
## if no cluster structure is specified)
if (se==FALSE) uniform <- FALSE
if (is.null(object$B.iid)==TRUE & (se==TRUE | uniform==TRUE)) {
stop("resample processes necessary for these computations, set resample.iid=1");
}
if (is.null(object$gamma)==TRUE) { semi<-FALSE } else { semi<-TRUE }
## }}}
## {{{ extracts design based on the different specifications
## cox.aalen uses prop(...), while aalen and comp.risk use const(...)
## this accounts for the different number of characters
if(inherits(object,'cox.aalen')){ indexOfFirstChar <- 6; } else { indexOfFirstChar <- 7; }
### whether or not iid time coarsening is used (only for cox-aalen)
### or whether time is changed due to times argument, then also changing times for iid and cum
iidtimechange <- 0; iidtime <- 0
if (!is.null(newdata)) { ## {{{ newdata given
## The time-constant effects first
formulao <- attr(object,"Formula")
des <- aalen.des2(formula(delete.response(terms(formulao))),data=newdata,model=modelType)
time.vars <- des$X
if (semi==TRUE) {
constant.covs <- des$Z; const <- c(object$gamma)
names(const) <-substr(dimnames(object$gamma)[[1]],indexOfFirstChar, nchar(dimnames(object$gamma)[[1]])-1)
} else constant.covs <- NULL
## Then extract the time-varying effects
### time.coef <- data.frame(object$cum)
time.coef <- as.matrix(object$cum)
if (!is.null(times)) {time.coef<-Cpred(time.coef,times,strict=FALSE); iidtimechange <- 1; iidtime <- object$cum[,1];}
### SE based on iid decomposition so uses time-resolution for cox.aalen model
if (modelType=="cox.aalen" && (!is.null(object$time.sim.resolution)) && (se==TRUE))
{ iidtime <- object$time.sim.resolution; iidtimechange <- 1}
nobs <- nrow(newdata)
## }}}
} else if ((is.null(Z)==FALSE) || (is.null(X)==FALSE)){ ## {{{ X, Z specified
if (semi) zcol <- length(c(object$gamma)) else zcol <- NULL
if (!is.null(Z)) { prow <- nrow(Z); }
if (!is.null(Z)) Z <- matrix(Z,ncol=zcol)
if (semi & is.null(Z)) Z <- matrix(0,nrow=nrow(X),ncol=zcol);
xcol<-ncol(object$cum)-1
if (!is.null(X)) X <- matrix(X,ncol=xcol)
else {
X <- matrix(0,nrow(Z),xcol)
X[,1] <- 1
}
if (semi & is.null(Z)) Z <- matrix(0,nrow=nrow(X),ncol=zcol);
time.vars <- X
if (semi) constant.covs <- Z else constant.covs <- NULL
nobs<-nrow(X);
## Then extract the time-varying effects
time.coef <- as.matrix(object$cum)
if (!is.null(times)) {time.coef<-Cpred(time.coef,times,strict=FALSE); iidtimechange <- 1; iidtime <- object$cum[,1];}
### SE based on iid decomposition so uses time-resolution for cox.aalen model
if (modelType=="cox.aalen" && (!is.null(object$time.sim.resolution)) && (se==TRUE))
{ iidtime <- object$time.sim.resolution; iidtimechange <- 1}
## prop.odds via cox.aalen
if (modelType=="prop.odds" && (!is.null(object$time.sim.resolution)) && (se==TRUE))
{ iidtime <- object$time.sim.resolution; iidtimechange <- 1}
## }}}
} else { ## {{{
stop("Must specify either newdata or X, Z\n");
} ## }}}
## }}}
## {{{ predictions for competing risks and survival data
cumhaz<-as.matrix(time.vars) %*% t(matrix(time.coef[,-1],ncol=(ncol(time.coef)-1)))
times <- time<-time.coef[,1];
if (semi==TRUE) pg <- nrow(object$gamma);
nt<-length(time);
### set up articial time.pow for aalen and cox.aalen to make unified code for
### comp.risk and survival
if(inherits(object,'aalen') & semi==TRUE) timepow <- rep(1,pg)
if(inherits(object,'cox.aalen')) timepow <- rep(0,pg)
if(inherits(object,'comprisk')) timepow <- attr(object,"time.pow")
if (semi==TRUE)
constant.part <- constant.covs %*% ((matrix(rep(c(time),pg),pg,nt,byrow=TRUE)^timepow)*c(object$gamma))
if (inherits(object,'comprisk')) { ## {{{ competing models
if (modelType == "additive") {
if (semi==FALSE){
P1=1-exp(-cumhaz);
} else {
P1=1-exp(-cumhaz-constant.part )
}
RR<-1;
} else if (modelType == 'rcif') { # P1=exp(x^T b(t) + z^t t^p gamma)
if (semi==FALSE){
P1=exp(cumhaz);
} else {
P1<-exp(cumhaz+constant.part);
}
RR<-1;
} else if (modelType == 'rcif2') { # P1=x^T b(t) exp( z^t t^p gamma)
if (semi==FALSE){
P1=cumhaz;
RR<-1;
} else {
P1<-cumhaz*exp(constant.part);
RR<-exp(constant.part);
}
} else if (modelType == 'prop') {# model proportional , Fine Gray extension
if (semi==FALSE){
RR<-exp(cumhaz);
} else {
RR<-exp(cumhaz+constant.part);
}
P1<-1-exp(-RR);
} else if (modelType == 'fg') {# model proportional, Fine-Gray parametrization
if (semi==FALSE){
RR<-cumhaz;
} else {
RR<-cumhaz*exp(constant.part);
}
P1<-1-exp(-RR);
} else if (modelType == 'logistic') { #model logistic
if (semi==FALSE){ RR<-exp(cumhaz); } else { RR<-exp(cumhaz+constant.part); }
P1<-RR/(1+RR);
} else if (modelType == 'logistic2') { #model logistic, baseline-par
if (semi==FALSE){ RR<-1; } else { RR<-exp(constant.part); }
P1<-RR*cumhaz/(1+RR*cumhaz);
} ## }}}
}
else if (modelType=="prop.odds")
{
RR <- exp(constant.part)
HRR <- cumhaz* RR
P1 <- HRR/(1+HRR)
S0 <- 1/(1+HRR)
}
else { # aalen or cox.aalen survival model ## {{{
if (modelType == "aalen") { #Aalen model
if (semi==FALSE){ S0=exp(-cumhaz); } else { S0=exp(-cumhaz-constant.part) }
RR<-NULL;
} else if(modelType == 'cox.aalen'){ #Cox-Aalen model
if(semi == FALSE){ RR <- NULL; S0 <- exp(-cumhaz); } else {
RR <- exp(constant.part);
S0 <- exp(-cumhaz * RR);
}
}
else stop("model class not supported by predict\n")
} ## }}}
## }}}
se.P1 <- NULL
se.S0 <- NULL
P1.iid <- NULL
S0.iid <- NULL
uband <- NULL
## i.i.d decomposition for computation of standard errors ## {{{
if (se==1) {
pg<-length(object$gamma);
delta<-c();
for (i in 1:n) {
if (iidtimechange==1)
tmptiid<- t(Cpred(cbind(iidtime,object$B.iid[[i]]),times,strict=FALSE)[,-1,drop=FALSE])
else tmptiid <- t(object$B.iid[[i]])
tmp<- as.matrix(time.vars) %*% tmptiid
if (semi==TRUE) {
gammai <- matrix(object$gamma.iid[i,],pg,1);
tmp.const<-constant.covs %*% ((matrix(rep(c(time),pg),pg,nt,byrow=TRUE)^timepow)*c(gammai))
}
if (i==0) { ## {{{ test print stuff
print(tmp.const);
if (modelType=="additive" || modelType == 'aalen'){
print(tmp.const %*% matrix(time,1,nt))
} else if (modelType=="prop"){
print(tmp.const %*% matrix(1,1,nt));
} else if (modelType=="cox.aalen") {
tmp <- RR * tmp + RR * cumhaz * matrix(tmp.const,nobs,nt);
} else if (modelType=="prop.odds") {
}
} ## }}}
if (semi==TRUE){
if(modelType=="additive" || modelType == "aalen") { tmp<-tmp+ tmp.const }
else if (modelType=="prop" || modelType=="rcif") { tmp<-RR*tmp+RR*tmp.const; }
else if (modelType=="logistic" || modelType=="rcif2") { tmp<-RR*tmp+RR*cumhaz*tmp.const; }
else if (modelType=="logistic2") { tmp<-RR*tmp+RR*cumhaz*tmp.const; }
else if (modelType=="cox.aalen") {
tmp <- RR * tmp + RR * cumhaz * tmp.const }
else if (modelType=="prop.odds") {
### print(dim(RR)); print(dim(tmp));
tmp <- RR * tmp + RR * cumhaz * tmp.const;
}
} else {
if (modelType=="prop") { tmp<-RR*tmp; }
}
delta<-cbind(delta,c(tmp));
}
se<-apply(delta^2,1,sum)^.5
if(modelType == 'additive' || modelType == 'prop' || modelType=="fg"){
se.P1<-matrix(se,nobs,nt)*(1-P1);
if (resample.iid==1) P1.iid <- array(delta*c(1-P1),c(nobs,nt,n));
}
else if(modelType == 'rcif' ){
se.P1<-matrix(se,nobs,nt)*P1
if (resample.iid==1) P1.iid <- array(delta*P1,c(nobs,nt,n));
}
else if(modelType == 'rcif2'){
se.P1<-matrix(se,nobs,nt)
if (resample.iid==1) P1.iid <- array(delta,c(nobs,nt,n));
}
else if (modelType == 'logistic'){
se.P1<-matrix(se,nobs,nt)*P1/(1+RR)
if (resample.iid==1) P1.iid <- array(delta*c(P1/(1+RR),c(nobs,nt,n)));
}
else if (modelType == 'logistic2'){
se.P1<-matrix(se,nobs,nt)*1/(1+cumhaz*RR)^2
if (resample.iid==1) P1.iid <- array(delta*c(1/(1+cumhaz*RR),c(nobs,nt,n)));
}
else if (modelType == 'aalen' || modelType == 'cox.aalen'){
se.S0<-matrix(se,nobs,nt)*S0
if (resample.iid==1) S0.iid <- array(delta*c(S0),c(nobs,nt,n));
}
else if (modelType == 'prop.odds'){
if (attr(object,'type')=="comprisk") {
se.P1 <-matrix(se,nobs,nt)*S0^2
if (resample.iid==1) P1.iid <- array(delta*c(S0^2),c(nobs,nt,n));
}
if (attr(object,'type')=="survival") {
se.S0<-matrix(se,nobs,nt)*S0^2
if (resample.iid==1) S0.iid <- array(delta*c(S0^2),c(nobs,nt,n));
}
}
}
## }}}
### uniform confidence bands, based on resampling ## {{{
if (uniform==1) {
mpt <- .C('confBandBasePredict',
delta = as.double(delta), nObs = as.integer(nobs), nt = as.integer(nt),
n = as.integer(n), se = as.double(se), mpt = double(n.sim*nobs),
nSims = as.integer(n.sim), PACKAGE="timereg")$mpt;
mpt <- matrix(mpt,n.sim,nobs,byrow = TRUE);
uband <- apply(mpt,2,percen,per=1-alpha);
} else uband<-NULL;
## }}}
if(modelType == 'additive' || modelType == 'prop' || modelType=="logistic"
|| modelType=='rcif2' || modelType=='rcif' || modelType=='fg' || modelType=='logistic2'){
P1<-matrix(P1,nrow=nobs);
} else if (modelType == 'aalen' || modelType == 'cox.aalen'){
S0<-matrix(S0,nrow=nobs);
}
else if (modelType == 'prop.odds'){
if (attr(object,'type')=="comprisk") P1<-matrix(P1,nrow=nobs);
if (attr(object,'type')=="survival") S0<-matrix(S0,nrow=nobs);
}
out<-list(time=time,unif.band=uband,model=modelType,alpha=alpha,
newdata=list(X = time.vars, Z = constant.covs),RR=RR,
call=sys.calls()[[1]], initial.call = attr(object,'Call'));
if(modelType == 'additive' || modelType == 'prop' || modelType=="logistic"
|| modelType=='rcif2' || modelType=='rcif' || modelType=='fg' || modelType=='logistic2' ||
((modelType=='prop.odds') && type=="comprisk")){
if (nrow(P1)==1) { P1 <- c(P1); se.P1 <- c(se.P1); }
out$P1 <- P1;
out$se.P1 <- se.P1;
out$clusters <- attr(object,"clusters");
if (resample.iid==1) {out$P1.iid <- P1.iid[1,,]; colnames(out$P1.iid)<-paste(unique(out$clusters));}
} else if (modelType == 'aalen' || modelType == 'cox.aalen' ||
((modelType=='prop.odds') && type=="survival")){
out$S0 <- S0;
out$se.S0 <- se.S0;
if (resample.iid==1) {out$S0.iid <- S0.iid[1,,]; colnames(out$S0.iid)<-paste(unique(out$clusters));}
}
# e.g. for an compound risk model, className = predictComprisk
className <- switch(class(object),aalen='predictAalen',cox.aalen='predictCoxAalen',comprisk='predictComprisk')
subclass <- switch(type,comprisk="comprisk",survival="survival",na="na")
class(out) <- "predict.timereg"
attr(out,'className') <- className
attr(out,'subclass') <- subclass
return(out)
} ## }}}
##' @export
pava <- function(x, w=rep(1,length(x))) # R interface to the compiled code
{ ## {{{
n = length(x)
if (n != length(w)) return (0) # error
result = .C("pava",
y = as.double(x),
as.double(w),
as.integer(n) )
result[["y"]]
} ## }}}
#' Make predictions of predict functions in rows mononotone
#'
#' Make predictions of predict functions in rows mononotone using the
#' pool-adjacent-violators-algorithm
#'
#'
#' @param pred predictions, either vector or rows of predictions.
#' @param increasing increasing or decreasing.
#' @return mononotone predictions.
#' @author Thomas Scheike
#' @keywords survival
#' @examples
#'
#' data(bmt);
#'
#' ## competing risks
#' add<-comp.risk(Event(time,cause)~platelet+age+tcell,data=bmt,cause=1)
#' ndata<-data.frame(platelet=c(1,0,0),age=c(0,1,0),tcell=c(0,0,1))
#' out<-predict(add,newdata=ndata,uniform=0)
#'
#' par(mfrow=c(1,1))
#' head(out$P1)
#' matplot(out$time,t(out$P1),type="s")
#'
#' ###P1m <- t(apply(out$P1,1,pava))
#' P1monotone <- pava.pred(out$P1)
#' head(P1monotone)
#' matlines(out$time,t(P1monotone),type="s")
#'
##' @export
pava.pred <- function(pred,increasing=TRUE)
{ ## {{{
### row-wise predictions
isvec<- is.vector(pred)
if (is.vector(pred)) pred<- matrix(pred,1,length(pred))
if (increasing==TRUE) mpred <- t(apply(pred,1,pava))
if (increasing==FALSE) mpred <- t(-1*apply(-pred,1,pava))
if (isvec) mpred <- c(mpred)
return(mpred)
} ## }}}
##' @export
plot.predict.timereg<-function(x,uniform=1,new=1,se=1,col=1,lty=1,lwd=2,multiple=0,specific.comps=0,ylim=c(0,1),
xlab="Time",ylab="Probability",transparency=FALSE,monotone=TRUE,...)
{ ## {{{
object <- x; rm(x);
modelType <- object$model
time<-object$time;
uband<-object$unif.band;
nobs<-nrow(object$newdata$X);
RR<-object$RR;
alpha <- object$alpha;
### Here we use mainLine as the central line (between confidence
### intervals or bands), so that we don't have to distinguish
### between the case when we want to plot a predicted survival function
### and the case when we want to plot a predicted risk funcion
subtype <- attr(object,'subclass')
### if ((modelType=='prop.odds')) {
### subtype <- attr(object,'type');
### } else subtype <- ""
### print(modelType)
### print(subtype)
if (modelType == 'aalen' || modelType == 'cox.aalen' ||
((modelType=='prop.odds') && subtype=='survival')){
type<-"surv"
mainLine <- as.matrix(object$S0);
if (monotone==TRUE) { mainLine<--t(apply(as.matrix(-mainLine),1,pava));
mainLine[mainLine<0]<-0;
mainLine[mainLine>1]<-1;
}
if (is.null(object$se.S0)) mainLine.se <- NULL else mainLine.se <- as.matrix(object$se.S0);
} else if(modelType == 'additive' || modelType == 'prop' || modelType=="logistic"
|| modelType=='rcif2' || modelType=='rcif' || modelType=='fg' || modelType=='logistic2' ||
((modelType=='prop.odds') && subtype=='comprisk')){
type<-"cif"
mainLine <- as.matrix(object$P1);
if (monotone==TRUE) { mainLine<-t(apply(as.matrix(mainLine),1,pava));
mainLine[mainLine<0]<-0;
mainLine[mainLine>1]<-1;
}
if (is.null(object$se.P1)) mainLine.se <- NULL else {
mainLine.se <-matrix(object$se.P1,nrow=nrow(mainLine));
}
}
### print(head(mainLine))
### print(dim(mainLine))
### print(object$se.P1)
### print(head(mainLine.se))
### print(dim(mainLine.se))
if (length(col)!=nobs){ col<-rep(col[1],nobs); }
if (length(lty)!=nobs){ lty<-rep(lty[1],nobs); }
if (length(lwd)!=nobs){ lwd<-rep(lwd[1],nobs); }
if (length(uniform)!=nobs){ uniform<-rep(uniform[1],nobs); }
if (length(se)!=nobs){ se <-rep(se[1],nobs); }
if (sum(specific.comps)==0){
comps<-1:nobs
} else {
comps<-specific.comps
}
for (i in comps) {
if (new==1 & (multiple!=1 | i==comps[1])) {
plot(time,mainLine[i,],type="s",xlab=xlab,ylab=ylab,col=col[i],
lty=lty[i],lwd=lwd[i],ylim=ylim,...)
} else {
lines(time,mainLine[i,],type="s",col=col[i],lty=lty[i],lwd=lwd[i])
}
if (se[1]>=1 & is.null(mainLine.se)==FALSE ) {
lower<-mainLine[i,]-qnorm(1-alpha/2)*mainLine.se[i,]
upper<-mainLine[i,]+qnorm(1-alpha/2)*mainLine.se[i,]
if (monotone==TRUE) {
if (type=="cif") { lower<- pava(lower); upper<- pava(upper); }
if (type=="surv") { lower<- -pava(-lower); upper<- -pava(-upper); }
lower[lower<0]<-0; lower[lower>1]<-1;
upper[upper<0]<-0; upper[upper>1]<-1;
}
lines(time,lower,type="s",col=col[i],lty=se[i],lwd=lwd[i]/2);
lines(time,upper,type="s",col=col[i],lty=se[i],lwd=lwd[i]/2);
}
if (uniform[1]>=1 & is.null(uband)==FALSE ) {
#if (level!=0.05) c.alpha<-percen(object$sim.test[,i],1-level)
#else c.alpha<-object$conf.band.cumz[i];
c.alpha=uband[i];
upper<-mainLine[i,]-uband[i]*mainLine.se[i,];
lower<-mainLine[i,]+uband[i]*mainLine.se[i,];
if (monotone==TRUE) {
if (type=="cif") { lower<- pava(lower); upper<- pava(upper); }
if (type=="surv") { lower<- -pava(-lower); upper<- -pava(-upper); }
lower[lower<0]<-0; lower[lower>1]<-1;
upper[upper<0]<-0; upper[upper>1]<-1;
}
if (transparency==0 || transparency==2) {
lines(time,upper,type="s",col=col[i],lty=uniform[i],lwd=lwd[i]/2);
lines(time,lower,type="s",col=col[i],lty=uniform[i],lwd=lwd[i]/2);
}
## Prediction polygons bandds ## {{{
if (transparency>=1) {
col.alpha<-0.2
col.ci<-"darkblue"
col.ci<-col[i];
lty.ci<-2
if (col.alpha==0) col.trans <- col.ci
else
col.trans <- sapply(col.ci, FUN=function(x)
do.call(rgb,as.list(c(col2rgb(x)/255,col.alpha))))
#print(t); print(ci)
n<-length(time)
tt<-seq(time[1],time[n],length=n*10);
ud<-Cpred(cbind(time,upper,lower),tt,strict=FALSE)[,2:3]
tt <- c(tt, rev(tt))
yy <- c(upper, rev(lower))
# tt <- c(time, rev(time))
# yy <- c(upper, rev(lower))
yy <- c(ud[,1], rev(ud[,2]))
polygon(tt,yy, col=col.trans, lty=0)
} ## }}}
}
}
} ## }}}
##' @export
print.predict.timereg <- function(x,...){ ## {{{
object <- x; rm(x);
if(!(inherits(object,'predict.timereg') )) stop('Wrong class of object');
### || inherits(object,'predictCoxAalen') ||
### inherits(object,'predictComprisk'))){
### stop('Wrong class of object');
### }
if (is.null(object$newdata$Z)==TRUE) semi<-FALSE else semi<-TRUE
modelType <- object$model;
modelAnnouncement <- ' Predicted survival for'
addTo <- switch(modelType,
cox.aalen = 'a Cox-Aalen hazard model',
aalen = 'an Aalen hazard model',
prop = 'a proportional competing risks (Fine-Gray type)',
fg = 'a proportional competing risks (Fine-Gray type)',
rcif = 'a proportional risk competing risks',
rcif2 = 'a proportional risk competing risks',
logistic = 'a logistic competing risks',
logistic2 = 'a logistic competing risks',
additive = 'an additive competing risks')
modelAnnouncement <- paste(modelAnnouncement,addTo,'model',sep = ' ')
cat(modelAnnouncement,fill=TRUE)
cat(" Nonparametric terms : "); cat(colnames(object$newdata$X)[-1]); cat(" \n");
if (semi == TRUE) {
cat(" Parametric terms : "); cat(rownames(object$newdata$Z));
cat(" \n"); }
cat(" \n");
call <- object$call;
cat('Call to predict:',fill=TRUE);
print(call)
call <- object$initial.call;
cat('Initial call:',fill=TRUE);
print(call)
} ## }}}
##' @export
summary.predict.timereg <- function(object,...){ ## {{{
if(!(inherits(object,'predict.timereg') )) stop('Wrong class of object');
### if(!(inherits(object,'predictAalen') ||
### inherits(object,'predictCoxAalen') ||
### inherits(object,'predictComprisk'))){
### stop('Wrong class of object');
### }
modelClass <- class(object)
modelType <- object$model;
time<-object$time;
uband<-object$unif.band;
nobs<-nrow(object$newdata$X);
RR<-object$RR;
alpha <- object$alpha;
call <- object$call;
if (modelType == 'aalen' || modelType == 'cox.aalen'){
se <- object$se.S0;
} else if(modelType == 'additive' || modelType == 'prop'){
se <- object$se.P1;
}
modelAnnouncement <- 'Predicted survival for'
addTo <- switch(modelType,
cox.aalen = 'a Cox-Aalen hazard model',
aalen = 'an Aalen hazard model',
prop = 'a proportional competing risks (Fine-Gray type)',
fg = 'a proportional competing risks (Fine-Gray type)',
rcif = 'a proportional risk competing risks',
rcif2 = 'a proportional risk competing risks',
logistic = 'a logistic competing risks',
logistic2 = 'a logistic competing risks',
additive = 'an additive competing risks')
modelAnnouncement <- paste(modelAnnouncement,addTo,'model',sep = ' ')
cat(modelAnnouncement,fill=TRUE)
timeStatement <- paste('At',length(time),'times:',paste(c(head(time),''),collapse = ', '),'...,',time[length(time)])
cat(timeStatement,fill=TRUE)
obsStatement <- paste('Given covariates for',nobs,'new observations');
cat(obsStatement,fill=TRUE)
if(is.null(se)){
addTo <- " - not yet done";
} else if(is.null(uband)){
addTo <- " - only pointwise calculations have been done"
} else {
addTo <- " - pointwise CI and uniform confidence band available"
}
cat('Standard error calculations:',fill=TRUE);
cat(addTo,fill=TRUE);
cat('Call:',fill=TRUE);
print(call)
} ## }}}
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timereg documentation built on Sept. 11, 2024, 8:35 p.m.
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Defines functions summary.predict.timereg print.predict.timereg plot.predict.timereg pava.pred pava predict.timereg predict.comprisk predict.aalen predict.cox.aalen aalen.des2 pred.des pred.cum slaaop
Documented in aalen.des2 pava pava.pred plot.predict.timereg pred.cum pred.des predict.aalen predict.comprisk predict.cox.aalen predict.timereg print.predict.timereg slaaop summary.predict.timereg
slaaop<-function(z,time,cum)
{x<-time; y<-cum; index<-sum(x<=z);if (index==0) index<-1;
retur<-y[index]; return(retur); }
pred.cum<-function(x,time,cum) {ud<-sapply(x,slaaop,time,cum);
return(ud)}
pred.des<-function(formula,data=parent.frame())
{ ## {{{
call <- match.call();
m <- match.call(expand.dots=FALSE);
special <- c("const")
Terms <- if(missing(data)) terms(formula, special)
else terms(formula, special,data=data)
m$formula <- Terms
m[[1]] <- as.name("model.frame")
m <- eval(m, data)
mt <- attr(m, "terms")
XZ<-model.matrix(Terms,m)[,drop = FALSE]
cols<-attributes(XZ)$assign
l.cols<-length(cols)
semicov <- attr(Terms, "specials")$const
ZtermsXZ<-semicov-1
if (length(semicov)) {renaalen<-FALSE; Zterms<-c();
for (i in ZtermsXZ) Zterms<-c(Zterms,(1:l.cols)[cols==i]);
} else {renaalen<-TRUE;}
if (length(semicov)) {
X<-as.matrix(XZ[,-Zterms]);
#covnamesX <- dimnames(XZ)[[2]][-Zterms]; dimnames(X)[[2]]<-covnamesX;
Z<-as.matrix(XZ[,Zterms]);
#covnamesZ <- dimnames(XZ)[[2]][Zterms];dimnames(Z)[[2]]<-covnamesZ;
}
else {X<-as.matrix(XZ); #covnamesX <- dimnames(XZ)[[2]];
Z<-FALSE; #dimnames(X)[[2]]<-covnamesX;
}
X <- data.matrix(X);
return(list(covarX=X,covarZ=Z))
} ## }}}
aalen.des2 <- function(formula,data=parent.frame(),model=NULL,...){ ## {{{
call <- match.call()
m <- match.call(expand.dots=FALSE)
m$model <- NULL
Terms <- if(missing(data)) terms(formula )
else terms(formula, data=data)
m$formula <- Terms
m[[1]] <- as.name("model.frame")
m <- eval(m, parent.frame())
mt <- attr(m, "terms")
intercept<-attr(mt, "intercept")
Y <- model.extract(m, "response")
if (model=="cox.aalen") modela <- "cox.aalen" else modela <- "aalen"
des<-read.design(m,Terms,model=modela)
return(des)
} ## }}}
##' @export
predict.cox.aalen <- function(object,...) predict.timereg(object,...)
##' @export
predict.aalen <- function(object,...) predict.timereg(object,...)
##' @export
predict.comprisk <- function(object,...) predict.timereg(object,...)
#' Predictions for Survival and Competings Risks Regression for timereg
#'
#' Make predictions based on the survival models (Aalen and Cox-Aalen) and the
#' competing risks models for the cumulative incidence function (comp.risk).
#' Computes confidence intervals and confidence bands based on resampling.
#'
#'
#' @aliases predict.timereg predict.aalen predict.comprisk predict.cox.aalen
#' @param object an object belonging to one of the following classes: comprisk,
#' aalen or cox.aalen
#' @param newdata specifies the data at which the predictions are wanted.
#' @param X alternative to newdata, specifies the nonparametric components for
#' predictions.
#' @param Z alternative to newdata, specifies the parametric components of the
#' model for predictions.
#' @param times times in which predictions are computed, default is all
#' time-points for baseline
#' @param n.sim number of simulations in resampling.
#' @param uniform computes resampling based uniform confidence bands.
#' @param se computes pointwise standard errors
#' @param alpha specificies the significance levelwhich cause we consider.
#' @param resample.iid set to 1 to return iid decomposition of estimates, 3-dim
#' matrix (predictions x times x subjects)
#' @param ... unused arguments - for S3 compatability
#' @return \item{time}{vector of time points where the predictions are
#' computed.} \item{unif.band}{resampling based constant to construct 95\%
#' uniform confidence bands.} \item{model}{specifies what model that was
#' fitted.} \item{alpha}{specifies the significance level for the confidence
#' intervals. This relates directly to the constant given in unif.band.}
#' \item{newdata}{specifies the newdata given in the call.} \item{RR}{gives
#' relative risk terms for Cox-type models.} \item{call}{gives call for predict
#' funtion.} \item{initial.call}{gives call for underlying object used for
#' predictions.} \item{P1}{gives cumulative inicidence predictions for
#' competing risks models. Predictions given in matrix form with different
#' subjects in different rows.} \item{S0}{gives survival predictions for
#' survival models. Predictions given in matrix form with different subjects
#' in different rows.} \item{se.P1}{pointwise standard errors for predictions
#' of P1.} \item{se.S0}{pointwise standard errors for predictions of S0.}
#' @author Thomas Scheike, Jeremy Silver
#' @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);
#'
#' ## competing risks
#' add<-comp.risk(Event(time,cause)~platelet+age+tcell,data=bmt,cause=1)
#'
#' ndata<-data.frame(platelet=c(1,0,0),age=c(0,1,0),tcell=c(0,0,1))
#' out<-predict(add,newdata=ndata,uniform=1,n.sim=1000)
#' par(mfrow=c(2,2))
#' plot(out,multiple=0,uniform=1,col=1:3,lty=1,se=1)
#' # see comp.risk for further examples.
#'
#' add<-comp.risk(Event(time,cause)~factor(tcell),data=bmt,cause=1)
#' summary(add)
#' out<-predict(add,newdata=ndata,uniform=1,n.sim=1000)
#' plot(out,multiple=1,uniform=1,col=1:3,lty=1,se=1)
#'
#' add<-prop.odds.subdist(Event(time,cause)~factor(tcell),
#' data=bmt,cause=1)
#' out <- predict(add,X=1,Z=1)
#' plot(out,multiple=1,uniform=1,col=1:3,lty=1,se=1)
#'
#'
#' ## SURVIVAL predictions aalen function
#' data(sTRACE)
#' out<-aalen(Surv(time,status==9)~sex+ diabetes+chf+vf,
#' data=sTRACE,max.time=7,n.sim=0,resample.iid=1)
#'
#' pout<-predict(out,X=rbind(c(1,0,0,0,0),rep(1,5)))
#' head(pout$S0[,1:5]); head(pout$se.S0[,1:5])
#' par(mfrow=c(2,2))
#' plot(pout,multiple=1,se=0,uniform=0,col=1:2,lty=1:2)
#' plot(pout,multiple=0,se=1,uniform=1,col=1:2)
#'
#' out<-aalen(Surv(time,status==9)~const(age)+const(sex)+
#' const(diabetes)+chf+vf,
#' data=sTRACE,max.time=7,n.sim=0,resample.iid=1)
#'
#' pout<-predict(out,X=rbind(c(1,0,0),c(1,1,0)),
#' Z=rbind(c(55,0,1),c(60,1,1)))
#' head(pout$S0[,1:5]); head(pout$se.S0[,1:5])
#' par(mfrow=c(2,2))
#' plot(pout,multiple=1,se=0,uniform=0,col=1:2,lty=1:2)
#' plot(pout,multiple=0,se=1,uniform=1,col=1:2)
#'
#' pout<-predict(out,uniform=0,se=0,newdata=sTRACE[1:10,])
#' plot(pout,multiple=1,se=0,uniform=0)
#'
#' #### cox.aalen
#' out<-cox.aalen(Surv(time,status==9)~prop(age)+prop(sex)+
#' prop(diabetes)+chf+vf,
#' data=sTRACE,max.time=7,n.sim=0,resample.iid=1)
#'
#' pout<-predict(out,X=rbind(c(1,0,0),c(1,1,0)),Z=rbind(c(55,0,1),c(60,1,1)))
#' head(pout$S0[,1:5]); head(pout$se.S0[,1:5])
#' par(mfrow=c(2,2))
#' plot(pout,multiple=1,se=0,uniform=0,col=1:2,lty=1:2)
#' plot(pout,multiple=0,se=1,uniform=1,col=1:2)
#'
#' pout<-predict(out,uniform=0,se=0,newdata=sTRACE[1:10,])
#' plot(pout,multiple=1,se=0,uniform=0)
#'
#' #### prop.odds model
#' add<-prop.odds(Event(time,cause!=0)~factor(tcell),data=bmt)
#' out <- predict(add,X=1,Z=0)
#' plot(out,multiple=1,uniform=1,col=1:3,lty=1,se=1)
#'
##' @export
predict.timereg <-function(object,newdata=NULL,X=NULL,times=NULL,
Z=NULL,n.sim=500, uniform=TRUE,
se=TRUE,alpha=0.05,resample.iid=0,...)
{
## {{{
### if (object$conv$convd>=1) stop("Model did not converge.")
### {{{ reading designs and models
if (!(inherits(object,'comprisk') || inherits(object,'aalen')
|| inherits(object,'cox.aalen')))
stop ("Must be output from comp.risk, aalen, cox.aalen, prop.odds function")
if(inherits(object,'aalen')) { modelType <- 'aalen';
} else if(inherits(object,'comprisk')) { modelType <- object$model;
} else if(inherits(object,'cox.aalen')) {
if (object$prop.odds==0) modelType <- 'cox.aalen' else modelType <- 'prop.odds';
}
type <- "na"
if (modelType=="prop.odds") type <- attr(object,'type')
n <- length(object$B.iid) ## Number of clusters (or number of individuals
## if no cluster structure is specified)
if (se==FALSE) uniform <- FALSE
if (is.null(object$B.iid)==TRUE & (se==TRUE | uniform==TRUE)) {
stop("resample processes necessary for these computations, set resample.iid=1");
}
if (is.null(object$gamma)==TRUE) { semi<-FALSE } else { semi<-TRUE }
## }}}
## {{{ extracts design based on the different specifications
## cox.aalen uses prop(...), while aalen and comp.risk use const(...)
## this accounts for the different number of characters
if(inherits(object,'cox.aalen')){ indexOfFirstChar <- 6; } else { indexOfFirstChar <- 7; }
### whether or not iid time coarsening is used (only for cox-aalen)
### or whether time is changed due to times argument, then also changing times for iid and cum
iidtimechange <- 0; iidtime <- 0
if (!is.null(newdata)) { ## {{{ newdata given
## The time-constant effects first
formulao <- attr(object,"Formula")
des <- aalen.des2(formula(delete.response(terms(formulao))),data=newdata,model=modelType)
time.vars <- des$X
if (semi==TRUE) {
constant.covs <- des$Z; const <- c(object$gamma)
names(const) <-substr(dimnames(object$gamma)[[1]],indexOfFirstChar, nchar(dimnames(object$gamma)[[1]])-1)
} else constant.covs <- NULL
## Then extract the time-varying effects
### time.coef <- data.frame(object$cum)
time.coef <- as.matrix(object$cum)
if (!is.null(times)) {time.coef<-Cpred(time.coef,times,strict=FALSE); iidtimechange <- 1; iidtime <- object$cum[,1];}
### SE based on iid decomposition so uses time-resolution for cox.aalen model
if (modelType=="cox.aalen" && (!is.null(object$time.sim.resolution)) && (se==TRUE))
{ iidtime <- object$time.sim.resolution; iidtimechange <- 1}
nobs <- nrow(newdata)
## }}}
} else if ((is.null(Z)==FALSE) || (is.null(X)==FALSE)){ ## {{{ X, Z specified
if (semi) zcol <- length(c(object$gamma)) else zcol <- NULL
if (!is.null(Z)) { prow <- nrow(Z); }
if (!is.null(Z)) Z <- matrix(Z,ncol=zcol)
if (semi & is.null(Z)) Z <- matrix(0,nrow=nrow(X),ncol=zcol);
xcol<-ncol(object$cum)-1
if (!is.null(X)) X <- matrix(X,ncol=xcol)
else {
X <- matrix(0,nrow(Z),xcol)
X[,1] <- 1
}
if (semi & is.null(Z)) Z <- matrix(0,nrow=nrow(X),ncol=zcol);
time.vars <- X
if (semi) constant.covs <- Z else constant.covs <- NULL
nobs<-nrow(X);
## Then extract the time-varying effects
time.coef <- as.matrix(object$cum)
if (!is.null(times)) {time.coef<-Cpred(time.coef,times,strict=FALSE); iidtimechange <- 1; iidtime <- object$cum[,1];}
### SE based on iid decomposition so uses time-resolution for cox.aalen model
if (modelType=="cox.aalen" && (!is.null(object$time.sim.resolution)) && (se==TRUE))
{ iidtime <- object$time.sim.resolution; iidtimechange <- 1}
## prop.odds via cox.aalen
if (modelType=="prop.odds" && (!is.null(object$time.sim.resolution)) && (se==TRUE))
{ iidtime <- object$time.sim.resolution; iidtimechange <- 1}
## }}}
} else { ## {{{
stop("Must specify either newdata or X, Z\n");
} ## }}}
## }}}
## {{{ predictions for competing risks and survival data
cumhaz<-as.matrix(time.vars) %*% t(matrix(time.coef[,-1],ncol=(ncol(time.coef)-1)))
times <- time<-time.coef[,1];
if (semi==TRUE) pg <- nrow(object$gamma);
nt<-length(time);
### set up articial time.pow for aalen and cox.aalen to make unified code for
### comp.risk and survival
if(inherits(object,'aalen') & semi==TRUE) timepow <- rep(1,pg)
if(inherits(object,'cox.aalen')) timepow <- rep(0,pg)
if(inherits(object,'comprisk')) timepow <- attr(object,"time.pow")
if (semi==TRUE)
constant.part <- constant.covs %*% ((matrix(rep(c(time),pg),pg,nt,byrow=TRUE)^timepow)*c(object$gamma))
if (inherits(object,'comprisk')) { ## {{{ competing models
if (modelType == "additive") {
if (semi==FALSE){
P1=1-exp(-cumhaz);
} else {
P1=1-exp(-cumhaz-constant.part )
}
RR<-1;
} else if (modelType == 'rcif') { # P1=exp(x^T b(t) + z^t t^p gamma)
if (semi==FALSE){
P1=exp(cumhaz);
} else {
P1<-exp(cumhaz+constant.part);
}
RR<-1;
} else if (modelType == 'rcif2') { # P1=x^T b(t) exp( z^t t^p gamma)
if (semi==FALSE){
P1=cumhaz;
RR<-1;
} else {
P1<-cumhaz*exp(constant.part);
RR<-exp(constant.part);
}
} else if (modelType == 'prop') {# model proportional , Fine Gray extension
if (semi==FALSE){
RR<-exp(cumhaz);
} else {
RR<-exp(cumhaz+constant.part);
}
P1<-1-exp(-RR);
} else if (modelType == 'fg') {# model proportional, Fine-Gray parametrization
if (semi==FALSE){
RR<-cumhaz;
} else {
RR<-cumhaz*exp(constant.part);
}
P1<-1-exp(-RR);
} else if (modelType == 'logistic') { #model logistic
if (semi==FALSE){ RR<-exp(cumhaz); } else { RR<-exp(cumhaz+constant.part); }
P1<-RR/(1+RR);
} else if (modelType == 'logistic2') { #model logistic, baseline-par
if (semi==FALSE){ RR<-1; } else { RR<-exp(constant.part); }
P1<-RR*cumhaz/(1+RR*cumhaz);
} ## }}}
}
else if (modelType=="prop.odds")
{
RR <- exp(constant.part)
HRR <- cumhaz* RR
P1 <- HRR/(1+HRR)
S0 <- 1/(1+HRR)
}
else { # aalen or cox.aalen survival model ## {{{
if (modelType == "aalen") { #Aalen model
if (semi==FALSE){ S0=exp(-cumhaz); } else { S0=exp(-cumhaz-constant.part) }
RR<-NULL;
} else if(modelType == 'cox.aalen'){ #Cox-Aalen model
if(semi == FALSE){ RR <- NULL; S0 <- exp(-cumhaz); } else {
RR <- exp(constant.part);
S0 <- exp(-cumhaz * RR);
}
}
else stop("model class not supported by predict\n")
} ## }}}
## }}}
se.P1 <- NULL
se.S0 <- NULL
P1.iid <- NULL
S0.iid <- NULL
uband <- NULL
## i.i.d decomposition for computation of standard errors ## {{{
if (se==1) {
pg<-length(object$gamma);
delta<-c();
for (i in 1:n) {
if (iidtimechange==1)
tmptiid<- t(Cpred(cbind(iidtime,object$B.iid[[i]]),times,strict=FALSE)[,-1,drop=FALSE])
else tmptiid <- t(object$B.iid[[i]])
tmp<- as.matrix(time.vars) %*% tmptiid
if (semi==TRUE) {
gammai <- matrix(object$gamma.iid[i,],pg,1);
tmp.const<-constant.covs %*% ((matrix(rep(c(time),pg),pg,nt,byrow=TRUE)^timepow)*c(gammai))
}
if (i==0) { ## {{{ test print stuff
print(tmp.const);
if (modelType=="additive" || modelType == 'aalen'){
print(tmp.const %*% matrix(time,1,nt))
} else if (modelType=="prop"){
print(tmp.const %*% matrix(1,1,nt));
} else if (modelType=="cox.aalen") {
tmp <- RR * tmp + RR * cumhaz * matrix(tmp.const,nobs,nt);
} else if (modelType=="prop.odds") {
}
} ## }}}
if (semi==TRUE){
if(modelType=="additive" || modelType == "aalen") { tmp<-tmp+ tmp.const }
else if (modelType=="prop" || modelType=="rcif") { tmp<-RR*tmp+RR*tmp.const; }
else if (modelType=="logistic" || modelType=="rcif2") { tmp<-RR*tmp+RR*cumhaz*tmp.const; }
else if (modelType=="logistic2") { tmp<-RR*tmp+RR*cumhaz*tmp.const; }
else if (modelType=="cox.aalen") {
tmp <- RR * tmp + RR * cumhaz * tmp.const }
else if (modelType=="prop.odds") {
### print(dim(RR)); print(dim(tmp));
tmp <- RR * tmp + RR * cumhaz * tmp.const;
}
} else {
if (modelType=="prop") { tmp<-RR*tmp; }
}
delta<-cbind(delta,c(tmp));
}
se<-apply(delta^2,1,sum)^.5
if(modelType == 'additive' || modelType == 'prop' || modelType=="fg"){
se.P1<-matrix(se,nobs,nt)*(1-P1);
if (resample.iid==1) P1.iid <- array(delta*c(1-P1),c(nobs,nt,n));
}
else if(modelType == 'rcif' ){
se.P1<-matrix(se,nobs,nt)*P1
if (resample.iid==1) P1.iid <- array(delta*P1,c(nobs,nt,n));
}
else if(modelType == 'rcif2'){
se.P1<-matrix(se,nobs,nt)
if (resample.iid==1) P1.iid <- array(delta,c(nobs,nt,n));
}
else if (modelType == 'logistic'){
se.P1<-matrix(se,nobs,nt)*P1/(1+RR)
if (resample.iid==1) P1.iid <- array(delta*c(P1/(1+RR),c(nobs,nt,n)));
}
else if (modelType == 'logistic2'){
se.P1<-matrix(se,nobs,nt)*1/(1+cumhaz*RR)^2
if (resample.iid==1) P1.iid <- array(delta*c(1/(1+cumhaz*RR),c(nobs,nt,n)));
}
else if (modelType == 'aalen' || modelType == 'cox.aalen'){
se.S0<-matrix(se,nobs,nt)*S0
if (resample.iid==1) S0.iid <- array(delta*c(S0),c(nobs,nt,n));
}
else if (modelType == 'prop.odds'){
if (attr(object,'type')=="comprisk") {
se.P1 <-matrix(se,nobs,nt)*S0^2
if (resample.iid==1) P1.iid <- array(delta*c(S0^2),c(nobs,nt,n));
}
if (attr(object,'type')=="survival") {
se.S0<-matrix(se,nobs,nt)*S0^2
if (resample.iid==1) S0.iid <- array(delta*c(S0^2),c(nobs,nt,n));
}
}
}
## }}}
### uniform confidence bands, based on resampling ## {{{
if (uniform==1) {
mpt <- .C('confBandBasePredict',
delta = as.double(delta), nObs = as.integer(nobs), nt = as.integer(nt),
n = as.integer(n), se = as.double(se), mpt = double(n.sim*nobs),
nSims = as.integer(n.sim), PACKAGE="timereg")$mpt;
mpt <- matrix(mpt,n.sim,nobs,byrow = TRUE);
uband <- apply(mpt,2,percen,per=1-alpha);
} else uband<-NULL;
## }}}
if(modelType == 'additive' || modelType == 'prop' || modelType=="logistic"
|| modelType=='rcif2' || modelType=='rcif' || modelType=='fg' || modelType=='logistic2'){
P1<-matrix(P1,nrow=nobs);
} else if (modelType == 'aalen' || modelType == 'cox.aalen'){
S0<-matrix(S0,nrow=nobs);
}
else if (modelType == 'prop.odds'){
if (attr(object,'type')=="comprisk") P1<-matrix(P1,nrow=nobs);
if (attr(object,'type')=="survival") S0<-matrix(S0,nrow=nobs);
}
out<-list(time=time,unif.band=uband,model=modelType,alpha=alpha,
newdata=list(X = time.vars, Z = constant.covs),RR=RR,
call=sys.calls()[[1]], initial.call = attr(object,'Call'));
if(modelType == 'additive' || modelType == 'prop' || modelType=="logistic"
|| modelType=='rcif2' || modelType=='rcif' || modelType=='fg' || modelType=='logistic2' ||
((modelType=='prop.odds') && type=="comprisk")){
if (nrow(P1)==1) { P1 <- c(P1); se.P1 <- c(se.P1); }
out$P1 <- P1;
out$se.P1 <- se.P1;
out$clusters <- attr(object,"clusters");
if (resample.iid==1) {out$P1.iid <- P1.iid[1,,]; colnames(out$P1.iid)<-paste(unique(out$clusters));}
} else if (modelType == 'aalen' || modelType == 'cox.aalen' ||
((modelType=='prop.odds') && type=="survival")){
out$S0 <- S0;
out$se.S0 <- se.S0;
if (resample.iid==1) {out$S0.iid <- S0.iid[1,,]; colnames(out$S0.iid)<-paste(unique(out$clusters));}
}
# e.g. for an compound risk model, className = predictComprisk
className <- switch(class(object),aalen='predictAalen',cox.aalen='predictCoxAalen',comprisk='predictComprisk')
subclass <- switch(type,comprisk="comprisk",survival="survival",na="na")
class(out) <- "predict.timereg"
attr(out,'className') <- className
attr(out,'subclass') <- subclass
return(out)
} ## }}}
##' @export
pava <- function(x, w=rep(1,length(x))) # R interface to the compiled code
{ ## {{{
n = length(x)
if (n != length(w)) return (0) # error
result = .C("pava",
y = as.double(x),
as.double(w),
as.integer(n) )
result[["y"]]
} ## }}}
#' Make predictions of predict functions in rows mononotone
#'
#' Make predictions of predict functions in rows mononotone using the
#' pool-adjacent-violators-algorithm
#'
#'
#' @param pred predictions, either vector or rows of predictions.
#' @param increasing increasing or decreasing.
#' @return mononotone predictions.
#' @author Thomas Scheike
#' @keywords survival
#' @examples
#'
#' data(bmt);
#'
#' ## competing risks
#' add<-comp.risk(Event(time,cause)~platelet+age+tcell,data=bmt,cause=1)
#' ndata<-data.frame(platelet=c(1,0,0),age=c(0,1,0),tcell=c(0,0,1))
#' out<-predict(add,newdata=ndata,uniform=0)
#'
#' par(mfrow=c(1,1))
#' head(out$P1)
#' matplot(out$time,t(out$P1),type="s")
#'
#' ###P1m <- t(apply(out$P1,1,pava))
#' P1monotone <- pava.pred(out$P1)
#' head(P1monotone)
#' matlines(out$time,t(P1monotone),type="s")
#'
##' @export
pava.pred <- function(pred,increasing=TRUE)
{ ## {{{
### row-wise predictions
isvec<- is.vector(pred)
if (is.vector(pred)) pred<- matrix(pred,1,length(pred))
if (increasing==TRUE) mpred <- t(apply(pred,1,pava))
if (increasing==FALSE) mpred <- t(-1*apply(-pred,1,pava))
if (isvec) mpred <- c(mpred)
return(mpred)
} ## }}}
##' @export
plot.predict.timereg<-function(x,uniform=1,new=1,se=1,col=1,lty=1,lwd=2,multiple=0,specific.comps=0,ylim=c(0,1),
xlab="Time",ylab="Probability",transparency=FALSE,monotone=TRUE,...)
{ ## {{{
object <- x; rm(x);
modelType <- object$model
time<-object$time;
uband<-object$unif.band;
nobs<-nrow(object$newdata$X);
RR<-object$RR;
alpha <- object$alpha;
### Here we use mainLine as the central line (between confidence
### intervals or bands), so that we don't have to distinguish
### between the case when we want to plot a predicted survival function
### and the case when we want to plot a predicted risk funcion
subtype <- attr(object,'subclass')
### if ((modelType=='prop.odds')) {
### subtype <- attr(object,'type');
### } else subtype <- ""
### print(modelType)
### print(subtype)
if (modelType == 'aalen' || modelType == 'cox.aalen' ||
((modelType=='prop.odds') && subtype=='survival')){
type<-"surv"
mainLine <- as.matrix(object$S0);
if (monotone==TRUE) { mainLine<--t(apply(as.matrix(-mainLine),1,pava));
mainLine[mainLine<0]<-0;
mainLine[mainLine>1]<-1;
}
if (is.null(object$se.S0)) mainLine.se <- NULL else mainLine.se <- as.matrix(object$se.S0);
} else if(modelType == 'additive' || modelType == 'prop' || modelType=="logistic"
|| modelType=='rcif2' || modelType=='rcif' || modelType=='fg' || modelType=='logistic2' ||
((modelType=='prop.odds') && subtype=='comprisk')){
type<-"cif"
mainLine <- as.matrix(object$P1);
if (monotone==TRUE) { mainLine<-t(apply(as.matrix(mainLine),1,pava));
mainLine[mainLine<0]<-0;
mainLine[mainLine>1]<-1;
}
if (is.null(object$se.P1)) mainLine.se <- NULL else {
mainLine.se <-matrix(object$se.P1,nrow=nrow(mainLine));
}
}
### print(head(mainLine))
### print(dim(mainLine))
### print(object$se.P1)
### print(head(mainLine.se))
### print(dim(mainLine.se))
if (length(col)!=nobs){ col<-rep(col[1],nobs); }
if (length(lty)!=nobs){ lty<-rep(lty[1],nobs); }
if (length(lwd)!=nobs){ lwd<-rep(lwd[1],nobs); }
if (length(uniform)!=nobs){ uniform<-rep(uniform[1],nobs); }
if (length(se)!=nobs){ se <-rep(se[1],nobs); }
if (sum(specific.comps)==0){
comps<-1:nobs
} else {
comps<-specific.comps
}
for (i in comps) {
if (new==1 & (multiple!=1 | i==comps[1])) {
plot(time,mainLine[i,],type="s",xlab=xlab,ylab=ylab,col=col[i],
lty=lty[i],lwd=lwd[i],ylim=ylim,...)
} else {
lines(time,mainLine[i,],type="s",col=col[i],lty=lty[i],lwd=lwd[i])
}
if (se[1]>=1 & is.null(mainLine.se)==FALSE ) {
lower<-mainLine[i,]-qnorm(1-alpha/2)*mainLine.se[i,]
upper<-mainLine[i,]+qnorm(1-alpha/2)*mainLine.se[i,]
if (monotone==TRUE) {
if (type=="cif") { lower<- pava(lower); upper<- pava(upper); }
if (type=="surv") { lower<- -pava(-lower); upper<- -pava(-upper); }
lower[lower<0]<-0; lower[lower>1]<-1;
upper[upper<0]<-0; upper[upper>1]<-1;
}
lines(time,lower,type="s",col=col[i],lty=se[i],lwd=lwd[i]/2);
lines(time,upper,type="s",col=col[i],lty=se[i],lwd=lwd[i]/2);
}
if (uniform[1]>=1 & is.null(uband)==FALSE ) {
#if (level!=0.05) c.alpha<-percen(object$sim.test[,i],1-level)
#else c.alpha<-object$conf.band.cumz[i];
c.alpha=uband[i];
upper<-mainLine[i,]-uband[i]*mainLine.se[i,];
lower<-mainLine[i,]+uband[i]*mainLine.se[i,];
if (monotone==TRUE) {
if (type=="cif") { lower<- pava(lower); upper<- pava(upper); }
if (type=="surv") { lower<- -pava(-lower); upper<- -pava(-upper); }
lower[lower<0]<-0; lower[lower>1]<-1;
upper[upper<0]<-0; upper[upper>1]<-1;
}
if (transparency==0 || transparency==2) {
lines(time,upper,type="s",col=col[i],lty=uniform[i],lwd=lwd[i]/2);
lines(time,lower,type="s",col=col[i],lty=uniform[i],lwd=lwd[i]/2);
}
## Prediction polygons bandds ## {{{
if (transparency>=1) {
col.alpha<-0.2
col.ci<-"darkblue"
col.ci<-col[i];
lty.ci<-2
if (col.alpha==0) col.trans <- col.ci
else
col.trans <- sapply(col.ci, FUN=function(x)
do.call(rgb,as.list(c(col2rgb(x)/255,col.alpha))))
#print(t); print(ci)
n<-length(time)
tt<-seq(time[1],time[n],length=n*10);
ud<-Cpred(cbind(time,upper,lower),tt,strict=FALSE)[,2:3]
tt <- c(tt, rev(tt))
yy <- c(upper, rev(lower))
# tt <- c(time, rev(time))
# yy <- c(upper, rev(lower))
yy <- c(ud[,1], rev(ud[,2]))
polygon(tt,yy, col=col.trans, lty=0)
} ## }}}
}
}
} ## }}}
##' @export
print.predict.timereg <- function(x,...){ ## {{{
object <- x; rm(x);
if(!(inherits(object,'predict.timereg') )) stop('Wrong class of object');
### || inherits(object,'predictCoxAalen') ||
### inherits(object,'predictComprisk'))){
### stop('Wrong class of object');
### }
if (is.null(object$newdata$Z)==TRUE) semi<-FALSE else semi<-TRUE
modelType <- object$model;
modelAnnouncement <- ' Predicted survival for'
addTo <- switch(modelType,
cox.aalen = 'a Cox-Aalen hazard model',
aalen = 'an Aalen hazard model',
prop = 'a proportional competing risks (Fine-Gray type)',
fg = 'a proportional competing risks (Fine-Gray type)',
rcif = 'a proportional risk competing risks',
rcif2 = 'a proportional risk competing risks',
logistic = 'a logistic competing risks',
logistic2 = 'a logistic competing risks',
additive = 'an additive competing risks')
modelAnnouncement <- paste(modelAnnouncement,addTo,'model',sep = ' ')
cat(modelAnnouncement,fill=TRUE)
cat(" Nonparametric terms : "); cat(colnames(object$newdata$X)[-1]); cat(" \n");
if (semi == TRUE) {
cat(" Parametric terms : "); cat(rownames(object$newdata$Z));
cat(" \n"); }
cat(" \n");
call <- object$call;
cat('Call to predict:',fill=TRUE);
print(call)
call <- object$initial.call;
cat('Initial call:',fill=TRUE);
print(call)
} ## }}}
##' @export
summary.predict.timereg <- function(object,...){ ## {{{
if(!(inherits(object,'predict.timereg') )) stop('Wrong class of object');
### if(!(inherits(object,'predictAalen') ||
### inherits(object,'predictCoxAalen') ||
### inherits(object,'predictComprisk'))){
### stop('Wrong class of object');
### }
modelClass <- class(object)
modelType <- object$model;
time<-object$time;
uband<-object$unif.band;
nobs<-nrow(object$newdata$X);
RR<-object$RR;
alpha <- object$alpha;
call <- object$call;
if (modelType == 'aalen' || modelType == 'cox.aalen'){
se <- object$se.S0;
} else if(modelType == 'additive' || modelType == 'prop'){
se <- object$se.P1;
}
modelAnnouncement <- 'Predicted survival for'
addTo <- switch(modelType,
cox.aalen = 'a Cox-Aalen hazard model',
aalen = 'an Aalen hazard model',
prop = 'a proportional competing risks (Fine-Gray type)',
fg = 'a proportional competing risks (Fine-Gray type)',
rcif = 'a proportional risk competing risks',
rcif2 = 'a proportional risk competing risks',
logistic = 'a logistic competing risks',
logistic2 = 'a logistic competing risks',
additive = 'an additive competing risks')
modelAnnouncement <- paste(modelAnnouncement,addTo,'model',sep = ' ')
cat(modelAnnouncement,fill=TRUE)
timeStatement <- paste('At',length(time),'times:',paste(c(head(time),''),collapse = ', '),'...,',time[length(time)])
cat(timeStatement,fill=TRUE)
obsStatement <- paste('Given covariates for',nobs,'new observations');
cat(obsStatement,fill=TRUE)
if(is.null(se)){
addTo <- " - not yet done";
} else if(is.null(uband)){
addTo <- " - only pointwise calculations have been done"
} else {
addTo <- " - pointwise CI and uniform confidence band available"
}
cat('Standard error calculations:',fill=TRUE);
cat(addTo,fill=TRUE);
cat('Call:',fill=TRUE);
print(call)
} ## }}}
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