#' @export
#'
summary.externSurv <- function(object,...){
x <- object
if (!inherits(x, "externSurv")) stop("use only with \"externSurv\" objects")
cat("Secondary survival model", "\n")
cat(" fitted by maximum likelihood method", "\n")
if(x$varest == "none") cat(" ** Parameter variance estimated without correction for primary model uncertainty **", "\n \n")
if(x$varest == "Hessian") cat(" ** Total parameter variance estimated using the Hessian of the joint likelihood **", "\n \n")
if(x$varest == "paramBoot") cat(" ** Total parameter variance estimated using parametric bootstrap **", "\n \n")
cl <- x$call
cl$B <- NULL
if(is.data.frame(cl$data))
{
cl$data <- NULL
x$call$data <- NULL
}
cat(" \n")
dput(cl)
cat(" \n")
posfix <- eval(cl$posfix)
cat("Statistical Model:", "\n")
cat(paste(" Dataset:", x$call$data),"\n")
cat(paste(" Number of subjects:", x$ns),"\n")
cat(paste(" Number of latent classes:", x$ng), "\n")
cat(paste(" Number of parameters:", length(x$best))," \n")
if(length(posfix)) cat(paste(" Number of estimated parameters:", length(x$best)-length(posfix))," \n")
nbevt <- x$nbevt
nprisq <- rep(NA,nbevt)
nrisq <- rep(NA,nbevt)
for(ke in 1:nbevt)
{
if(x$typrisq[ke]==1) nprisq[ke] <- x$nz[ke]-1
if(x$typrisq[ke]==2) nprisq[ke] <- 2
if(x$typrisq[ke]==3) nprisq[ke] <- x$nz[ke]+2
nrisq[ke] <- x$Nprm[1+ke]
cat(paste(" Event",ke,": \n"))
cat(paste(" Number of events: ", x$N[2+ke],"\n",sep=""))
if(x$ng>1)
{
if (x$hazardtype[ke]=="Specific") cat(" Class-specific hazards and \n")
if (x$hazardtype[ke]=="PH") cat(" Proportional hazards over latent classes and \n")
if (x$hazardtype[ke]=="Common") cat(" Common hazards over classes and \n")
}
if (x$typrisq[ke]==2)
{
cat(" Weibull baseline risk function \n")
}
if (x$typrisq[ke]==1)
{
cat(" Piecewise constant baseline risk function with nodes \n")
cat(" ",x$hazardnodes[1:x$nz[ke],ke]," \n")
}
if (x$typrisq[ke]==3)
{
cat(" M-splines constant baseline risk function with nodes \n")
cat(" ",x$hazardnodes[1:x$nz[ke],ke]," \n")
}
}
cat(" \n")
cat("Iteration process:", "\n")
if(x$conv==1) cat(" Convergence criteria satisfied")
if(x$conv==2) cat(" Maximum number of iteration reached without convergence")
if(x$conv==3) cat(" Convergence with restrained Hessian matrix")
if(x$conv==4|x$conv==12)
{
cat(" The program stopped abnormally. No results can be displayed.\n")
}
else
{
cat(" \n")
if(x$varest == "paramBoot") {
cat(" Proportion of convergence on bootstrap iterations (%)=", x$Mconv, "\n")
} else {
cat(" Number of iterations: ", x$niter, "\n")
cat(" Convergence criteria: parameters=", signif(x$gconv[1],2), "\n")
cat(" : likelihood=", signif(x$gconv[2],2), "\n")
cat(" : second derivatives=", signif(x$gconv[3],2), "\n")
}
cat(" \n")
cat("Goodness-of-fit statistics:", "\n")
cat(paste(" maximum log-likelihood:", round(x$loglik,2))," \n")
cat(paste(" AIC:", round(x$AIC,2))," \n")
cat(paste(" BIC:", round(x$BIC,2))," \n")
cat(" \n")
cat(" \n")
cat(" \n")
cat("Maximum Likelihood Estimates:", "\n")
cat(" \n")
nrisqtot <- x$N[1]
nvarxevt <- x$N[2]
NPM <- length(x$best)
## shorten names if > 20 characters
names_best <- names(x$best)
if(any(sapply(names_best, nchar)>20))
{
islong <- which(sapply(names_best, nchar)>20)
split_names_best <- strsplit(names_best, split=":", fixed=TRUE)
short_names_best <- lapply(split_names_best, gsub, pattern="\\(.*\\)", replacement="(...)")
new_names <- lapply(short_names_best, paste, collapse=":")
names_best[islong] <- unlist(new_names)[islong]
if(nrisqtot>0) names_best[1:nrisqtot] <- names(x$best)[1:nrisqtot]
names(x$best) <- names_best
islong <- which(sapply(x$Names$Xnames, nchar)>20)
if(length(islong))
{
x$Names$Xnames[islong] <- sapply(x$Names$Xnames[islong], gsub, pattern="\\(.*\\)", replacement="(...)")
}
}
se <- rep(NA,NPM)
if (x$conv==1 | x$conv==3)
{
##recuperation des indices de V
id <- 1:NPM
indice <- id*(id+1)/2
se <- sqrt(x$V[indice])
wald <- x$best/se
pwald <- 1-pchisq(wald**2,1)
coef <- x$best
}
else
{
se <- NA
wald <- NA
pwald <- NA
coef <- x$best
sech <- rep(NA,length(coef))
waldch <- rep(NA,length(coef))
pwaldch <- rep(NA,length(coef))
}
ow <- options("warn")
options(warn=-1) # to avoid warnings with conv=3
if(x$conv!=2)
{
coefch <- format(as.numeric(sprintf("%.5f",coef)),nsmall=5,scientific=FALSE)
sech <- format(as.numeric(sprintf("%.5f",se)),nsmall=5,scientific=FALSE)
waldch <- format(as.numeric(sprintf("%.3f",wald)),nsmall=3,scientific=FALSE)
pwaldch <- format(as.numeric(sprintf("%.5f",pwald)),nsmall=5,scientific=FALSE)
}
else
{
coefch <- format(as.numeric(sprintf("%.5f",coef)),nsmall=5,scientific=FALSE)
}
options(ow)
if(length(posfix))
{
coefch[posfix] <- paste(coefch[posfix],"*",sep="")
sech[posfix] <- ""
waldch[posfix] <- ""
pwaldch[posfix] <- ""
}
## fct pr determiner la longueur max d'une chaine de caracteres
## (avec gestion des NA)
maxchar <- function(x)
{
xx <- na.omit(x)
if(length(xx))
{
res <- max(nchar(xx))
}
else
{
res <- 2
}
return(res)
}
cat("\n")
cat("Parameters in the proportional hazard model:\n" )
cat("\n")
tmp <- cbind(coefch[1:(nrisqtot+nvarxevt)],
sech[1:(nrisqtot+nvarxevt)],
waldch[1:(nrisqtot+nvarxevt)],
pwaldch[1:(nrisqtot+nvarxevt)])
maxch <- apply(tmp,2,maxchar)
if(any(c(1:(nrisqtot+nvarxevt)) %in% posfix)) maxch[1] <- maxch[1]-1
dimnames(tmp) <- list(names(coef)[1:(nrisqtot+nvarxevt)],
c(paste(paste(rep(" ",max(maxch[1]-4,0)),collapse=""),"coef",sep=""),
paste(paste(rep(" ",max(maxch[2]-4,0)),collapse=""),"Se",sep=""),
paste(paste(rep(" ",max(maxch[3]-4,0)),collapse=""),"Wald",sep=""),
paste(paste(rep(" ",max(maxch[4]-7,0)),collapse=""),"p-value",sep="")))
cat("\n")
print(tmp,quote=FALSE,na.print="")
cat("\n")
tTable <- cbind(round(coef[1:(nrisqtot+nvarxevt)],5),
round(se[1:(nrisqtot+nvarxevt)],5),
round(wald[1:(nrisqtot+nvarxevt)],3),
round(pwald[1:(nrisqtot+nvarxevt)],5))
dimnames(tTable) <- list(names(coef)[1:(nrisqtot+nvarxevt)], c("coef", "Se", "Wald", "p-value"))
if(length(posfix))
{
cat(" * coefficient fixed by the user \n \n")
}
return(invisible(tTable))
}
}
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