simPH: An R package for simulating and plotting quantities of...

In christophergandrud/simPH: Simulate and Plot Estimates from Cox Proportional Hazards Models

An R package for simulating and plotting quantities of interest from Cox Proportional Hazard models.

Description

An R package for simulating and plotting quantities of interest (relative hazards, first differences, and hazard ratios) for linear coefficients, multiplicative interactions, polynomials, penalised splines, and non-proportional hazards, as well as stratified survival curves from Cox Proportional Hazard models.

The package includes the following simulation functions:

coxsimLinear

a function for simulating relative hazards, first differences, hazard ratios, and hazard rates for linear, non-time interacted covariates from Cox Proportional Hazard (coxph) models.

coxsimtvc

a function for simulating time-interactive hazards (relative hazards, first differences, and hazard ratios) for covariates from Cox Proportional Hazard models. The function will calculate time-interactive hazard ratios for multiple strata estimated from a stratified Cox Proportional Hazard model.

coxsimSpline

a function for simulating quantities of interest from penalised splines using multivariate normal distributions. Currently does not support simulating hazard rates from stratified models. Note: be extremely careful about the number of simulations you ask the function to find. It is very easy to ask for more than your computer can handle.

coxsimPoly

a function for simulating quantities of interest for a range of values for a polynomial nonlinear effect from Cox Proportional Hazard models.

coxsimInteract

a function for simulating quantities of interest for linear multiplicative interactions, including marginal effects and hazard rates.

Results from these functions can be plotted using the simGG method.

The package also includes two functions that make it easier to create time interactions:

SurvExpand

a function to convert a data frame of non-equal interval continuous observations into equal interval continuous observations.

tvc

a function to create time interaction variables that can be used in a coxph model (or any other model with time interactions).

setXl

a function for setting valid Xl values given a sequence of fitted Xj values. This makes it more intituitive to find hazard ratios and first differences for comparisons between some Xj fitted values and Xl values other than 0.

References

Gandrud, Christopher. 2015. simPH: An R Package for Illustrating Estimates from Cox Proportional Hazard Models Including for Interactive and Nonlinear Effects. Journal of Statistical Software. 65(3)1-20.

christophergandrud/simPH documentation built on June 12, 2025, 1:51 a.m.