JMboost: Boosting joint models

Description Usage Arguments Details References Examples

View source: R/JMboost.R

Description

Provides an implementation to boost joint models for longitudinal and time-to-event outcomes.

Usage

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JMboost(y, Xl, Xls, last, delta, id, time,
        lambda = 1, alpha = 0.1, mstop_l,
        mstop_ls = NULL, step.length = 0.1,
        betatimeind = 0)

Arguments

y

Longitudinal outcome including observation at or before event (last).

Xl

covariate matrix for longitudinal predictor

Xls

covariate matrix for shared predictor

last

vector indicating if observation refers to longitduinal (FALSE) or shared predictor (TRUE); i.e. if it is the patient's last observation before event.

delta

censoring indicator (person had event or not)

id

1xN vector of subjects

time

all time points (included in Xls if betatimeind != 0)

lambda

starting value baseline hazard

alpha

starting value association parameter

mstop_l

Stopping iteration longitudinal predictor.

mstop_ls

Stopping iteration shared predictor.

step.length

Step length for boosting updates, typical value is 0.1 (default).

betatimeind

indicating which coefficient in shared predictor is time variable (number),

Details

Implements a gradient boosting algorithn to fit joint models considering a longitudinal predictor (w.r.t outcome y) and a shared predictor (affecting the longitudinal outcome and the time-to-event outcome). The relation between the two outcomes is described via the association parameter alpha. For more details, see Waldmann et al. (2016).

References

Waldmann, E., Taylor-Robinson, D., Klein, N., Kneib, T., Pressler, T., Schmid, M., & Mayr, A. (2016). Boosting Joint Models for Longitudinal and Time-to-Event Data. arXiv preprint arXiv:1609.02686.

Examples

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set.seed(123)
dat <- simJM(n = 400, n_i = 3, alpha = .5,
            beta = c(1,2,3), betals = c(2,3,1),
            betatimeind = 3, lambda = 0.6)

j1 <- JMboost(y = dat$y, Xl = dat$X, Xls = dat$Xls,
              last = dat$last, delta = dat$delta,
              id = dat$id, time = dat$time, lambda = 1, alpha = 0.1,
              mstop_l = 100, mstop_ls = 100, step.length = 0.1,
              betatimeind = 3)

mayrandy/JMboost documentation built on May 22, 2017, 12:08 a.m.