evsi.upload: Uploads EVSI either from a matrix in R or a .csv file. Allows...

View source: R/evsi.upload.R

evsi.uploadR Documentation

Uploads EVSI either from a matrix in R or a .csv file. Allows EVSI calculated outside of package to be uploaded so graphics can be used. INPUTS

Description

Uploads EVSI either from a matrix in R or a .csv file. Allows EVSI calculated outside of package to be uploaded so graphics can be used. INPUTS

Usage

evsi.upload(e, c, parameter, input, EVSI.mat = NULL,
  model.stats = NULL, wtp = NULL, N = NULL)

Arguments

e

A matrix containing simuations for the variable of clinical effectiveness for each inteventions being considered.

c

A matrix containing simuations for the variable of cost for each inteventions being considered.

parameter

A vector of parameters that are updated by the future dataset. This can be given as a string of names or a numeric vector.

input

A matrix of PSA simulations from the underlying health economic model.

EVSI.mat

A matrix of EVSI values. The COLUMNS relate the different willingness to pay values and the ROWS relate the different sample sizes.

model.stats

A .csv file containing the matrix of EVSI values. Again the COLUMNS should relate the different WTP values and the ROWS to different sample sizes.

wtp

A vector of willingness to pay values for which the EVSI was calculated. If NULL then the first row of the EVSI matrix is assumed to contain the WTP values.

N

A vector of sample sizes for which the EVSI is calculated. If NULL then the first column of the EVSI matrix is assumed to contain the sample sizes.

Value

An evsi object. 1. evsi An array containing the EVSI by wtp, N and across different uncertaincies 2. attrib A list of wtp, N and prob describing the attributes of the evsi matrix. 3. evppi An evppi object containing all the information about the calculation of EVPPI. 4. he A bcea object containing all the information about the underlying health economic model @examples ...


annaheath/EVSI documentation built on June 25, 2022, 6:26 a.m.