## n: #{persons}
## n_i: #{observations person} (BEFORE censoring)
## beta: beta vector for the longitudinal predictor
## betals: beta vector for the shared predictor
## betatimeind: is there a time dependent effect in betals? Which one?
## alpha: association parameter
## lambda: constant baseline hazard
## noninf: number of non informative covariates for the longitudinal sub-predictor
## noninfls: number of non informative covariates for the shared sub-predictor
simJM <- function(n = 100, n_i = 5, alpha = 0.5,
beta, betals = 0, betatimeind = 0, lambda, noninf = 0, noninfls = 0) {
### generating id
id <- rep(1:n, each = n_i)
### simulating time points
## mimicking yearly observations
day_in_year <- sample(1:365, n*n_i, replace = TRUE)
## build time variable
time <- rep(seq(0,(n_i-1)*365, 365), n)
time <- time + day_in_year
## norming between 0 and 1
time <- time/(n_i*365)
### generating eta and eta_ls
## eta_ls: random intercept + random Slope
rint <- rnorm(n = n, mean = 0, sd = .01)
rslope <- rnorm(n = n, mean = 0, sd = .01)
R_mean <- cbind(rep(rint, each = n_i), rep(rslope, each = n_i))
eta_ls_mean <- rowSums(cbind(1,time)*R_mean)
if(all(betals == 0) == FALSE){
if(betatimeind != 0){
betatime <- betals[betatimeind]
betals <- betals[-betatimeind]
}else{betatime <- 0}
Xls <- matrix(nrow = n*n_i, ncol = length(betals))
for(j in 1:ncol(Xls)){
sa <- runif(n)
Xls[,j] <- rep(sa, each = n_i)
Xls[,j] <- (Xls[,j]-mean(Xls[,j]))/sd(Xls[,j])
}
### is there a time dependent variable?
eta_ls_mean = eta_ls_mean + Xls%*%betals + betatime*time
}else{Xls = NULL
betatime = 0}
## eta_l: simple linear model
X <- matrix(nrow = n*n_i, ncol = length(beta))
X[,1] <- 1
if(ncol(X)>1){
for(j in 2:ncol(X)){
sa <- sample(seq(0,3), 1)
X[,j] <- runif(n*n_i, 0, 1)
X[,j] <- (X[,j] - mean(X[,j]))/sd(X[,j])
}}
eta_l_mean <- X%*%beta
## longitudinal measurements
y <- rnorm(n*n_i, eta_ls_mean + eta_l_mean, sqrt(.1))
### Event times
## Probabilities from event times
pred_surv <- alpha*(eta_ls_mean)
if(all(betals==0)){F_death <- 1-exp(-lambda*(exp(pred_surv)-exp(alpha*(R_mean[,1])))/(alpha*(R_mean[,2] + betatime)))}else{
F_death <- 1-exp(-lambda*(exp(pred_surv) - exp(alpha*(R_mean[,1] + Xls%*%betals)))/(alpha*(R_mean[,2] + betatime)))}
prob_death2 <- matrix(nrow = n_i, ncol = n, data = F_death)
prob_death_ext <- rbind(0, prob_death2)
prob_death_ext <- prob_death_ext[-nrow(prob_death_ext),]
prob_death <- (prob_death2 - prob_death_ext)/(1 - prob_death_ext)
u <- matrix(nrow = nrow(prob_death), ncol = ncol(prob_death), runif(n*n_i))
death <- matrix(nrow = n_i, ncol = n,
data = u < prob_death)
time_mat <- matrix(nrow = n_i, data = time)
helpmat <- (rbind(0,time_mat[-n_i,]) - u*(rbind(0,time_mat[-n_i,]) - time_mat)/prob_death)*death
time_mat[helpmat != 0] <- helpmat[helpmat != 0]
helpmat2 <- as.vector(helpmat)
time[helpmat2 != 0] <- helpmat2[helpmat2 != 0]
helpmat[helpmat == 0] <- 1000
minna <- function(x){min(x, na.rm = TRUE)}
death_time <- cbind(unique(id), apply(helpmat, 2, minna))
c_i <- colSums(death) == 0
delta <- c_i == 0
time_mat_help <- time_mat*as.numeric(t(t(time_mat) <= (death_time[,2])))
time_zero <- as.vector(time_mat_help)
if (length(which(time_zero == 0)) > 0) {
id <- id[-which(time_zero == 0)]
y <- y[-which(time_zero == 0)]
X <- X[-which(time_zero == 0), ]
Xls <- Xls[-which(time_zero == 0), ]
time <- time[-which(time_zero == 0)]
R_mean <- R_mean[-which(time_zero == 0), ]
prob_death <- prob_death[-which(time_zero == 0)]
pred_surv <- pred_surv[-which(time_zero == 0)]
}
last <- rep(FALSE, length(time))
id_un <- unique(id)
for (i in 1:length(id_un)) {
last[max(which(id == id_un[i]))] <- TRUE
}
if (betatimeind != 0) {
if(is.matrix(Xls)){
if(betatimeind == ncol(Xls)+1){
Xls <- cbind(Xls, time)}else{
Xls <- cbind(Xls[,c(1:(betatimeind-1))], time, Xls[,c(betatimeind:ncol(Xls))])
}}else{
if(betatimeind == 1){Xls <- cbind(time, Xls)}else{
Xls <- cbind(Xls, time)}
}
}
if(noninf > 0 | noninfls>0){
for(i in 1:max(c(noninf, noninfls))){
if(i <=noninf){
X <- cbind(X,rnorm(nrow(X)))}
if(i<=noninfls){
Xls <- cbind(Xls, rnorm(length(unique(id)))[id])}
}
}
idun <- which(table(id)==1)
if(length(idun)>0){
delta <- delta[-idun]
Xls <- Xls[-which(id%in%which(table(id)==1)),]
X <- X[-which(id%in%which(table(id)==1)),]
y <- y[-which(id%in%which(table(id)==1))]
time <- time[-which(id%in%which(table(id)==1))]
last <- last[-which(id%in%which(table(id)==1))]
id <- id[-which(id%in%which(table(id)==1))]
R_mean <- R_mean[-which(id%in%which(table(id)==1)), ]
prob_death <- prob_death[-which(id%in%which(table(id)==1))]
pred_surv <- pred_surv[-which(id%in%which(table(id)==1))]
lidun <- length(idun)
for(i in 1:lidun){
id[id>(idun[i]-(i-1))] <- id[id>(idun[i]-(i-1))]-1
}
}
X <- X[,-1]
return(list(
#### longitudinal outcome
"y" = y,
#### longitudinal predictor fixed effect covariates
"X" = X,
#### shared predictor fixed effect covariates
"Xls"=Xls,
### Values for the random effects
"R_mean"= R_mean,
#### id indicator
"id"=id,
#### Time vector
"time"=time,
#### Censoring indicator
"delta" = delta,
#### Event time (set to 1000, if the invidual is censored)
"event_time"=death_time,
####Indicator per observation, if it is the last observation for the individual
"last" = last
)
)
}
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