ebmstate: Empirical Bayes Multi-State Cox Model

Documented in msfit_generic

#' Compute subject-specific transition hazards.
#'
#'This function computes subject-specific or overall cumulative transition
#'hazards for each of the possible transitions in the multi-state model.
#'This help page is an adaptation of the \code{mstate::msfit} help page. 
#'
#' @param object An object describing the fit of
#' a multi-state Cox model.
#' @param newdata A data frame in `long format'. See details.
#' @param variance A logical value indicating whether the
#' (co-)variances of the subject-specific transition hazards should be computed.
#' @param vartype A character string specifying the type of
#' variances to be computed (so only needed if variance=TRUE).
#' @param trans Transition matrix describing the states and transitions in 
#' the multi-state model. See \code{trans} in \code{\link[mstate:msprep]{mstate::msprep}}
#' for more detailed information.
#' @param ... Further arguments
#' @return An 'msfit' object. See \code{\link[mstate:msfit]{mstate::msfit}} for details.
#' If the S3 method \code{msfit_generic.coxrfx} is called, the 
#' returned object will be of class \code{c(msfit,coxrfx)}; 
#' otherwise, it will be of class \code{msfit}.
#' @details The purpose of \code{msfit_generic} is to be able to use 
#' \code{mstate::msfit} on model fit objects of class \code{coxrfx} 
#' (i.e. objects generated by \code{\link{CoxRFX}}). This can now be done
#' with \code{msfit_generic.coxrfx}, which introduces minor modifications
#' to \code{mstate::msfit}. In particular, it precludes \code{msfit} from 
#' computing the (co-)variances of transition hazard estimators, as this
#' computation relies on asymptotic results for the fixed effects Cox model
#' (see de Wreede et al, 2010, section 2.3.2). The method \code{msfit_generic.default}
#' corresponds to the original \code{mstate::msfit} function. 
#' The data frame given as \code{newdata} input needs to have one row for each transition
#'  in the multi-state model, and one column for each covariate.
#' An additional column strata (numeric) is needed to describe for each transition to
#' which stratum it belongs. The name has to be \code{strata}, even if in the original
#' \code{coxph} call another variable was used. See \code{\link{msfit}} for more details.
#'  
#' @author Rui Costa, adapting the work of L. de Wreede,
#' M. Fiocco and H. Putter in the
#' \code{\link{mstate}} package.
#' @seealso \code{\link[mstate:msfit]{mstate::msfit}}; \code{\link[mstate:msprep]{mstate::msprep}}; \code{\link[mstate:plot.msfit]{mstate::plot.msfit}}.
#' @references 
#' de Wreede LC, Fiocco M, and Putter H (2010). The mstate package for 
#' estimation and prediction in non- and semi-parametric multi-state and 
#' competing risks models. \emph{Computer Methods and Programs in Biomedicine} 
#' \strong{99}, 261–274.
#' 
#' @example inst/examples/msfit_generic-example.R
#' @export
msfit_generic <- function(object, ...){
  UseMethod("msfit_generic")
}

#' @rdname msfit_generic
#' @export
msfit_generic.default<-function (object, newdata, variance = TRUE, vartype = c("aalen", 
                                                                               "greenwood"), trans,...) 
{
  if (!is.null((object$call)$weights) || !is.null(object$weights)) 
    stop("msfit cannot (yet) compute the result for a weighted model")
  Terms <- terms(object)
  strat <- attr(Terms, "specials")$strata
  cluster <- attr(Terms, "specials")$cluster
  if (length(cluster)) 
    stop("cluster terms are not supported")
  if (!is.null(attr(object$terms, "specials")$tt)) 
    stop("msfit cannot yet process coxph models with a tt term")
  resp <- attr(Terms, "variables")[attr(Terms, "response")]
  nvar <- length(object$coefficients)
  score <- exp(object$linear.predictors)
  vartype <- match.arg(vartype)
  if (is.na(vartype)) 
    stop("Invalid variance type specified")
  has.strata <- !is.null(attr(object$terms, "specials")$strata)
  if (is.null(object$y) || is.null(object[["x"]]) || !is.null(object$call$weights) || 
      (has.strata && is.null(object$strata)) || !is.null(attr(object$terms, 
                                                              "offset"))) {
    mf <- model.frame(object)
  }
  else mf <- NULL
  if (is.null(mf)) 
    y <- object[["y"]]
  else {
    y <- model.response(mf)
    y2 <- object[["y"]]
    if (!is.null(y2) && any(dim(y2) != dim(y))) 
      stop("Could not reconstruct the y vector")
  }
  if (is.null(object[["x"]])) 
    x <- model.matrix(object, data = mf)
  else x <- object[["x"]]
  n <- nrow(y)
  if (n != object$n[1] || nrow(x) != n) 
    stop("Failed to reconstruct the original data set")
  type <- attr(y, "type")
  if (type == "counting") 
    lasty <- max(y[, 2])
  else if (type == "right") 
    lasty <- max(y[, 1])
  else stop("Cannot handle \"", type, "\" type survival data")
  if (is.null(mf)) 
    offset <- 0
  else {
    offset <- model.offset(mf)
    if (is.null(offset)) 
      offset <- 0
  }
  Terms <- object$terms
  if (!has.strata) 
    strata <- rep(0L, n)
  else {
    stangle <- untangle.specials(Terms, "strata")
    strata <- object$strata
    if (is.null(strata)) {
      if (length(stangle$vars) == 1) 
        strata <- mf[[stangle$vars]]
      else strata <- strata(mf[, stangle$vars], shortlabel = TRUE)
    }
  }
  if (has.strata) {
    temp <- attr(Terms, "specials")$strata
    factors <- attr(Terms, "factors")[temp, ]
    strata.interaction <- any(t(factors) * attr(Terms, "order") > 
                                1)
    if (strata.interaction) 
      stop("Interaction terms with strata not supported")
  }
  if (vartype == "greenwood") {
    if (missing(trans)) 
      stop("argument trans missing; needed for vartype=\"greenwood\"")
    labels <- attr(Terms, "term.labels")
    if (length(labels) != 1) 
      stop("Invalid formula for greenwood, ~strata(trans) needed, no covariates allowed")
    if (attr(Terms, "term.labels") != "strata(trans)") 
      stop("Invalid formula for greenwood, ~strata(trans) needed, no covariates allowed")
    sf0 <- summary(survfit(object))
    norisk <- sf0$n.risk
    noevent <- sf0$n.event
    sf0 <- data.frame(time = sf0$time, Haz = -log(sf0$surv), 
                      norisk = norisk, noevent = noevent, trans = as.numeric(sf0$strata))
    allt <- sort(unique(c(sf0$time, lasty)))
    nt <- length(allt)
    K <- nrow(to.trans2(trans))
    Haz <- data.frame(time = rep(allt, K), Haz = NA, trans = rep(1:K, 
                                                                 rep(nt, K)))
    if (variance) {
      tr12 <- data.frame(trans1 = rep(1:K, rep(K, K)), 
                         trans2 = rep(1:K, K))
      tr12 <- tr12[tr12$trans1 <= tr12$trans2, ]
      varHaz <- data.frame(time = rep(allt, K * (K + 1)/2), 
                           varHaz = 0, trans1 = rep(tr12$trans1, rep(nt, 
                                                                     K * (K + 1)/2)), trans2 = rep(tr12$trans2, 
                                                                                                   rep(nt, K * (K + 1)/2)))
    }
    S <- nrow(trans)
    for (s in 1:S) {
      trs <- trans[s, ]
      trs <- trs[!is.na(trs)]
      ntrs <- length(trs)
      if (ntrs > 0) {
        for (i in 1:ntrs) {
          trans1 <- trs[i]
          sf1 <- sf0[sf0$trans == trans1, ]
          Haz$Haz[(trans1 - 1) * nt + match(sf1$time, 
                                            allt)] <- sf1$Haz
          Haz$Haz[(trans1 - 1) * nt + 1:nt] <- NAfix(Haz$Haz[(trans1 - 
                                                                1) * nt + 1:nt], subst = 0)
          if (variance) {
            varHaz1 <- cumsum((sf1$norisk - sf1$noevent) * 
                                sf1$noevent/sf1$norisk^3)
            varHaz11 <- varHaz[varHaz$trans1 == trans1 & 
                                 varHaz$trans2 == trans1, ]
            varHaz11$varHaz <- NA
            varHaz11$varHaz[match(sf1$time, allt)] <- varHaz1
            varHaz11$varHaz <- NAfix(varHaz11$varHaz, 
                                     subst = 0)
            varHaz[varHaz$trans1 == trans1 & varHaz$trans2 == 
                     trans1, ] <- varHaz11
            if (i < ntrs) {
              for (j in ((i + 1):ntrs)) {
                trans2 <- trs[j]
                sf2 <- sf0[sf0$trans == trans2, ]
                jointt <- intersect(sf1$time, sf2$time)
                if (length(jointt) > 0) {
                  varHazij <- rep(NA, length(jointt))
                  ik <- match(jointt, sf1$time)
                  jk <- match(jointt, sf2$time)
                  varHazij <- cumsum(-sf1$noevent[ik] * 
                                       sf2$noevent[jk]/sf1$norisk[ik]^3)
                  varHaz12 <- varHaz[varHaz$trans1 == 
                                       trans1 & varHaz$trans2 == trans2, 
                                     ]
                  varHaz12$varHaz <- NA
                  varHaz12$varHaz[match(jointt, allt)] <- varHazij
                  varHaz12$varHaz <- NAfix(varHaz12$varHaz, 
                                           subst = 0)
                  varHaz[varHaz$trans1 == trans1 & varHaz$trans2 == 
                           trans2, ] <- varHaz12
                }
              }
            }
          }
        }
      }
    }
  }
  else {
    labels <- attr(Terms, "term.labels")
    if (length(labels) == 1) {
      if (labels == "strata(trans)") {
        sf0 <- summary(survfit(object))
        norisk <- sf0$n.risk
        noevent <- sf0$n.event
        sf0 <- data.frame(time = sf0$time, Haz = -log(sf0$surv), 
                          norisk = norisk, noevent = noevent, var = sf0$std.err^2/(sf0$surv)^2, 
                          trans = as.numeric(sf0$strata))
        allt <- sort(unique(c(sf0$time, lasty)))
        nt <- length(allt)
        K <- max(sf0$trans)
        Haz <- data.frame(time = rep(allt, K), Haz = NA, 
                          trans = rep(1:K, rep(nt, K)))
        if (variance) {
          tr12 <- data.frame(trans1 = rep(1:K, rep(K, 
                                                   K)), trans2 = rep(1:K, K))
          tr12 <- tr12[tr12$trans1 <= tr12$trans2, ]
          varHaz <- data.frame(time = rep(allt, K * (K + 
                                                       1)/2), varHaz = 0, trans1 = rep(tr12$trans1, 
                                                                                       rep(nt, K * (K + 1)/2)), trans2 = rep(tr12$trans2, 
                                                                                                                             rep(nt, K * (K + 1)/2)))
        }
        for (k in 1:K) {
          sfk <- sf0[sf0$trans == k, ]
          wht <- match(sfk$time, allt)
          Hazk <- Haz[Haz$trans == k, ]
          Hazk$Haz[wht] <- sfk$Haz
          Hazk$Haz <- NAfix(Hazk$Haz, subst = 0)
          Haz[Haz$trans == k, ] <- Hazk
          if (variance) {
            varHazkk <- varHaz[varHaz$trans1 == k & varHaz$trans2 == 
                                 k, ]
            varHazkk$varHaz <- NA
            varHazkk$varHaz[wht] <- sfk$var
            varHazkk$varHaz <- NAfix(varHazkk$varHaz, 
                                     subst = 0)
            varHaz[varHaz$trans1 == k & varHaz$trans2 == 
                     k, ] <- varHazkk
          }
        }
      }
    }
    else {
      method <- object$method
      if (method == "breslow") 
        method <- 1
      else if (method == "efron") 
        method <- 2
      else stop("Only \"efron\" and \"breslow\" methods for ties supported")
      type <- attr(y, "type")
      if (type == "counting") {
        if (has.strata) 
          ord <- order(mf[, strat], y[, 2], -y[, 3])
        else ord <- order(y[, 2], -y[, 3])
      }
      else if (type == "right") {
        if (has.strata) 
          ord <- order(mf[, strat], y[, 1], -y[, 2])
        else ord <- order(y[, 1], -y[, 2])
        miny <- min(y[, 1])
        if (miny < 0) 
          y <- cbind(2 * miny - 1, y)
        else y <- cbind(-1, y)
      }
      else stop("Cannot handle \"", type, "\" type survival data")
      #if (variance) #change by Rui! 
        x <- x[ord, ]
      #else x <- 0 #change by Rui!
      if (has.strata) 
        newstrat <- (as.numeric(mf[, strat]))[ord]
      else newstrat <- rep(1, n)
      newstrat <- cumsum(table(newstrat))
      H <- length(newstrat)
      subterms <- function(tt, i) {
        dataClasses <- attr(tt, "dataClasses")
        predvars <- attr(tt, "predvars")
        oldnames <- dimnames(attr(tt, "factors"))[[1]]
        tt <- tt[i]
        index <- match(dimnames(attr(tt, "factors"))[[1]], 
                       oldnames)
        if (length(index) > 0) {
          if (!is.null(predvars)) 
            attr(tt, "predvars") <- predvars[c(1, index + 
                                                 1)]
          if (!is.null(dataClasses)) 
            attr(tt, "dataClasses") <- dataClasses[index]
        }
        tt
      }
      if (has.strata) {
        temp <- untangle.specials(Terms, "strata")
        if (length(temp$vars)) 
          Terms <- subterms(Terms, -temp$terms)
      }
      Terms2 <- delete.response(Terms)
      if (has.strata) {
        if (length(attr(Terms2, "specials")$strata)) 
          Terms2 <- subterms(Terms2, -attr(Terms2, "specials")$strata)
        if (!is.null(object$xlevels)) {
          myxlev <- object$xlevels[match(attr(Terms2, 
                                              "term.labels"), names(object$xlevels), nomatch = 0)]
          if (length(myxlev) == 0) 
            myxlev <- NULL
        }
        else myxlev <- NULL
        mf2 <- model.frame(Terms2, data = newdata, xlev = myxlev)
      }
      else mf2 <- model.frame(Terms2, data = newdata, xlev = object$xlevels)
      offset2 <- 0
      if (!missing(newdata)) {
        offset2 <- model.offset(mf2)
        if (length(offset2) > 0) 
          offset2 <- offset2 - mean(offset)
        else offset2 <- 0
        x2 <- model.matrix(Terms2, mf2)[, -1, drop = FALSE]
      }
      else stop("newdata missing")
      if (has.strata & is.null(newdata$strata)) 
        stop("no \"strata\" column present in newdata")
      n2 <- nrow(x2)
      coef <- ifelse(is.na(object$coefficients), 0, object$coefficients)
      newrisk <- exp(c(x2 %*% coef) + offset2 - sum(coef * 
                                                      object$means))
      dimnames(y) <- NULL
      storage.mode(y) <- "double"
      ndead <- sum(y[, 3])
      untimes <- sort(unique(y[, 2][y[, 3] == 1]))
      nt <- length(untimes)
      surv <- .C("agmssurv", sn = as.integer(n), sp = as.integer(nvar), 
                 svar = as.integer(variance), smethod = as.integer(method), 
                 sH = as.integer(H), sK = as.integer(n2), snt = as.integer(nt), 
                 y = y[ord, ], score = as.double(score[ord]), 
                 xmat = as.double(x), varcov = as.double(object$var), 
                 strata = as.integer(c(0, newstrat)), kstrata = as.integer(newdata$strata), 
                 unt = as.double(untimes), newx = as.double(x2), 
                 newrisk = as.double(newrisk), Haz = double(nt * 
                                                              n2), varHaz = double(nt * n2 * (n2 + 1)/2), 
                 d = double(3 * nvar), work = double(nt * n2 * 
                                                       (nvar + 1)))
      Haz <- data.frame(time = rep(untimes, n2), Haz = surv$Haz, 
                        trans = rep(1:n2, rep(nt, n2)))
      varHaz <- as.vector(t(matrix(surv$varHaz, ncol = nt)))
      hlp <- matrix(c(rep(1:n2, rep(n2, n2)), rep(1:n2, 
                                                  n2)), n2^2, 2)
      hlp <- hlp[hlp[, 1] <= hlp[, 2], ]
      varHaz <- data.frame(time = rep(untimes, n2 * (n2 + 
                                                       1)/2), varHaz = varHaz, trans1 = rep(hlp[, 1], 
                                                                                            rep(nt, n2 * (n2 + 1)/2)), trans2 = rep(hlp[, 
                                                                                                                                        2], rep(nt, n2 * (n2 + 1)/2)))
      if (lasty > max(untimes)) {
        Hmat <- matrix(Haz$Haz, nrow = nt)
        Hmat <- rbind(Hmat, Hmat[nt, ])
        vHmat <- matrix(varHaz$varHaz, nrow = nt)
        vHmat <- rbind(vHmat, vHmat[nt, ])
        untimes <- c(untimes, lasty)
        nt <- nt + 1
        Haz <- data.frame(time = rep(untimes, n2), Haz = as.vector(Hmat), 
                          trans = rep(1:n2, rep(nt, n2)))
        varHaz <- data.frame(time = rep(untimes, n2 * 
                                          (n2 + 1)/2), varHaz = as.vector(vHmat), trans1 = rep(hlp[, 
                                                                                                   1], rep(nt, n2 * (n2 + 1)/2)), trans2 = rep(hlp[, 
                                                                                                                                                   2], rep(nt, n2 * (n2 + 1)/2)))
      }
    }
  }
  if (variance) 
    res <- list(Haz = Haz, varHaz = varHaz, trans = trans)
  else res <- list(Haz = Haz, trans = trans)
  class(res) <- "msfit"
  return(res)
}

#' @rdname msfit_generic
#' @export
msfit_generic.coxrfx<-function (object, newdata, trans,...) 
{
  variance<- FALSE
  vartype <-"aalen"
  if (!is.null((object$call)$weights) || !is.null(object$weights)) 
    stop("msfit cannot (yet) compute the result for a weighted model")
  Terms <- terms(object)
  strat <- attr(Terms, "specials")$strata
  cluster <- attr(Terms, "specials")$cluster
  if (length(cluster)) 
    stop("cluster terms are not supported")
  if (!is.null(attr(object$terms, "specials")$tt)) 
    stop("msfit cannot yet process coxph models with a tt term")
  resp <- attr(Terms, "variables")[attr(Terms, "response")]
  nvar <- length(object$coefficients)
  score <- exp(object$linear.predictors)
  if (is.na(vartype)) 
    stop("Invalid variance type specified")
  has.strata <- !is.null(attr(object$terms, "specials")$strata)
  if (is.null(object$y) || is.null(object[["x"]]) || !is.null(object$call$weights) || 
      (has.strata && is.null(object$strata)) || !is.null(attr(object$terms, 
                                                              "offset"))) {
    #mf <- model.frame(object,data=mstate.data) # added data=mstate.data
    mf <- model.frame(object)
  }else mf <- NULL
  if (is.null(mf)) 
    y <- object[["y"]]else {
      y <- model.response(mf)
      y2 <- object[["y"]]
      if (!is.null(y2) && any(dim(y2) != dim(y))) 
        stop("Could not reconstruct the y vector")
    }
  if (is.null(object[["x"]])) 
    x <- model.matrix(object$terms, data = mf) else x <- object[["x"]] ## 'object$terms' was 'object'
  n <- nrow(y)
  if (n != object$n[1] || nrow(x) != n) 
    stop("Failed to reconstruct the original data set")
  type <- attr(y, "type")
  if (type == "counting") 
    lasty <- max(y[, 2]) else if (type == "right") 
      lasty <- max(y[, 1]) else stop("Cannot handle \"", type, "\" type survival data")
  if (is.null(mf)) 
    offset <- 0 else {
      offset <- model.offset(mf)
      if (is.null(offset)) 
        offset <- 0
    }
  Terms <- object$terms
  if (!has.strata) 
    strata <- rep(0L, n) else {
      stangle <- untangle.specials(Terms, "strata")
      strata <- object$strata
      if (is.null(strata)) {
        if (length(stangle$vars) == 1) 
          strata <- mf[[stangle$vars]] else strata <- strata(mf[, stangle$vars], shortlabel = TRUE)
      }
    }
  if (has.strata) {
    temp <- attr(Terms, "specials")$strata
    factors <- attr(Terms, "factors")[temp, ]
    strata.interaction <- any(t(factors) * attr(Terms, "order") > 
                                1)
    if (strata.interaction) 
      stop("Interaction terms with strata not supported")
  }
  if (vartype == "greenwood") {
    if (missing(trans)) 
      stop("argument trans missing; needed for vartype=\"greenwood\"")
    labels <- attr(Terms, "term.labels")
    if (length(labels) != 1) 
      stop("Invalid formula for greenwood, ~strata(trans) needed, no covariates allowed")
    if (attr(Terms, "term.labels") != "strata(trans)") 
      stop("Invalid formula for greenwood, ~strata(trans) needed, no covariates allowed")
    sf0 <- summary(survfit(object))
    norisk <- sf0$n.risk
    noevent <- sf0$n.event
    sf0 <- data.frame(time = sf0$time, Haz = -log(sf0$surv), 
                      norisk = norisk, noevent = noevent, trans = as.numeric(sf0$strata))
    allt <- sort(unique(c(sf0$time, lasty)))
    nt <- length(allt)
    K <- nrow(to.trans2(trans))
    Haz <- data.frame(time = rep(allt, K), Haz = NA, trans = rep(1:K, 
                                                                 rep(nt, K)))
    if (variance) {
      tr12 <- data.frame(trans1 = rep(1:K, rep(K, K)), 
                         trans2 = rep(1:K, K))
      tr12 <- tr12[tr12$trans1 <= tr12$trans2, ]
      varHaz <- data.frame(time = rep(allt, K * (K + 1)/2), 
                           varHaz = 0, trans1 = rep(tr12$trans1, rep(nt, 
                                                                     K * (K + 1)/2)), trans2 = rep(tr12$trans2, 
                                                                                                   rep(nt, K * (K + 1)/2)))
    }
    S <- nrow(trans)
    for (s in 1:S) {
      trs <- trans[s, ]
      trs <- trs[!is.na(trs)]
      ntrs <- length(trs)
      if (ntrs > 0) {
        for (i in 1:ntrs) {
          trans1 <- trs[i]
          sf1 <- sf0[sf0$trans == trans1, ]
          Haz$Haz[(trans1 - 1) * nt + match(sf1$time, 
                                            allt)] <- sf1$Haz
          Haz$Haz[(trans1 - 1) * nt + 1:nt] <- NAfix(Haz$Haz[(trans1 - 
                                                                1) * nt + 1:nt], subst = 0)
          if (variance) {
            varHaz1 <- cumsum((sf1$norisk - sf1$noevent) * 
                                sf1$noevent/sf1$norisk^3)
            varHaz11 <- varHaz[varHaz$trans1 == trans1 & 
                                 varHaz$trans2 == trans1, ]
            varHaz11$varHaz <- NA
            varHaz11$varHaz[match(sf1$time, allt)] <- varHaz1
            varHaz11$varHaz <- NAfix(varHaz11$varHaz, 
                                     subst = 0)
            varHaz[varHaz$trans1 == trans1 & varHaz$trans2 == 
                     trans1, ] <- varHaz11
            if (i < ntrs) {
              for (j in ((i + 1):ntrs)) {
                trans2 <- trs[j]
                sf2 <- sf0[sf0$trans == trans2, ]
                jointt <- intersect(sf1$time, sf2$time)
                if (length(jointt) > 0) {
                  varHazij <- rep(NA, length(jointt))
                  ik <- match(jointt, sf1$time)
                  jk <- match(jointt, sf2$time)
                  varHazij <- cumsum(-sf1$noevent[ik] * 
                                       sf2$noevent[jk]/sf1$norisk[ik]^3)
                  varHaz12 <- varHaz[varHaz$trans1 == 
                                       trans1 & varHaz$trans2 == trans2, 
                                     ]
                  varHaz12$varHaz <- NA
                  varHaz12$varHaz[match(jointt, allt)] <- varHazij
                  varHaz12$varHaz <- NAfix(varHaz12$varHaz, 
                                           subst = 0)
                  varHaz[varHaz$trans1 == trans1 & varHaz$trans2 == 
                           trans2, ] <- varHaz12
                }
              }
            }
          }
        }
      }
    }
  }
  else {
    labels <- attr(Terms, "term.labels")
    if (length(labels) == 1) {
      if (labels == "strata(trans)") {
        sf0 <- summary(survfit(object))
        norisk <- sf0$n.risk
        noevent <- sf0$n.event
        sf0 <- data.frame(time = sf0$time, Haz = -log(sf0$surv), 
                          norisk = norisk, noevent = noevent, var = sf0$std.err^2/(sf0$surv)^2, 
                          trans = as.numeric(sf0$strata))
        allt <- sort(unique(c(sf0$time, lasty)))
        nt <- length(allt)
        K <- max(sf0$trans)
        Haz <- data.frame(time = rep(allt, K), Haz = NA, 
                          trans = rep(1:K, rep(nt, K)))
        if (variance) {
          tr12 <- data.frame(trans1 = rep(1:K, rep(K, 
                                                   K)), trans2 = rep(1:K, K))
          tr12 <- tr12[tr12$trans1 <= tr12$trans2, ]
          varHaz <- data.frame(time = rep(allt, K * (K + 
                                                       1)/2), varHaz = 0, trans1 = rep(tr12$trans1, 
                                                                                       rep(nt, K * (K + 1)/2)), trans2 = rep(tr12$trans2, 
                                                                                                                             rep(nt, K * (K + 1)/2)))
        }
        for (k in 1:K) {
          sfk <- sf0[sf0$trans == k, ]
          wht <- match(sfk$time, allt)
          Hazk <- Haz[Haz$trans == k, ]
          Hazk$Haz[wht] <- sfk$Haz
          Hazk$Haz <- NAfix(Hazk$Haz, subst = 0)
          Haz[Haz$trans == k, ] <- Hazk
          if (variance) {
            varHazkk <- varHaz[varHaz$trans1 == k & varHaz$trans2 == 
                                 k, ]
            varHazkk$varHaz <- NA
            varHazkk$varHaz[wht] <- sfk$var
            varHazkk$varHaz <- NAfix(varHazkk$varHaz, 
                                     subst = 0)
            varHaz[varHaz$trans1 == k & varHaz$trans2 == 
                     k, ] <- varHazkk
          }
        }
      }
    }else {
      method <- object$method
      if (method == "breslow") 
        method <- 1 else if (method == "efron") 
          method <- 2 else stop("Only \"efron\" and \"breslow\" methods for ties supported")
        type <- attr(y, "type")
        if (type == "counting") {
          if (has.strata) 
            ord <- order(mf[, strat], y[, 2], -y[, 3])
          else ord <- order(y[, 2], -y[, 3])
        }
        else if (type == "right") {
          if (has.strata) 
            ord <- order(mf[, strat], y[, 1], -y[, 2])
          else ord <- order(y[, 1], -y[, 2])
          miny <- min(y[, 1])
          if (miny < 0) 
            y <- cbind(2 * miny - 1, y)
          else y <- cbind(-1, y)
        }
        else stop("Cannot handle \"", type, "\" type survival data")
        #if (variance) #change by Rui!
          x <- x[ord, ]
          #else x <- 0 #Change by Rui!
        if (has.strata) 
          newstrat <- (as.numeric(mf[, strat]))[ord] else newstrat <- rep(1, n)
        newstrat <- cumsum(table(newstrat))
        H <- length(newstrat)
        subterms <- function(tt, i) {
          dataClasses <- attr(tt, "dataClasses")
          predvars <- attr(tt, "predvars")
          oldnames <- dimnames(attr(tt, "factors"))[[1]]
          tt <- tt[i]
          index <- match(dimnames(attr(tt, "factors"))[[1]], 
                         oldnames)
          if (length(index) > 0) {
            if (!is.null(predvars)) 
              attr(tt, "predvars") <- predvars[c(1, index + 
                                                   1)]
            if (!is.null(dataClasses)) 
              attr(tt, "dataClasses") <- dataClasses[index]
          }
          tt
        }
        if (has.strata) {
          temp <- untangle.specials(Terms, "strata")
          if (length(temp$vars)) 
            Terms <- subterms(Terms, -temp$terms)
        }
        Terms2 <- delete.response(Terms)
        if (has.strata) {
          if (length(attr(Terms2, "specials")$strata)) 
            Terms2 <- subterms(Terms2, -attr(Terms2, "specials")$strata)
          if (!is.null(object$xlevels)) {
            myxlev <- object$xlevels[match(attr(Terms2, 
                                                "term.labels"), names(object$xlevels), nomatch = 0)]
            if (length(myxlev) == 0) 
              myxlev <- NULL
          }
          else myxlev <- NULL
          mf2 <- model.frame(Terms2, data = newdata, xlev = myxlev)
        }else mf2 <- model.frame(Terms2, data = newdata, xlev = object$xlevels)
        offset2 <- 0
        if (!missing(newdata)) {
          offset2 <- model.offset(mf2)
          if (length(offset2) > 0) 
            offset2 <- offset2 - mean(offset)
          else offset2 <- 0
          x2 <- model.matrix(Terms2, mf2)[, -1, drop = FALSE]
        }
        else stop("newdata missing")
        if (has.strata & is.null(newdata$strata)) 
          stop("no \"strata\" column present in newdata")
        n2 <- nrow(x2)
        coef <- ifelse(is.na(object$coefficients), 0, object$coefficients)
        newrisk <- exp(c(x2 %*% coef) + offset2 - sum(coef * 
                                                        object$means))
        dimnames(y) <- NULL
        storage.mode(y) <- "double"
        ndead <- sum(y[, 3])
        untimes <- sort(unique(y[, 2][y[, 3] == 1]))
        nt <- length(untimes)
        surv <- .C("agmssurv", sn = as.integer(n), sp = as.integer(nvar), 
                   svar = as.integer(variance), smethod = as.integer(method), 
                   sH = as.integer(H), sK = as.integer(n2), snt = as.integer(nt), 
                   y = y[ord, ], score = as.double(score[ord]), 
                   xmat = as.double(x), varcov = as.double(object$var), 
                   strata = as.integer(c(0, newstrat)), kstrata = as.integer(newdata$strata), 
                   unt = as.double(untimes), newx = as.double(x2), 
                   newrisk = as.double(newrisk), Haz = double(nt * 
                                                                n2), varHaz = double(nt * n2 * (n2 + 1)/2), 
                   d = double(3 * nvar), work = double(nt * n2 * 
                                                         (nvar + 1)))
        Haz <- data.frame(time = rep(untimes, n2), Haz = surv$Haz, 
                          trans = rep(1:n2, rep(nt, n2)))
        varHaz <- as.vector(t(matrix(surv$varHaz, ncol = nt)))
        hlp <- matrix(c(rep(1:n2, rep(n2, n2)), rep(1:n2, 
                                                    n2)), n2^2, 2)
        hlp <- hlp[hlp[, 1] <= hlp[, 2], ]
        varHaz <- data.frame(time = rep(untimes, n2 * (n2 + 
                                                         1)/2), varHaz = varHaz, trans1 = rep(hlp[, 1], 
                                                                                              rep(nt, n2 * (n2 + 1)/2)), trans2 = rep(hlp[, 
                                                                                                                                          2], rep(nt, n2 * (n2 + 1)/2)))
        if (lasty > max(untimes)) {
          Hmat <- matrix(Haz$Haz, nrow = nt)
          Hmat <- rbind(Hmat, Hmat[nt, ])
          vHmat <- matrix(varHaz$varHaz, nrow = nt)
          vHmat <- rbind(vHmat, vHmat[nt, ])
          untimes <- c(untimes, lasty)
          nt <- nt + 1
          Haz <- data.frame(time = rep(untimes, n2), Haz = as.vector(Hmat), 
                            trans = rep(1:n2, rep(nt, n2)))
          varHaz <- data.frame(time = rep(untimes, n2 * 
                                            (n2 + 1)/2), varHaz = as.vector(vHmat), trans1 = rep(hlp[, 
                                                                                                     1], rep(nt, n2 * (n2 + 1)/2)), trans2 = rep(hlp[, 
                                                                                                                                                     2], rep(nt, n2 * (n2 + 1)/2)))
        }
    }
  }
  if (variance) 
    res <- list(Haz = Haz, varHaz = varHaz, trans = trans) else res <- list(Haz = Haz, trans = trans)
  class(res) <- c("msfit","coxrfx")
  return(res)
}

#non-exported functions from package mstate 0.2.11
# These are (potentially) called by msfit_generic.coxrfx

to.trans2<-function (trans) 
{
  dm <- dim(trans)
  if (dm[1] != dm[2]) 
    stop("transition matrix should be square")
  S <- dm[1]
  mx <- max(trans, na.rm = TRUE)
  res <- matrix(NA, mx, 3)
  res[, 1] <- 1:mx
  transvec <- as.vector(trans)
  for (i in 1:mx) {
    idx <- which(transvec == i)
    res[i, 2:3] <- c((idx - 1)%%S + 1, (idx - 1)%/%S + 1)
  }
  res <- data.frame(res)
  names(res) <- c("transno", "from", "to")
  res$from[res$from == 0] <- S
  statesfrom <- dimnames(trans)[[1]]
  if (is.null(statesfrom)) 
    statesfrom <- 1:S
  statesto <- dimnames(trans)[[2]]
  if (is.null(statesto)) 
    statesto <- 1:S
  res$fromname <- statesfrom[res$from]
  res$toname <- statesto[res$to]
  res$transname <- paste(res$fromname, res$toname, sep = " -> ")
  return(res)
}

NAfix<-function (x, subst = -Inf) 
{
  spec <- max(x[!is.na(x)]) + 1
  x <- c(spec, x)
  while (any(is.na(x))) x[is.na(x)] <- x[(1:length(x))[is.na(x)] - 
                                           1]
  x[x == spec] <- subst
  x <- x[-1]
  x
}