R/bdpsurvival.R
In balcomes/bayesDP: Tools for the Bayesian Discount Prior Function
#' @title Bayesian Discount Prior: Survival Analysis
#' @description \code{bdpsurvival} is used to estimate the survival probability
#' (single arm trial; OPC) or hazard ratio (two-arm trial; RCT) for
#' right-censored data using the survival analysis implementation of the
#' Bayesian discount prior. In the current implementation, a two-arm analysis
#' requires all of current treatment, current control, historical treatment,
#' and historical control data. This code is modeled after
#' the methodologies developed in Haddad et al. (2017).
#' @param formula an object of class "formula." Must have a survival object on
#' the left side and at most one input on the right side, treatment. See
#' "Details" for more information.
#' @param data a data frame containing the current data variables in the model.
#' Columns denoting 'time' and 'status' must be present. See "Details" for required
#' structure.
#' @param data0 optional. A data frame containing the historical data variables in the model.
#' If present, the column labels of data and data0 must match.
#' @param breaks vector. Breaks (interval starts) used to compose the breaks of the
#' piecewise exponential model. Do not include zero. Default breaks are the
#' quantiles of the input times.
#' @param a0 scalar. Prior value for the gamma shape of the piecewise
#' exponential hazards. Default is 0.1.
#' @param b0 scalar. Prior value for the gamma rate of the piecewise
#' exponential hazards. Default is 0.1.
#' @param surv_time scalar. Survival time of interest for computing the
#' probability of survival for a single arm (OPC) trial. Default is
#' overall, i.e., current+historical, median survival time.
#' @param discount_function character. Specify the discount function to use.
#' Currently supports \code{weibull}, \code{scaledweibull}, and
#' \code{identity}. The discount function \code{scaledweibull} scales
#' the output of the Weibull CDF to have a max value of 1. The \code{identity}
#' discount function uses the posterior probability directly as the discount
#' weight. Default value is "\code{identity}".
#' @param alpha_max scalar. Maximum weight the discount function can apply.
#' Default is 1. For a two-arm trial, users may specify a vector of two values
#' where the first value is used to weight the historical treatment group and
#' the second value is used to weight the historical control group.
#' @param fix_alpha logical. Fix alpha at alpha_max? Default value is FALSE.
#' @param number_mcmc scalar. Number of Monte Carlo simulations. Default is 10000.
#' @param weibull_shape scalar. Shape parameter of the Weibull discount function
#' used to compute alpha, the weight parameter of the historical data. Default
#' value is 3. For a two-arm trial, users may specify a vector of two values
#' where the first value is used to estimate the weight of the historical
#' treatment group and the second value is used to estimate the weight of the
#' historical control group.
#' @param weibull_scale scalar. Scale parameter of the Weibull discount function
#' used to compute alpha, the weight parameter of the historical data. Default
#' value is 0.135. For a two-arm trial, users may specify a vector of two
#' values where the first value is used to estimate the weight of the
#' historical treatment group and the second value is used to estimate the
#' weight of the historical control group.
#' @param method character. Analysis method with respect to estimation of the weight
#' paramter alpha. Default method "\code{mc}" estimates alpha for each
#' Monte Carlo iteration. Alternate value "\code{fixed}" estimates alpha once
#' and holds it fixed throughout the analysis. See the the
#' \code{bdpsurvival} vignette \cr
#' \code{vignette("bdpsurvival-vignette", package="bayesDP")} for more details.
#' @param compare logical. Should a comparison object be included in the fit?
#' For a one-arm analysis, the comparison object is simply the posterior
#' chain of the treatment group parameter. For a two-arm analysis, the comparison
#' object is the posterior chain of the treatment effect that compares treatment and
#' control. If \code{compare=TRUE}, the comparison object is accessible in the
#' \code{final} slot, else the \code{final} slot is \code{NULL}. Default is
#' \code{TRUE}.
#' @details \code{bdpsurvival} uses a two-stage approach for determining the
#' strength of historical data in estimation of a survival probability outcome.
#' In the first stage, a \emph{discount function} is used that
#' that defines the maximum strength of the
#' historical data and discounts based on disagreement with the current data.
#' Disagreement between current and historical data is determined by stochastically
#' comparing the respective posterior distributions under noninformative priors.
#' With a single arm survival data analysis, the comparison is the
#' probability (\code{p}) that the current survival is less than the historical
#' survival. For a two-arm survival data, analysis the comparison is the
#' probability that the hazard ratio comparing treatment and control is
#' different from zero. The comparison metric \code{p} is then
#' input into the discount function and the final strength of the
#' historical data is returned (alpha).
#'
#' In the second stage, posterior estimation is performed where the discount
#' function parameter, \code{alpha}, is used incorporated in all posterior
#' estimation procedures.
#'
#' To carry out a single arm (OPC) analysis, data for the current and
#' historical treatments are specified in separate data frames, data and data0,
#' respectively. The data frames must have matching columns denoting time and status.
#' The 'time' column is the survival (censor) time of the event and the 'status' column
#' is the event indicator. The results are then based on the posterior probability of
#' survival at \code{surv_time} for the current data augmented by the historical data.
#'
#' Two-arm (RCT) analyses are specified similarly to a single arm trial. Again
#' the input data frames must have columns denoting time and status, but now
#' an additional column named 'treatment' is required to denote treatment and control
#' data. The 'treatment' column must use 0 to indicate the control group. The current data
#' are augmented by historical data (if present) and the results are then based
#' on the posterior distribution of the hazard ratio between the treatment
#' and control groups.
#'
#' For more details, see the \code{bdpsurvival} vignette: \cr
#' \code{vignette("bdpsurvival-vignette", package="bayesDP")}
#'
#' @return \code{bdpsurvival} returns an object of class "bdpsurvival".
#' The functions \code{\link[=summary,bdpsurvival-method]{summary}} and \code{\link[=print,bdpsurvival-method]{print}} are used to obtain and
#' print a summary of the results, including user inputs. The \code{\link[=plot,bdpsurvival-method]{plot}}
#' function displays visual outputs as well.
#'
#' An object of class "\code{bdpsurvival}" is a list containing at least
#' the following components:
#' \describe{
#' \item{\code{posterior_treatment}}{
#' list. Entries contain values related to the treatment group:}
#' \itemize{
#' \item{\code{alpha_discount}}{
#' numeric. Alpha value, the weighting parameter of the historical data.}
#' \item{\code{p_hat}}{
#' numeric. The posterior probability of the stochastic comparison
#' between the current and historical data.}
#' \item{\code{posterior_survival}}{
#' vector. If one-arm trial, a vector of length \code{number_mcmc}
#' containing the posterior probability draws of survival at
#' \code{surv_time}.}
#' \item{\code{posterior_flat_survival}}{
#' vector. If one-arm trial, a vector of length \code{number_mcmc}
#' containing the probability draws of survival at \code{surv_time}
#' for the current treatment not augmented by historical treatment.}
#' \item{\code{prior_survival}}{
#' vector. If one-arm trial, a vector of length \code{number_mcmc}
#' containing the probability draws of survival at \code{surv_time}
#' for the historical treatment.}
#' \item{\code{posterior_hazard}}{
#' matrix. A matrix with \code{number_mcmc} rows and \code{length(breaks)}
#' columns containing the posterior draws of the piecewise hazards
#' for each interval break point.}
#' \item{\code{posterior_flat_hazard}}{
#' matrix. A matrix with \code{number_mcmc} rows and \code{length(breaks)}
#' columns containing the draws of piecewise hazards for each interval
#' break point for current treatment not augmented by historical treatment.}
#' \item{\code{prior_hazard}}{
#' matrix. A matrix with \code{number_mcmc} rows and \code{length(breaks)}
#' columns containing the draws of piecewise hazards for each interval break point
#' for historical treatment.}
#' }
#' \item{\code{posterior_control}}{
#' list. If two-arm trial, contains values related to the control group
#' analagous to the \code{posterior_treatment} output.}
#'
#' \item{\code{final}}{
#' list. Contains the final comparison object, dependent on the analysis type:}
#' \itemize{
#' \item{One-arm analysis:}{
#' vector. Posterior chain of survival probability at requested time.}
#' \item{Two-arm analysis:}{
#' vector. Posterior chain of log-hazard rate comparing treatment and control groups.}
#' }
#'
#' \item{\code{args1}}{
#' list. Entries contain user inputs. In addition, the following elements
#' are ouput:}
#' \itemize{
#' \item{\code{S_t}, \code{S_c}, \code{S0_t}, \code{S0_c}}{
#' survival objects. Used internally to pass survival data between
#' functions.}
#' \item{\code{arm2}}{
#' logical. Used internally to indicate one-arm or two-arm analysis.}
#' }
#' }
#'
#' @seealso \code{\link[=summary,bdpsurvival-method]{summary}},
#' \code{\link[=print,bdpsurvival-method]{print}},
#' and \code{\link[=plot,bdpsurvival-method]{plot}} for details of each of the
#' supported methods.
#'
#' @references
#' Haddad, T., Himes, A., Thompson, L., Irony, T., Nair, R. MDIC Computer
#' Modeling and Simulation working group.(2017) Incorporation of stochastic
#' engineering models as prior information in Bayesian medical device trials.
#' \emph{Journal of Biopharmaceutical Statistics}, 1-15.
#'
#' @examples
#' # One-arm trial (OPC) example - survival probability at 5 years
#'
#' # Collect data into data frames
#' df_ <- data.frame(status = rexp(50, rate=1/30),
#' time = rexp(50, rate=1/20))
#' df_$status <- ifelse(df_$time < df_$status, 1, 0)
#'
#' df0 <- data.frame(status = rexp(50, rate=1/30),
#' time = rexp(50, rate=1/10))
#' df0$status <- ifelse(df0$time < df0$status, 1, 0)
#'
#'
#' fit1 <- bdpsurvival(Surv(time, status) ~ 1,
#' data = df_,
#' data0 = df0,
#' surv_time = 5,
#' method = "fixed")
#'
#' print(fit1)
#' \dontrun{
#' plot(fit1)
#' }
#'
#' # Two-arm trial example
#' # Collect data into data frames
#' df_ <- data.frame(time = c(rexp(50, rate=1/20), # Current treatment
#' rexp(50, rate=1/10)), # Current control
#' status = rexp(100, rate=1/40),
#' treatment = c(rep(1,50), rep(0,50)))
#' df_$status <- ifelse(df_$time < df_$status, 1, 0)
#'
#' df0 <- data.frame(time = c(rexp(50, rate=1/30), # Historical treatment
#' rexp(50, rate=1/5)), # Historical control
#' status = rexp(100, rate=1/40),
#' treatment = c(rep(1,50), rep(0,50)))
#' df0$status <- ifelse(df0$time < df0$status, 1, 0)
#'
#' fit2 <- bdpsurvival(Surv(time, status) ~ treatment,
#' data = df_,
#' data0 = df0,
#' method = "fixed")
#' summary(fit2)
#'
#' ### Fix alpha at 1
#' fit2_1 <- bdpsurvival(Surv(time, status) ~ treatment,
#' data = df_,
#' data0 = df0,
#' fix_alpha = TRUE,
#' method = "fixed")
#' summary(fit2_1)
#'
#'
#' @rdname bdpsurvival
#' @import methods
#' @importFrom stats sd density is.empty.model median model.offset model.response pweibull quantile rbeta rgamma rnorm var vcov
#' @importFrom survival Surv survSplit
#' @aliases bdpsurvival,ANY-method
#' @export bdpsurvival
bdpsurvival <- setClass("bdpsurvival", slots = c(posterior_treatment = "list",
posterior_control = "list",
final = "list",
args1 = "list"))
setGeneric("bdpsurvival",
function(formula = formula,
data = data,
data0 = NULL,
breaks = NULL,
a0 = 0.1,
b0 = 0.1,
surv_time = NULL,
discount_function = "identity",
alpha_max = 1,
fix_alpha = FALSE,
number_mcmc = 10000,
weibull_scale = 0.135,
weibull_shape = 3,
method = "mc",
compare = TRUE){
standardGeneric("bdpsurvival")
})
setMethod("bdpsurvival",
signature(),
function(formula = formula,
data = data,
data0 = NULL,
breaks = NULL,
a0 = 0.1,
b0 = 0.1,
surv_time = NULL,
discount_function = "identity",
alpha_max = 1,
fix_alpha = FALSE,
number_mcmc = 10000,
weibull_scale = 0.135,
weibull_shape = 3,
method = "mc",
compare = TRUE){
### Check validity of data input
call <- match.call()
if (missing(data)) {
stop("Current data not input correctly.")
}
##############################################################################
### Parse current data
##############################################################################
### Check data frame and ensure it has the correct column names
mf <- mf0 <- match.call(expand.dots = FALSE)
m <- match(c("formula", "data"), names(mf), 0L)
mf <- mf[c(1L, m)]
mf$na.action <- NULL
mf[[1L]] <- quote(stats::model.frame)
mf <- eval(mf, parent.frame())
mt <- attr(mf, "terms")
Y <- model.response(mf, "any")
if (length(dim(Y)) == 1L) {
nm <- rownames(Y)
dim(Y) <- NULL
if (!is.null(nm)) {
names(Y) <- nm
}
}
if(class(Y) != "Surv") stop("Data input incorrectly.")
##############################################################################
### Parse historical data
##############################################################################
### Parse historical data
if(!is.null(data0)){
m00 <- match("data0", names(mf0), 0L)
m01 <- match("data", names(mf0), 0L)
mf0[m01] <- mf0[m00]
m0 <- match(c("formula", "data"), names(mf0), 0L)
mf0 <- mf0[c(1L, m0)]
mf0$na.action <- NULL
mf0[[1L]] <- quote(stats::model.frame)
mf0 <- eval(mf0, parent.frame())
mt0 <- attr(mf0, "terms")
Y0 <- model.response(mf0, "any")
if (length(dim(Y0)) == 1L) {
nm0 <- rownames(Y0)
dim(Y0) <- NULL
if (!is.null(nm0)) {
names(Y0) <- nm0
}
}
} else{
Y0 <- NULL
}
# Check that discount_function is input correctly
all_functions <- c("weibull", "scaledweibull", "identity")
function_match <- match(discount_function, all_functions)
if(is.na(function_match)) {
stop("discount_function input incorrectly.")
}
historical <- NULL
treatment <- NULL
##############################################################################
# Quick check, if alpha_max, weibull_scale, or weibull_shape have length 1,
# repeat input twice
##############################################################################
if(length(alpha_max)==1){
alpha_max <- rep(alpha_max, 2)
}
if(length(weibull_scale)==1){
weibull_scale <- rep(weibull_scale, 2)
}
if(length(weibull_shape)==1){
weibull_shape <- rep(weibull_shape, 2)
}
##############################################################################
# Format input data
##############################################################################
### If no breaks input, create intervals along quantiles
if(is.null(breaks)){
breaks <- quantile(c(Y[,1], Y0[,1]),probs=c(0.2,0.4,0.6,0.8))
}
### If zero is present in breaks, remove and give warning
if(any(breaks==0)){
breaks <- breaks[!(breaks==0)]
warning("Breaks vector included 0. The zero value was removed.")
}
### Combine current and historical data, and format for analysis
dataCurrent <- data
dataCurrent$historical <- 0
if(!is.null(data0)){
dataHistorical <- data0
dataHistorical$historical <- 1
} else{
dataHistorical <- NULL
}
dataALL <- rbind(dataCurrent, dataHistorical)
### Update formula
formula <- update(formula, ~ . + historical)
### Split the data on the breaks
dataSplit <- survSplit(formula,
cut = breaks,
start = "start",
episode = "interval",
data = dataALL)
### Change time and status column names
vars <- as.character(attr(mt, "variables"))[2]
vars <- strsplit(vars, "Surv\\(|, |\\)")[[1]]
var_time <- vars[2]
var_status <- vars[3]
names(dataSplit)[match(var_time, names(dataSplit))] <- "time"
names(dataSplit)[match(var_status, names(dataSplit))] <- "status"
# Grab fu-time column
id_time <- names(dataSplit[ncol(dataSplit)-2])
# Look for treatment column, if missing, add it and set to 1
if(!any(names(dataSplit) == "treatment")){
dataSplit$treatment <- 1
}
### Compute exposure time within each interval
dataSplit$exposure <- dataSplit$time - dataSplit$start
### Create new labels for the intervals
maxTime <- max(dataSplit$time)
labels_t <- unique(c(breaks, maxTime))
dataSplit$interval <- factor(dataSplit$interval,
labels = labels_t)
### Parse out the historical and current data
S_t <- subset(dataSplit, historical==0 & treatment == 1)
S_c <- subset(dataSplit, historical==0 & treatment == 0)
S0_t <- subset(dataSplit, historical==1 & treatment == 1)
S0_c <- subset(dataSplit, historical==1 & treatment == 0)
if(nrow(S0_t) == 0) S0_t <- NULL
if(nrow(S_c) == 0) S_c <- NULL
if(nrow(S0_c) == 0) S0_c <- NULL
### Compute arm2, internal indicator of a two-arm trial
if(is.null(S_c) & is.null(S0_c)){
arm2 <- FALSE
} else{
arm2 <- TRUE
}
#if(arm2) stop("Two arm trials are not currently supported.")
### If surv_time is null, replace with median time
if(is.null(surv_time) & !arm2){
surv_time <- median(c(Y[,1], Y[,0]))
}
### Check inputs
if(!arm2){
if(nrow(S_t) == 0) stop("Current treatment data missing or input incorrectly.")
if(is.null(S0_t)) warning("Historical treatment data missing or input incorrectly.")
} else if(arm2){
if(nrow(S_t) == 0) stop("Current treatment data missing or input incorrectly.")
if(is.null(S_c)) warning("Current control data missing or input incorrectly.")
if(is.null(S0_t) & is.null(S0_c)) warning("Historical data input incorrectly.")
}
posterior_treatment <- posterior_survival(
S = S_t,
S0 = S0_t,
surv_time = surv_time,
discount_function = discount_function,
alpha_max = alpha_max[1],
fix_alpha = fix_alpha,
a0 = a0,
b0 = b0,
number_mcmc = number_mcmc,
weibull_shape = weibull_shape[1],
weibull_scale = weibull_scale[1],
breaks = breaks,
arm2 = arm2,
method = method)
if(arm2){
posterior_control <- posterior_survival(
S = S_c,
S0 = S0_c,
discount_function = discount_function,
alpha_max = alpha_max[2],
fix_alpha = fix_alpha,
a0 = a0,
b0 = b0,
surv_time = surv_time,
number_mcmc = number_mcmc,
weibull_shape = weibull_shape[2],
weibull_scale = weibull_scale[2],
breaks = breaks,
arm2 = arm2,
method = method)
} else{
posterior_control <- NULL
}
args1 <- list(S_t = S_t,
S_c = S_c,
S0_t = S0_t,
S0_c = S0_c,
discount_function = discount_function,
alpha_max = alpha_max,
fix_alpha = fix_alpha,
a0 = a0,
b0 = b0,
surv_time = surv_time,
number_mcmc = number_mcmc,
weibull_scale = weibull_scale,
weibull_shape = weibull_shape,
method = method,
arm2 = arm2,
breaks = breaks,
data = dataSplit,
data_current = data)
##############################################################################
### Create final (comparison) object
##############################################################################
if(!compare){
final <- NULL
} else{
if(arm2){
R0 <- log(posterior_treatment$posterior_hazard)-log(posterior_control$posterior_hazard)
V0 <- 1/apply(R0,2,var)
logHR0 <- R0%*%V0/sum(V0)
final <- list()
final$posterior_loghazard <- logHR0
} else{
final <- list()
final$posterior_survival <- posterior_treatment$posterior_survival
}
}
me <- list(posterior_treatment = posterior_treatment,
posterior_control = posterior_control,
final = final,
args1 = args1)
class(me) <- "bdpsurvival"
return(me)
})
################################################################################
# Survival posterior estimation
# 1) Estimate the discount function (if current+historical data both present)
# 2) Estimate the posterior of the augmented data
################################################################################
### Combine loss function and posterior estimation into one function
posterior_survival <- function(S, S0, surv_time, discount_function,
alpha_max, fix_alpha, a0, b0,
number_mcmc, weibull_shape, weibull_scale,
breaks, arm2, method){
### Extract intervals and count number of intervals
### - It should be that S_int equals S0_int
if(!is.null(S)){
S_int <- levels(S$interval)
nInt <- length(S_int)
}
if(!is.null(S0)){
S0_int <- levels(S0$interval)
nInt <- length(S0_int)
}
interval <- NULL
##############################################################################
# Discount function
# - Comparison is made only if both S and S0 are present
##############################################################################
# Compute hazards for historical and current data efficiently
if(!is.null(S) & !is.null(S0)){
### Compute posterior of interval hazards
a_post <- b_post <- numeric(nInt)
a_post0 <- b_post0 <- numeric(nInt)
if(!is.null(S)){
posterior_flat_hazard <- prior_hazard <- matrix(NA, number_mcmc, nInt)
} else{
posterior_flat_hazard <- prior_hazard <- matrix(NA, number_mcmc, nInt)
}
### Compute posterior values
for(i in 1:nInt){
a_post[i] <- a0 + sum(subset(S, interval==S_int[i])$status)
b_post[i] <- b0 + sum(subset(S, interval==S_int[i])$exposure)
a_post0[i] <- a0 + sum(subset(S0, interval==S0_int[i])$status)
b_post0[i] <- b0 + sum(subset(S0, interval==S0_int[i])$exposure)
### Interval hazards - add on a very small value to avoid underflow
posterior_flat_hazard[,i] <- rgamma(number_mcmc, a_post[i], b_post[i])+1e-12
prior_hazard[,i] <- rgamma(number_mcmc, a_post0[i], b_post0[i])+1e-12
}
} else if(!is.null(S) & is.null(S0)){
### Compute posterior of interval hazards
a_post <- b_post <- numeric(nInt)
posterior_flat_hazard <- matrix(NA, number_mcmc, nInt)
prior_hazard <- NULL
### Compute posterior values
for(i in 1:nInt){
a_post[i] <- a0 + sum(subset(S, interval==S_int[i])$status)
b_post[i] <- b0 + sum(subset(S, interval==S_int[i])$exposure)
### Interval hazards - add on a very small value to avoid underflow
posterior_flat_hazard[,i] <- rgamma(number_mcmc, a_post[i], b_post[i])+1e-12
}
} else if(is.null(S) & !is.null(S0)) {
### Compute posterior of interval hazards
a_post0 <- b_post0 <- numeric(nInt)
prior_hazard <- matrix(NA, number_mcmc, nInt)
posterior_flat_hazard <- NULL
### Compute posterior values
for(i in 1:nInt){
a_post0[i] <- a0 + sum(subset(S0, interval==S0_int[i])$status)
b_post0[i] <- b0 + sum(subset(S0, interval==S0_int[i])$exposure)
### Interval hazards - add on a very small value to avoid underflow
prior_hazard[,i] <- rgamma(number_mcmc, a_post0[i], b_post0[i])+1e-12
}
}
### If only one of S or S0 is present, return related hazard and (if !arm2), return survival
if(!is.null(S) & is.null(S0)){
posterior_hazard <- posterior_flat_hazard
if(!arm2){
posterior_survival <- posterior_flat_survival <- 1 - ppexp(q=surv_time,
x=posterior_hazard,
cuts = c(0,breaks))
prior_survival <- NULL
} else{
posterior_survival <- posterior_flat_survival <- prior_survival <- NULL
}
} else if(is.null(S) & !is.null(S0)){
posterior_hazard <- prior_hazard
if(!arm2){
posterior_survival <- prior_survival <- 1 - ppexp(q=surv_time,
x=posterior_hazard,
cuts = c(0,breaks))
posterior_flat_survival <- NULL
} else{
posterior_survival <- prior_survival <- posterior_flat_survival <- NULL
}
}
if(!(!is.null(S) & !is.null(S0))){
return(list(alpha_discount = NULL,
p_hat = NULL,
posterior_survival = posterior_survival,
posterior_flat_survival = posterior_flat_survival,
prior_survival = prior_survival,
posterior_hazard = posterior_hazard,
posterior_flat_hazard = posterior_flat_hazard,
prior_hazard = prior_hazard))
}
### If both S and S0 are present, carry out the comparison and compute alpha
if(!arm2){
### Posterior survival probability
posterior_flat_survival <- 1 - ppexp(q=surv_time, x=posterior_flat_hazard, cuts = c(0,breaks))
prior_survival <- 1 - ppexp(q=surv_time, x=prior_hazard, cuts = c(0,breaks))
### Compute probability that survival is greater for current vs historical
if(method == "mc"){
logS <- log(posterior_flat_survival)
logS0 <- log(prior_survival)
### Variance of log survival, computed via delta method of hazards
nIntervals <- sum(surv_time > c(0,breaks))
IntLengths <- c(c(0,breaks)[1:nIntervals], surv_time)
surv_times <- diff(IntLengths)
v <- as.matrix(posterior_flat_hazard[,1:nIntervals]^2) %*% (surv_times^2/a_post[1:nIntervals])
v0 <- as.matrix(prior_hazard[,1:nIntervals]^2) %*% (surv_times^2/a_post0[1:nIntervals])
Z <- abs(logS - logS0) / (v+v0)
p_hat <- 2*(1-pnorm(Z))
} else if(method == "fixed"){
p_hat <- mean(posterior_flat_survival > prior_survival) # higher is better survival
} else{
stop("Unrecognized method. Use one of 'fixed' or 'mc'")
}
if(fix_alpha){
alpha_discount <- alpha_max
} else{
p_hat <- 2*ifelse(p_hat > 0.5, 1 - p_hat, p_hat)
# Compute alpha discount based on distribution
if(discount_function == "weibull"){
alpha_discount <- pweibull(p_hat, shape=weibull_shape,
scale=weibull_scale)*alpha_max
} else if(discount_function == "scaledweibull"){
max_p <- pweibull(1, shape=weibull_shape, scale=weibull_scale)
alpha_discount <- pweibull(p_hat, shape=weibull_shape,
scale=weibull_scale)*alpha_max/max_p
} else if(discount_function == "identity"){
alpha_discount <- p_hat*alpha_max
}
}
} else{
### Weight historical data via (approximate) hazard ratio comparing
### current vs historical
if(method == "mc"){
R0 <- log(prior_hazard)-log(posterior_flat_hazard)
v <- 1/(a_post)
v0 <- 1/(a_post0)
R <- rowSums(as.matrix(R0/(v+v0) / sum(1/(v+v0))))
V0 <- 1 / sum(1/(v+v0))
Z <- abs(R) / V0
p_hat <- 2*(1-pnorm(Z))
} else if(method == "fixed"){
R0 <- log(prior_hazard)-log(posterior_flat_hazard)
V0 <- 1/apply(R0,2,var)
logHR0 <- R0%*%V0/sum(V0) #weighted average of SE^2
p_hat <- mean(logHR0 > 0) #larger is higher failure
p_hat <- 2*ifelse(p_hat > 0.5, 1 - p_hat, p_hat)
} else{
stop("Unrecognized method. Use one of 'fixed' or 'mc'")
}
if(fix_alpha){
alpha_discount <- alpha_max
} else{
# Compute alpha discount based on distribution
if(discount_function == "weibull"){
alpha_discount <- pweibull(p_hat, shape=weibull_shape,
scale=weibull_scale)*alpha_max
} else if(discount_function == "scaledweibull"){
max_p <- pweibull(1, shape=weibull_shape, scale=weibull_scale)
alpha_discount <- pweibull(p_hat, shape=weibull_shape,
scale=weibull_scale)*alpha_max/max_p
} else if(discount_function == "identity"){
alpha_discount <- p_hat*alpha_max
}
}
}
##############################################################################
# Posterior augmentation via the interval hazards
# - If current or historical data are missing, this will not augment(see above)
##############################################################################
posterior_hazard <- matrix(NA, number_mcmc, nInt)
for(i in 1:nInt){
a_post0[i] <- a0 + sum(subset(S0, interval==S0_int[i])$status)
b_post0[i] <- b0 + sum(subset(S0, interval==S0_int[i])$exposure)
a_post[i] <- a0 + sum(subset(S, interval==S_int[i])$status)
b_post[i] <- b0 + sum(subset(S, interval==S_int[i])$exposure)
### Add on a very small value to avoid underflow
posterior_hazard[,i] <- rgamma(number_mcmc,
a_post[i]+a_post0[i]*alpha_discount,
b_post[i]+b_post0[i]*alpha_discount) + 1e-12
}
### Posterior of survival time (if !arm2)
if(!arm2){
posterior_survival <- 1-ppexp(q=surv_time, x=posterior_hazard, cuts=c(0,breaks))
} else{
posterior_survival <- posterior_flat_survival <- prior_survival <- NULL
}
return(list(alpha_discount = alpha_discount,
p_hat = p_hat,
posterior_survival = posterior_survival,
posterior_flat_survival = posterior_flat_survival,
prior_survival = prior_survival,
posterior_hazard = posterior_hazard,
posterior_flat_hazard = posterior_flat_hazard,
prior_hazard = prior_hazard))
}
balcomes/bayesDP documentation built on May 11, 2019, 6:17 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
#' @title Bayesian Discount Prior: Survival Analysis
#' @description \code{bdpsurvival} is used to estimate the survival probability
#' (single arm trial; OPC) or hazard ratio (two-arm trial; RCT) for
#' right-censored data using the survival analysis implementation of the
#' Bayesian discount prior. In the current implementation, a two-arm analysis
#' requires all of current treatment, current control, historical treatment,
#' and historical control data. This code is modeled after
#' the methodologies developed in Haddad et al. (2017).
#' @param formula an object of class "formula." Must have a survival object on
#' the left side and at most one input on the right side, treatment. See
#' "Details" for more information.
#' @param data a data frame containing the current data variables in the model.
#' Columns denoting 'time' and 'status' must be present. See "Details" for required
#' structure.
#' @param data0 optional. A data frame containing the historical data variables in the model.
#' If present, the column labels of data and data0 must match.
#' @param breaks vector. Breaks (interval starts) used to compose the breaks of the
#' piecewise exponential model. Do not include zero. Default breaks are the
#' quantiles of the input times.
#' @param a0 scalar. Prior value for the gamma shape of the piecewise
#' exponential hazards. Default is 0.1.
#' @param b0 scalar. Prior value for the gamma rate of the piecewise
#' exponential hazards. Default is 0.1.
#' @param surv_time scalar. Survival time of interest for computing the
#' probability of survival for a single arm (OPC) trial. Default is
#' overall, i.e., current+historical, median survival time.
#' @param discount_function character. Specify the discount function to use.
#' Currently supports \code{weibull}, \code{scaledweibull}, and
#' \code{identity}. The discount function \code{scaledweibull} scales
#' the output of the Weibull CDF to have a max value of 1. The \code{identity}
#' discount function uses the posterior probability directly as the discount
#' weight. Default value is "\code{identity}".
#' @param alpha_max scalar. Maximum weight the discount function can apply.
#' Default is 1. For a two-arm trial, users may specify a vector of two values
#' where the first value is used to weight the historical treatment group and
#' the second value is used to weight the historical control group.
#' @param fix_alpha logical. Fix alpha at alpha_max? Default value is FALSE.
#' @param number_mcmc scalar. Number of Monte Carlo simulations. Default is 10000.
#' @param weibull_shape scalar. Shape parameter of the Weibull discount function
#' used to compute alpha, the weight parameter of the historical data. Default
#' value is 3. For a two-arm trial, users may specify a vector of two values
#' where the first value is used to estimate the weight of the historical
#' treatment group and the second value is used to estimate the weight of the
#' historical control group.
#' @param weibull_scale scalar. Scale parameter of the Weibull discount function
#' used to compute alpha, the weight parameter of the historical data. Default
#' value is 0.135. For a two-arm trial, users may specify a vector of two
#' values where the first value is used to estimate the weight of the
#' historical treatment group and the second value is used to estimate the
#' weight of the historical control group.
#' @param method character. Analysis method with respect to estimation of the weight
#' paramter alpha. Default method "\code{mc}" estimates alpha for each
#' Monte Carlo iteration. Alternate value "\code{fixed}" estimates alpha once
#' and holds it fixed throughout the analysis. See the the
#' \code{bdpsurvival} vignette \cr
#' \code{vignette("bdpsurvival-vignette", package="bayesDP")} for more details.
#' @param compare logical. Should a comparison object be included in the fit?
#' For a one-arm analysis, the comparison object is simply the posterior
#' chain of the treatment group parameter. For a two-arm analysis, the comparison
#' object is the posterior chain of the treatment effect that compares treatment and
#' control. If \code{compare=TRUE}, the comparison object is accessible in the
#' \code{final} slot, else the \code{final} slot is \code{NULL}. Default is
#' \code{TRUE}.
#' @details \code{bdpsurvival} uses a two-stage approach for determining the
#' strength of historical data in estimation of a survival probability outcome.
#' In the first stage, a \emph{discount function} is used that
#' that defines the maximum strength of the
#' historical data and discounts based on disagreement with the current data.
#' Disagreement between current and historical data is determined by stochastically
#' comparing the respective posterior distributions under noninformative priors.
#' With a single arm survival data analysis, the comparison is the
#' probability (\code{p}) that the current survival is less than the historical
#' survival. For a two-arm survival data, analysis the comparison is the
#' probability that the hazard ratio comparing treatment and control is
#' different from zero. The comparison metric \code{p} is then
#' input into the discount function and the final strength of the
#' historical data is returned (alpha).
#'
#' In the second stage, posterior estimation is performed where the discount
#' function parameter, \code{alpha}, is used incorporated in all posterior
#' estimation procedures.
#'
#' To carry out a single arm (OPC) analysis, data for the current and
#' historical treatments are specified in separate data frames, data and data0,
#' respectively. The data frames must have matching columns denoting time and status.
#' The 'time' column is the survival (censor) time of the event and the 'status' column
#' is the event indicator. The results are then based on the posterior probability of
#' survival at \code{surv_time} for the current data augmented by the historical data.
#'
#' Two-arm (RCT) analyses are specified similarly to a single arm trial. Again
#' the input data frames must have columns denoting time and status, but now
#' an additional column named 'treatment' is required to denote treatment and control
#' data. The 'treatment' column must use 0 to indicate the control group. The current data
#' are augmented by historical data (if present) and the results are then based
#' on the posterior distribution of the hazard ratio between the treatment
#' and control groups.
#'
#' For more details, see the \code{bdpsurvival} vignette: \cr
#' \code{vignette("bdpsurvival-vignette", package="bayesDP")}
#'
#' @return \code{bdpsurvival} returns an object of class "bdpsurvival".
#' The functions \code{\link[=summary,bdpsurvival-method]{summary}} and \code{\link[=print,bdpsurvival-method]{print}} are used to obtain and
#' print a summary of the results, including user inputs. The \code{\link[=plot,bdpsurvival-method]{plot}}
#' function displays visual outputs as well.
#'
#' An object of class "\code{bdpsurvival}" is a list containing at least
#' the following components:
#' \describe{
#' \item{\code{posterior_treatment}}{
#' list. Entries contain values related to the treatment group:}
#' \itemize{
#' \item{\code{alpha_discount}}{
#' numeric. Alpha value, the weighting parameter of the historical data.}
#' \item{\code{p_hat}}{
#' numeric. The posterior probability of the stochastic comparison
#' between the current and historical data.}
#' \item{\code{posterior_survival}}{
#' vector. If one-arm trial, a vector of length \code{number_mcmc}
#' containing the posterior probability draws of survival at
#' \code{surv_time}.}
#' \item{\code{posterior_flat_survival}}{
#' vector. If one-arm trial, a vector of length \code{number_mcmc}
#' containing the probability draws of survival at \code{surv_time}
#' for the current treatment not augmented by historical treatment.}
#' \item{\code{prior_survival}}{
#' vector. If one-arm trial, a vector of length \code{number_mcmc}
#' containing the probability draws of survival at \code{surv_time}
#' for the historical treatment.}
#' \item{\code{posterior_hazard}}{
#' matrix. A matrix with \code{number_mcmc} rows and \code{length(breaks)}
#' columns containing the posterior draws of the piecewise hazards
#' for each interval break point.}
#' \item{\code{posterior_flat_hazard}}{
#' matrix. A matrix with \code{number_mcmc} rows and \code{length(breaks)}
#' columns containing the draws of piecewise hazards for each interval
#' break point for current treatment not augmented by historical treatment.}
#' \item{\code{prior_hazard}}{
#' matrix. A matrix with \code{number_mcmc} rows and \code{length(breaks)}
#' columns containing the draws of piecewise hazards for each interval break point
#' for historical treatment.}
#' }
#' \item{\code{posterior_control}}{
#' list. If two-arm trial, contains values related to the control group
#' analagous to the \code{posterior_treatment} output.}
#'
#' \item{\code{final}}{
#' list. Contains the final comparison object, dependent on the analysis type:}
#' \itemize{
#' \item{One-arm analysis:}{
#' vector. Posterior chain of survival probability at requested time.}
#' \item{Two-arm analysis:}{
#' vector. Posterior chain of log-hazard rate comparing treatment and control groups.}
#' }
#'
#' \item{\code{args1}}{
#' list. Entries contain user inputs. In addition, the following elements
#' are ouput:}
#' \itemize{
#' \item{\code{S_t}, \code{S_c}, \code{S0_t}, \code{S0_c}}{
#' survival objects. Used internally to pass survival data between
#' functions.}
#' \item{\code{arm2}}{
#' logical. Used internally to indicate one-arm or two-arm analysis.}
#' }
#' }
#'
#' @seealso \code{\link[=summary,bdpsurvival-method]{summary}},
#' \code{\link[=print,bdpsurvival-method]{print}},
#' and \code{\link[=plot,bdpsurvival-method]{plot}} for details of each of the
#' supported methods.
#'
#' @references
#' Haddad, T., Himes, A., Thompson, L., Irony, T., Nair, R. MDIC Computer
#' Modeling and Simulation working group.(2017) Incorporation of stochastic
#' engineering models as prior information in Bayesian medical device trials.
#' \emph{Journal of Biopharmaceutical Statistics}, 1-15.
#'
#' @examples
#' # One-arm trial (OPC) example - survival probability at 5 years
#'
#' # Collect data into data frames
#' df_ <- data.frame(status = rexp(50, rate=1/30),
#' time = rexp(50, rate=1/20))
#' df_$status <- ifelse(df_$time < df_$status, 1, 0)
#'
#' df0 <- data.frame(status = rexp(50, rate=1/30),
#' time = rexp(50, rate=1/10))
#' df0$status <- ifelse(df0$time < df0$status, 1, 0)
#'
#'
#' fit1 <- bdpsurvival(Surv(time, status) ~ 1,
#' data = df_,
#' data0 = df0,
#' surv_time = 5,
#' method = "fixed")
#'
#' print(fit1)
#' \dontrun{
#' plot(fit1)
#' }
#'
#' # Two-arm trial example
#' # Collect data into data frames
#' df_ <- data.frame(time = c(rexp(50, rate=1/20), # Current treatment
#' rexp(50, rate=1/10)), # Current control
#' status = rexp(100, rate=1/40),
#' treatment = c(rep(1,50), rep(0,50)))
#' df_$status <- ifelse(df_$time < df_$status, 1, 0)
#'
#' df0 <- data.frame(time = c(rexp(50, rate=1/30), # Historical treatment
#' rexp(50, rate=1/5)), # Historical control
#' status = rexp(100, rate=1/40),
#' treatment = c(rep(1,50), rep(0,50)))
#' df0$status <- ifelse(df0$time < df0$status, 1, 0)
#'
#' fit2 <- bdpsurvival(Surv(time, status) ~ treatment,
#' data = df_,
#' data0 = df0,
#' method = "fixed")
#' summary(fit2)
#'
#' ### Fix alpha at 1
#' fit2_1 <- bdpsurvival(Surv(time, status) ~ treatment,
#' data = df_,
#' data0 = df0,
#' fix_alpha = TRUE,
#' method = "fixed")
#' summary(fit2_1)
#'
#'
#' @rdname bdpsurvival
#' @import methods
#' @importFrom stats sd density is.empty.model median model.offset model.response pweibull quantile rbeta rgamma rnorm var vcov
#' @importFrom survival Surv survSplit
#' @aliases bdpsurvival,ANY-method
#' @export bdpsurvival
bdpsurvival <- setClass("bdpsurvival", slots = c(posterior_treatment = "list",
posterior_control = "list",
final = "list",
args1 = "list"))
setGeneric("bdpsurvival",
function(formula = formula,
data = data,
data0 = NULL,
breaks = NULL,
a0 = 0.1,
b0 = 0.1,
surv_time = NULL,
discount_function = "identity",
alpha_max = 1,
fix_alpha = FALSE,
number_mcmc = 10000,
weibull_scale = 0.135,
weibull_shape = 3,
method = "mc",
compare = TRUE){
standardGeneric("bdpsurvival")
})
setMethod("bdpsurvival",
signature(),
function(formula = formula,
data = data,
data0 = NULL,
breaks = NULL,
a0 = 0.1,
b0 = 0.1,
surv_time = NULL,
discount_function = "identity",
alpha_max = 1,
fix_alpha = FALSE,
number_mcmc = 10000,
weibull_scale = 0.135,
weibull_shape = 3,
method = "mc",
compare = TRUE){
### Check validity of data input
call <- match.call()
if (missing(data)) {
stop("Current data not input correctly.")
}
##############################################################################
### Parse current data
##############################################################################
### Check data frame and ensure it has the correct column names
mf <- mf0 <- match.call(expand.dots = FALSE)
m <- match(c("formula", "data"), names(mf), 0L)
mf <- mf[c(1L, m)]
mf$na.action <- NULL
mf[[1L]] <- quote(stats::model.frame)
mf <- eval(mf, parent.frame())
mt <- attr(mf, "terms")
Y <- model.response(mf, "any")
if (length(dim(Y)) == 1L) {
nm <- rownames(Y)
dim(Y) <- NULL
if (!is.null(nm)) {
names(Y) <- nm
}
}
if(class(Y) != "Surv") stop("Data input incorrectly.")
##############################################################################
### Parse historical data
##############################################################################
### Parse historical data
if(!is.null(data0)){
m00 <- match("data0", names(mf0), 0L)
m01 <- match("data", names(mf0), 0L)
mf0[m01] <- mf0[m00]
m0 <- match(c("formula", "data"), names(mf0), 0L)
mf0 <- mf0[c(1L, m0)]
mf0$na.action <- NULL
mf0[[1L]] <- quote(stats::model.frame)
mf0 <- eval(mf0, parent.frame())
mt0 <- attr(mf0, "terms")
Y0 <- model.response(mf0, "any")
if (length(dim(Y0)) == 1L) {
nm0 <- rownames(Y0)
dim(Y0) <- NULL
if (!is.null(nm0)) {
names(Y0) <- nm0
}
}
} else{
Y0 <- NULL
}
# Check that discount_function is input correctly
all_functions <- c("weibull", "scaledweibull", "identity")
function_match <- match(discount_function, all_functions)
if(is.na(function_match)) {
stop("discount_function input incorrectly.")
}
historical <- NULL
treatment <- NULL
##############################################################################
# Quick check, if alpha_max, weibull_scale, or weibull_shape have length 1,
# repeat input twice
##############################################################################
if(length(alpha_max)==1){
alpha_max <- rep(alpha_max, 2)
}
if(length(weibull_scale)==1){
weibull_scale <- rep(weibull_scale, 2)
}
if(length(weibull_shape)==1){
weibull_shape <- rep(weibull_shape, 2)
}
##############################################################################
# Format input data
##############################################################################
### If no breaks input, create intervals along quantiles
if(is.null(breaks)){
breaks <- quantile(c(Y[,1], Y0[,1]),probs=c(0.2,0.4,0.6,0.8))
}
### If zero is present in breaks, remove and give warning
if(any(breaks==0)){
breaks <- breaks[!(breaks==0)]
warning("Breaks vector included 0. The zero value was removed.")
}
### Combine current and historical data, and format for analysis
dataCurrent <- data
dataCurrent$historical <- 0
if(!is.null(data0)){
dataHistorical <- data0
dataHistorical$historical <- 1
} else{
dataHistorical <- NULL
}
dataALL <- rbind(dataCurrent, dataHistorical)
### Update formula
formula <- update(formula, ~ . + historical)
### Split the data on the breaks
dataSplit <- survSplit(formula,
cut = breaks,
start = "start",
episode = "interval",
data = dataALL)
### Change time and status column names
vars <- as.character(attr(mt, "variables"))[2]
vars <- strsplit(vars, "Surv\\(|, |\\)")[[1]]
var_time <- vars[2]
var_status <- vars[3]
names(dataSplit)[match(var_time, names(dataSplit))] <- "time"
names(dataSplit)[match(var_status, names(dataSplit))] <- "status"
# Grab fu-time column
id_time <- names(dataSplit[ncol(dataSplit)-2])
# Look for treatment column, if missing, add it and set to 1
if(!any(names(dataSplit) == "treatment")){
dataSplit$treatment <- 1
}
### Compute exposure time within each interval
dataSplit$exposure <- dataSplit$time - dataSplit$start
### Create new labels for the intervals
maxTime <- max(dataSplit$time)
labels_t <- unique(c(breaks, maxTime))
dataSplit$interval <- factor(dataSplit$interval,
labels = labels_t)
### Parse out the historical and current data
S_t <- subset(dataSplit, historical==0 & treatment == 1)
S_c <- subset(dataSplit, historical==0 & treatment == 0)
S0_t <- subset(dataSplit, historical==1 & treatment == 1)
S0_c <- subset(dataSplit, historical==1 & treatment == 0)
if(nrow(S0_t) == 0) S0_t <- NULL
if(nrow(S_c) == 0) S_c <- NULL
if(nrow(S0_c) == 0) S0_c <- NULL
### Compute arm2, internal indicator of a two-arm trial
if(is.null(S_c) & is.null(S0_c)){
arm2 <- FALSE
} else{
arm2 <- TRUE
}
#if(arm2) stop("Two arm trials are not currently supported.")
### If surv_time is null, replace with median time
if(is.null(surv_time) & !arm2){
surv_time <- median(c(Y[,1], Y[,0]))
}
### Check inputs
if(!arm2){
if(nrow(S_t) == 0) stop("Current treatment data missing or input incorrectly.")
if(is.null(S0_t)) warning("Historical treatment data missing or input incorrectly.")
} else if(arm2){
if(nrow(S_t) == 0) stop("Current treatment data missing or input incorrectly.")
if(is.null(S_c)) warning("Current control data missing or input incorrectly.")
if(is.null(S0_t) & is.null(S0_c)) warning("Historical data input incorrectly.")
}
posterior_treatment <- posterior_survival(
S = S_t,
S0 = S0_t,
surv_time = surv_time,
discount_function = discount_function,
alpha_max = alpha_max[1],
fix_alpha = fix_alpha,
a0 = a0,
b0 = b0,
number_mcmc = number_mcmc,
weibull_shape = weibull_shape[1],
weibull_scale = weibull_scale[1],
breaks = breaks,
arm2 = arm2,
method = method)
if(arm2){
posterior_control <- posterior_survival(
S = S_c,
S0 = S0_c,
discount_function = discount_function,
alpha_max = alpha_max[2],
fix_alpha = fix_alpha,
a0 = a0,
b0 = b0,
surv_time = surv_time,
number_mcmc = number_mcmc,
weibull_shape = weibull_shape[2],
weibull_scale = weibull_scale[2],
breaks = breaks,
arm2 = arm2,
method = method)
} else{
posterior_control <- NULL
}
args1 <- list(S_t = S_t,
S_c = S_c,
S0_t = S0_t,
S0_c = S0_c,
discount_function = discount_function,
alpha_max = alpha_max,
fix_alpha = fix_alpha,
a0 = a0,
b0 = b0,
surv_time = surv_time,
number_mcmc = number_mcmc,
weibull_scale = weibull_scale,
weibull_shape = weibull_shape,
method = method,
arm2 = arm2,
breaks = breaks,
data = dataSplit,
data_current = data)
##############################################################################
### Create final (comparison) object
##############################################################################
if(!compare){
final <- NULL
} else{
if(arm2){
R0 <- log(posterior_treatment$posterior_hazard)-log(posterior_control$posterior_hazard)
V0 <- 1/apply(R0,2,var)
logHR0 <- R0%*%V0/sum(V0)
final <- list()
final$posterior_loghazard <- logHR0
} else{
final <- list()
final$posterior_survival <- posterior_treatment$posterior_survival
}
}
me <- list(posterior_treatment = posterior_treatment,
posterior_control = posterior_control,
final = final,
args1 = args1)
class(me) <- "bdpsurvival"
return(me)
})
################################################################################
# Survival posterior estimation
# 1) Estimate the discount function (if current+historical data both present)
# 2) Estimate the posterior of the augmented data
################################################################################
### Combine loss function and posterior estimation into one function
posterior_survival <- function(S, S0, surv_time, discount_function,
alpha_max, fix_alpha, a0, b0,
number_mcmc, weibull_shape, weibull_scale,
breaks, arm2, method){
### Extract intervals and count number of intervals
### - It should be that S_int equals S0_int
if(!is.null(S)){
S_int <- levels(S$interval)
nInt <- length(S_int)
}
if(!is.null(S0)){
S0_int <- levels(S0$interval)
nInt <- length(S0_int)
}
interval <- NULL
##############################################################################
# Discount function
# - Comparison is made only if both S and S0 are present
##############################################################################
# Compute hazards for historical and current data efficiently
if(!is.null(S) & !is.null(S0)){
### Compute posterior of interval hazards
a_post <- b_post <- numeric(nInt)
a_post0 <- b_post0 <- numeric(nInt)
if(!is.null(S)){
posterior_flat_hazard <- prior_hazard <- matrix(NA, number_mcmc, nInt)
} else{
posterior_flat_hazard <- prior_hazard <- matrix(NA, number_mcmc, nInt)
}
### Compute posterior values
for(i in 1:nInt){
a_post[i] <- a0 + sum(subset(S, interval==S_int[i])$status)
b_post[i] <- b0 + sum(subset(S, interval==S_int[i])$exposure)
a_post0[i] <- a0 + sum(subset(S0, interval==S0_int[i])$status)
b_post0[i] <- b0 + sum(subset(S0, interval==S0_int[i])$exposure)
### Interval hazards - add on a very small value to avoid underflow
posterior_flat_hazard[,i] <- rgamma(number_mcmc, a_post[i], b_post[i])+1e-12
prior_hazard[,i] <- rgamma(number_mcmc, a_post0[i], b_post0[i])+1e-12
}
} else if(!is.null(S) & is.null(S0)){
### Compute posterior of interval hazards
a_post <- b_post <- numeric(nInt)
posterior_flat_hazard <- matrix(NA, number_mcmc, nInt)
prior_hazard <- NULL
### Compute posterior values
for(i in 1:nInt){
a_post[i] <- a0 + sum(subset(S, interval==S_int[i])$status)
b_post[i] <- b0 + sum(subset(S, interval==S_int[i])$exposure)
### Interval hazards - add on a very small value to avoid underflow
posterior_flat_hazard[,i] <- rgamma(number_mcmc, a_post[i], b_post[i])+1e-12
}
} else if(is.null(S) & !is.null(S0)) {
### Compute posterior of interval hazards
a_post0 <- b_post0 <- numeric(nInt)
prior_hazard <- matrix(NA, number_mcmc, nInt)
posterior_flat_hazard <- NULL
### Compute posterior values
for(i in 1:nInt){
a_post0[i] <- a0 + sum(subset(S0, interval==S0_int[i])$status)
b_post0[i] <- b0 + sum(subset(S0, interval==S0_int[i])$exposure)
### Interval hazards - add on a very small value to avoid underflow
prior_hazard[,i] <- rgamma(number_mcmc, a_post0[i], b_post0[i])+1e-12
}
}
### If only one of S or S0 is present, return related hazard and (if !arm2), return survival
if(!is.null(S) & is.null(S0)){
posterior_hazard <- posterior_flat_hazard
if(!arm2){
posterior_survival <- posterior_flat_survival <- 1 - ppexp(q=surv_time,
x=posterior_hazard,
cuts = c(0,breaks))
prior_survival <- NULL
} else{
posterior_survival <- posterior_flat_survival <- prior_survival <- NULL
}
} else if(is.null(S) & !is.null(S0)){
posterior_hazard <- prior_hazard
if(!arm2){
posterior_survival <- prior_survival <- 1 - ppexp(q=surv_time,
x=posterior_hazard,
cuts = c(0,breaks))
posterior_flat_survival <- NULL
} else{
posterior_survival <- prior_survival <- posterior_flat_survival <- NULL
}
}
if(!(!is.null(S) & !is.null(S0))){
return(list(alpha_discount = NULL,
p_hat = NULL,
posterior_survival = posterior_survival,
posterior_flat_survival = posterior_flat_survival,
prior_survival = prior_survival,
posterior_hazard = posterior_hazard,
posterior_flat_hazard = posterior_flat_hazard,
prior_hazard = prior_hazard))
}
### If both S and S0 are present, carry out the comparison and compute alpha
if(!arm2){
### Posterior survival probability
posterior_flat_survival <- 1 - ppexp(q=surv_time, x=posterior_flat_hazard, cuts = c(0,breaks))
prior_survival <- 1 - ppexp(q=surv_time, x=prior_hazard, cuts = c(0,breaks))
### Compute probability that survival is greater for current vs historical
if(method == "mc"){
logS <- log(posterior_flat_survival)
logS0 <- log(prior_survival)
### Variance of log survival, computed via delta method of hazards
nIntervals <- sum(surv_time > c(0,breaks))
IntLengths <- c(c(0,breaks)[1:nIntervals], surv_time)
surv_times <- diff(IntLengths)
v <- as.matrix(posterior_flat_hazard[,1:nIntervals]^2) %*% (surv_times^2/a_post[1:nIntervals])
v0 <- as.matrix(prior_hazard[,1:nIntervals]^2) %*% (surv_times^2/a_post0[1:nIntervals])
Z <- abs(logS - logS0) / (v+v0)
p_hat <- 2*(1-pnorm(Z))
} else if(method == "fixed"){
p_hat <- mean(posterior_flat_survival > prior_survival) # higher is better survival
} else{
stop("Unrecognized method. Use one of 'fixed' or 'mc'")
}
if(fix_alpha){
alpha_discount <- alpha_max
} else{
p_hat <- 2*ifelse(p_hat > 0.5, 1 - p_hat, p_hat)
# Compute alpha discount based on distribution
if(discount_function == "weibull"){
alpha_discount <- pweibull(p_hat, shape=weibull_shape,
scale=weibull_scale)*alpha_max
} else if(discount_function == "scaledweibull"){
max_p <- pweibull(1, shape=weibull_shape, scale=weibull_scale)
alpha_discount <- pweibull(p_hat, shape=weibull_shape,
scale=weibull_scale)*alpha_max/max_p
} else if(discount_function == "identity"){
alpha_discount <- p_hat*alpha_max
}
}
} else{
### Weight historical data via (approximate) hazard ratio comparing
### current vs historical
if(method == "mc"){
R0 <- log(prior_hazard)-log(posterior_flat_hazard)
v <- 1/(a_post)
v0 <- 1/(a_post0)
R <- rowSums(as.matrix(R0/(v+v0) / sum(1/(v+v0))))
V0 <- 1 / sum(1/(v+v0))
Z <- abs(R) / V0
p_hat <- 2*(1-pnorm(Z))
} else if(method == "fixed"){
R0 <- log(prior_hazard)-log(posterior_flat_hazard)
V0 <- 1/apply(R0,2,var)
logHR0 <- R0%*%V0/sum(V0) #weighted average of SE^2
p_hat <- mean(logHR0 > 0) #larger is higher failure
p_hat <- 2*ifelse(p_hat > 0.5, 1 - p_hat, p_hat)
} else{
stop("Unrecognized method. Use one of 'fixed' or 'mc'")
}
if(fix_alpha){
alpha_discount <- alpha_max
} else{
# Compute alpha discount based on distribution
if(discount_function == "weibull"){
alpha_discount <- pweibull(p_hat, shape=weibull_shape,
scale=weibull_scale)*alpha_max
} else if(discount_function == "scaledweibull"){
max_p <- pweibull(1, shape=weibull_shape, scale=weibull_scale)
alpha_discount <- pweibull(p_hat, shape=weibull_shape,
scale=weibull_scale)*alpha_max/max_p
} else if(discount_function == "identity"){
alpha_discount <- p_hat*alpha_max
}
}
}
##############################################################################
# Posterior augmentation via the interval hazards
# - If current or historical data are missing, this will not augment(see above)
##############################################################################
posterior_hazard <- matrix(NA, number_mcmc, nInt)
for(i in 1:nInt){
a_post0[i] <- a0 + sum(subset(S0, interval==S0_int[i])$status)
b_post0[i] <- b0 + sum(subset(S0, interval==S0_int[i])$exposure)
a_post[i] <- a0 + sum(subset(S, interval==S_int[i])$status)
b_post[i] <- b0 + sum(subset(S, interval==S_int[i])$exposure)
### Add on a very small value to avoid underflow
posterior_hazard[,i] <- rgamma(number_mcmc,
a_post[i]+a_post0[i]*alpha_discount,
b_post[i]+b_post0[i]*alpha_discount) + 1e-12
}
### Posterior of survival time (if !arm2)
if(!arm2){
posterior_survival <- 1-ppexp(q=surv_time, x=posterior_hazard, cuts=c(0,breaks))
} else{
posterior_survival <- posterior_flat_survival <- prior_survival <- NULL
}
return(list(alpha_discount = alpha_discount,
p_hat = p_hat,
posterior_survival = posterior_survival,
posterior_flat_survival = posterior_flat_survival,
prior_survival = prior_survival,
posterior_hazard = posterior_hazard,
posterior_flat_hazard = posterior_flat_hazard,
prior_hazard = prior_hazard))
}
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.