https://github.com/cran/rstpm2
Tip revision: 11f1ef137931871a851aa94ab98296376fc10888 authored by Mark Clements on 08 March 2023, 12:20:05 UTC
version 1.6.2
version 1.6.2
Tip revision: 11f1ef1
pm2-3.R
## Utilities
## copied from stats:::format.perc
format.perc <-
function (probs, digits)
paste(format(100 * probs, trim = TRUE, scientific = FALSE, digits = digits),
"%")
## extension of ns() to include different boundary derivatives,
## centering and cure
nsx <-
function (x, df = NULL, knots = NULL, intercept = FALSE,
Boundary.knots = range(x),
derivs = if (cure) c(2,1) else c(2,2),
log=FALSE, # deprecated: only used in rstpm2:::stpm2Old
centre = FALSE, cure = FALSE, stata.stpm2.compatible=FALSE)
{
nx <- names(x)
x <- as.vector(x)
nax <- is.na(x)
if (nas <- any(nax))
x <- x[!nax]
if (!missing(Boundary.knots)) {
Boundary.knots <- sort(Boundary.knots)
outside <- (ol <- x < Boundary.knots[1L]) | (or <- x >
Boundary.knots[2L])
}
else outside <- FALSE
if (!missing(df) && missing(knots)) {
nIknots <- df - 1 - intercept + 4 - sum(derivs)
if (nIknots < 0) {
nIknots <- 0
warning("'df' was too small; have used ", 1 + intercept)
}
knots <- if (nIknots > 0) {
knots <- if (!cure)
seq.int(0, 1, length.out = nIknots + 2L)[-c(1L,
nIknots + 2L)]
else c(seq.int(0, 1, length.out = nIknots + 1L)[-c(1L,
nIknots + 1L)], 0.95)
if (!stata.stpm2.compatible)
stats::quantile(x[!outside], knots)
else stats::quantile(x[!outside], round(knots,2), type=2)
}
}
else nIknots <- length(knots)
Aknots <- sort(c(rep(Boundary.knots, 4L), knots))
if (any(outside)) {
basis <- array(0, c(length(x), nIknots + 4L))
if (any(ol)) {
k.pivot <- Boundary.knots[1L]
xl <- cbind(1, x[ol] - k.pivot)
tt <- spline.des(Aknots, rep(k.pivot, 2L), 4, c(0,
1))$design
basis[ol, ] <- xl %*% tt
}
if (any(or)) {
k.pivot <- Boundary.knots[2L]
xr <- cbind(1, x[or] - k.pivot)
tt <- spline.des(Aknots, rep(k.pivot, 2L), 4, c(0,
1))$design
basis[or, ] <- xr %*% tt
}
if (any(inside <- !outside))
basis[inside, ] <- spline.des(Aknots, x[inside],
4)$design
}
else basis <- spline.des(Aknots, x, 4)$design
const <- splineDesign(Aknots, rep(Boundary.knots, 3-derivs), 4, c(derivs[1]:2, derivs[2]:2))
if (!intercept) {
const <- const[, -1, drop = FALSE]
basis <- basis[, -1, drop = FALSE]
}
qr.const <- qr(t(const))
q.const <- qr.Q(qr.const, complete=TRUE)[, -(1L:(6-sum(derivs))), drop = FALSE] # NEW
basis <- as.matrix((t(qr.qty(qr.const, t(basis))))[, -(1L:nrow(const)), drop = FALSE])
n.col <- ncol(basis)
if (nas) {
nmat <- matrix(NA, length(nax), n.col)
nmat[!nax, ] <- basis
basis <- nmat
}
dimnames(basis) <- list(nx, 1L:n.col)
if (is.numeric(centre)) {
centreBasis <- nsx(centre,
knots=if (is.null(knots)) numeric(0) else knots,
Boundary.knots=Boundary.knots,
intercept=intercept, derivs=derivs, centre=FALSE, log=log)
oldAttributes <- attributes(basis)
basis <- t(apply(basis,1,function(x) x-centreBasis))
attributes(basis) <- oldAttributes
}
a <- list(degree = 3, knots = if (is.null(knots)) numeric(0) else knots,
Boundary.knots = Boundary.knots, intercept = intercept, derivs=derivs,
centre=centre, log=log, q.const=q.const)
attributes(basis) <- c(attributes(basis), a)
class(basis) <- c("nsx", "basis", "matrix")
basis
}
makepredictcall.nsx <-
function (var, call)
{
if (as.character(call)[1L] != "nsx")
return(call)
at <- attributes(var)[c("knots", "Boundary.knots", "intercept",
"derivs", "centre", "log")]
xxx <- call[1L:2]
xxx[names(at)] <- at
xxx
}
predict.nsx <-
function (object, newx, ...)
{
if (missing(newx))
return(object)
a <- c(list(x = newx), attributes(object)[c("knots", "Boundary.knots",
"intercept", "derivs", "centre", "log")])
do.call("nsx", a)
}
Shat <- function(obj)
{
## predicted survival for individuals (adjusted for covariates)
newobj = survfit(obj,se.fit=FALSE)
surv = newobj$surv
rr = try(predict(obj,type="risk"),silent=TRUE)
if (inherits(rr,"try-error"))
rr <- 1
surv2 = surv[match(obj$y[,ncol(obj$y)-1],newobj$time)]
return(surv2^rr)
}
replaceCall=function(obj,old,new) {
if (is.atomic(obj) && length(obj)>1)
return(as.call(c(quote(c),lapply(as.list(obj),replaceCall,old,new))))
if (is.name(obj) || is.symbol(obj) || (is.atomic(obj) && length(obj)==1)) {
if (obj==old) return(new)
else return(obj)
}
## if (length(obj)==1 && length(obj[[1]])==1) {
## if (obj==old) return(new)
## else return(obj)
## }
as.call(lapply(obj,replaceCall,old,new))
}
replaceFormula=function(...) as.formula(replaceCall(...))
## replaceFormula(~f(a+b),quote(f),quote(g))
allCall=function(obj) {
if (is.atomic(obj) && length(obj)==1) return(obj)
if (is.atomic(obj) && length(obj)>1) return(as.call(c(quote(c),as.list(obj))))
if (is.name(obj) || is.symbol(obj)) return(obj)
as.call(lapply(obj,allCall))
}
## allCall(as.call(c(quote(ns),list(df=3,knots=c(1,2)))))[[2]]
vector2call=function(obj) {
if (is.atomic(obj) && length(obj)==1) return(obj)
if (is.atomic(obj) && length(obj)>1) return(as.call(c(quote(c),as.list(obj))))
if (is.name(obj) || is.symbol(obj)) return(obj)
lapply(obj,allCall) # is this correct?
}
## vector2call(list(df=3,knots=c(1,2)))
findSymbol <- function(obj,symbol) {
if (is.symbol(obj) && obj==symbol) TRUE else
if (is.symbol(obj)) FALSE else
if (is.atomic(obj)) FALSE else
Reduce(`|`,lapply(obj,findSymbol,symbol),FALSE)
}
rhs=function(formula)
if (length(formula)==3) formula[[3]] else formula[[2]]
lhs <- function(formula)
if (length(formula)==3) formula[[2]] else NULL
"rhs<-" = function(formula,value) {
newformula <- formula
newformula[[length(formula)]] <- value
newformula
}
"lhs<-" <- function(formula,value) {
if (length(formula)==2)
as.formula(as.call(c(formula[[1]],value,formula[[2]])))
else {
newformula <- formula
newformula[[2]] <- value
newformula
}
}
## numerically calculate the partial gradient \partial func_j \over \partial x_i
## (dim(grad(func,x)) == c(length(x),length(func(x)))
grad <- function(func,x,...) # would shadow numDeriv::grad()
{
h <- .Machine$double.eps^(1/3)*ifelse(abs(x)>1,abs(x),1)
temp <- x+h
h.hi <- temp-x
temp <- x-h
h.lo <- x-temp
twoeps <- h.hi+h.lo
nx <- length(x)
ny <- length(func(x,...))
if (ny==0L) stop("Length of function equals 0")
df <- if(ny==1L) rep(NA, nx) else matrix(NA, nrow=nx,ncol=ny)
for (i in 1L:nx) {
hi <- lo <- x
hi[i] <- x[i] + h.hi[i]
lo[i] <- x[i] - h.lo[i]
if (ny==1L)
df[i] <- (func(hi, ...) - func(lo, ...))/twoeps[i]
else df[i,] <- (func(hi, ...) - func(lo, ...))/twoeps[i]
}
return(df)
}
## numerically calculate the gradient \partial func_i \over \partial x_i
## length(grad(func,x)) == length(func(x)) == length(x)
grad1 <- function(func,x,...,log.transform=FALSE)
{
ny <- length(func(x,...))
if (ny==0L) stop("Length of function equals 0")
if (log.transform) {
h <- .Machine$double.eps^(1/3)
value <- (func(x*exp(h), ...) - func(x*exp(-h), ...))/2/h/x
} else {
h <- .Machine$double.eps^(1/3)*ifelse(abs(x)>1,abs(x),1)
value <- (func(x+h, ...) - func(x-h, ...))/2/h
}
return(value)
}
## predict lpmatrix for an lm object
lpmatrix.lm <-
function (object, newdata, na.action = na.pass) {
tt <- terms(object)
if (!inherits(object, "lm"))
warning("calling predict.lm(<fake-lm-object>) ...")
if (missing(newdata) || is.null(newdata)) {
X <- model.matrix(object)
}
else {
Terms <- delete.response(tt)
m <- model.frame(Terms, newdata, na.action = na.action,
xlev = object$xlevels)
if (!is.null(cl <- attr(Terms, "dataClasses")))
.checkMFClasses(cl, m)
X <- model.matrix(Terms, m, contrasts.arg = object$contrasts)
}
X
}
## fun: takes coef as its first argument
## requires: coef() and vcov() on the object
numDeltaMethod <- function(object, fun, gd=NULL, ...) {
coef <- coef(object)
Sigma <- vcov(object)
fit <- fun(coef,...)
if (is.null(gd))
gd <- grad(fun,coef,...)
se.fit <- as.vector(sqrt(colSums(gd* (Sigma %*% gd))))
if (!is.null(names(fit)))
names(se.fit) <- names(fit)
if(all(se.fit==0 | is.na(se.fit))) warning("Zero variance estimated. Do you need to pass a newdata argument to fun()?")
df <- data.frame(fit = as.numeric(fit), se.fit = as.numeric(se.fit),
Estimate = as.numeric(fit), SE = as.numeric(se.fit))
row.names(df) <- names(fit)
structure(df, # vcov=Sigma,
class=c("predictnl","data.frame"))
}
"coef<-" <- function (x, value)
UseMethod("coef<-")
predictnl <- function (object, ...)
UseMethod("predictnl")
setGeneric("predictnl")
"coef<-.default" <- function(x,value) {
x$coefficients <- value
x
}
predictnl.default <- function(object,fun,newdata=NULL,gd=NULL,...)
{
if (!is.null(newdata) || "newdata" %in% names(formals(fun))) {
local1 <- function(coef,newdata,...)
{
coef(object) <- coef
fun(object,newdata=newdata,...)
}
numDeltaMethod(object, local1, newdata=newdata, gd=gd, ...)
}
else {
local2 <- function(coef,...)
{
coef(object) <- coef
fun(object,...)
}
numDeltaMethod(object, local2, gd=gd, ...)
}
}
setMethod("predictnl", "mle2", function(object,fun,newdata=NULL,gd=NULL,...)
{
if (is.null(newdata) && !is.null(object@data))
newdata <- object@data
localf <- function(coef,...)
{
object@fullcoef <- coef # changed from predictnl.default()
fun(object,...)
}
numDeltaMethod(object,localf,newdata=newdata,gd=gd,...)
})
print.predictnl <- function(x, ...)
print(data.frame(fit=x$fit, se.fit=x$se.fit), ...)
confint.predictnl <- function(object,parm,level=0.95,...) {
cf <- object$fit
pnames <- names(cf)
if (is.null(pnames))
pnames <- 1:length(cf)
if (missing(parm))
parm <- pnames
else if (is.numeric(parm))
parm <- pnames[parm]
a <- (1 - level)/2
a <- c(a, 1 - a)
pct <- format.perc(a, 3)
fac <- qnorm(a)
ci <- array(NA, dim = c(length(parm), 2L), dimnames = list(parm,
pct))
ses <- object$se.fit[parm]
ci[] <- as.vector(cf[parm]) + ses %o% fac
ci
}
predictnl.lm <-
function (object, fun, newdata = NULL, ...)
{
if (is.null(newdata) && "newdata" %in% names(formals(fun))) {
stopifnot(!is.null(object$data))
newdata <- object$data
}
predictnl.default(object, fun, newdata, ...)
}
## setMethod("predictnl", "mle", function(object,fun,gd=NULL,...)
## {
## localf <- function(coef,...)
## {
## object@fullcoef = coef # changed from predictnl.default()
## fun(object,...)
## }
## numDeltaMethod(object,localf,gd=gd,...)
## })
predict.formula <- function(object,data,newdata,na.action,type="model.matrix",
...)
{
mf <- match.call(expand.dots = FALSE)
type <- match.arg(type)
m <- match(c("formula", "data", "na.action"), names(mf), 0L)
mf <- mf[c(1L, m)]
mf$drop.unused.levels <- TRUE
mf[[1L]] <- as.name("model.frame")
mf <- eval(mf, parent.frame())
mt <- attr(mf, "terms")
xlevels <-.getXlevels(mt, mf)
mfnew <- model.frame(mt, newdata, na.action=na.action, xlev=xlevels)
if (!is.null(cl <- attr(mt, "dataClasses"))) .checkMFClasses(cl, mfnew)
model.matrix(mt, mfnew, contrasts=contrasts)
}
`%call+%` <- function(left,right) call("+",left,right)
`%call-%` <- function(left,right) call("-",left,right)
##
bread.stpm2 <- function (x, ...) {
rval <- vcov(x) * nrow(x@y)
dimnames(rval) <- list(names(coef(x)), names(coef(x)))
return(rval)
}
estfun.stpm2 <- function(obj, weighted=FALSE, ...) {
rr <- t(grad(obj@logli,coef(obj)))
colnames(rr) <- names(coef(obj))
if (weighted)
rr <- rr * obj@weights
rr
}
applyTapplySum <- function(X,index) apply(X, 2, function(col) tapply(col, index, sum))
meat.stpm2 <- function (x, adjust = FALSE, cluster=NULL, ...)
{
psi <- estfun.stpm2(x, ...)
k <- NCOL(psi)
n <- NROW(psi)
if (!is.null(cluster))
psi <- applyTapplySum(as.matrix(psi),cluster)
rval <- crossprod(as.matrix(psi))/n
if (adjust)
rval <- n/(n - k) * rval
rownames(rval) <- colnames(rval) <- colnames(psi)
return(rval)
}
sandwich.stpm2 <-
function (x, bread. = bread.stpm2, meat. = meat.stpm2, ...)
{
if (is.function(bread.))
bread. <- bread.(x)
if (is.function(meat.))
meat. <- meat.(x, ...)
n <- NROW(estfun.stpm2(x))
return(1/n * (bread. %*% meat. %*% bread.))
}
incrVar <- function(var,increment=1) {
##var <- deparse(substitute(var))
##function(data) "$<-"(data,var,"$"(data,var)+increment) # FAILS
n <- length(var)
if (n>1 && length(increment)==1)
increment <- rep(increment,n)
function(data) {
for (i in 1:n) {
data[[var[i]]] <- data[[var[i]]] + increment[i]
}
data
}
}
cloglog <- function(x) log(-log(x))
cexpexp <- function(x) exp(-exp(x))
setOldClass("terms")
setClassUnion("listOrNULL",c("list","NULL"))
setClassUnion("nameOrcall",c("name","call"))
setClassUnion("nameOrcallOrNULL",c("name","call","NULL"))
##setClassUnion("numericOrNULL",c("numeric","NULL"))
setOldClass("Surv")
setOldClass("lm")
expit <- function(x) {
ifelse(x==-Inf, 0, ifelse(x==Inf, 1, 1/(1+exp(-x))))
}
logit <- function(p) {
ifelse(p==0, -Inf, ifelse(p==1, Inf, log(p/(1-p))))
} # numerical safety for large values?
## check: weights
##
## adapted from ordinal::drop.coef
which.dim <- function (X, silent = TRUE)
{
stopifnot(is.matrix(X))
silent <- as.logical(silent)[1]
qr.X <- qr(X, tol = 1e-07, LAPACK = FALSE)
if (qr.X$rank == ncol(X))
return(TRUE)
if (!silent)
message(gettextf("design is column rank deficient so dropping %d coef",
ncol(X) - qr.X$rank))
return(qr.X$pivot[1:qr.X$rank])
}
## link families
link.PH <- list(link=function(S) log(-log(as.vector(S))),
ilink=function(eta) exp(-exp(as.vector(eta))),
gradS=function(eta,X) -exp(as.vector(eta))*exp(-exp(as.vector(eta)))*X,
h=function(eta,etaD) as.vector(etaD)*exp(as.vector(eta)),
H=function(eta) exp(as.vector(eta)),
gradh=function(eta,etaD,obj) obj$XD*exp(as.vector(eta))+obj$X*as.vector(etaD)*exp(as.vector(eta)),
gradH=function(eta,obj) obj$X*exp(as.vector(eta)))
link.PO <- list(link=function(S) -logit(as.vector(S)),
ilink=function(eta) expit(-as.vector(eta)),
gradS=function(eta,X) -(exp(as.vector(eta))/(1+exp(as.vector(eta)))^2)*X,
H=function(eta) log(1+exp(as.vector(eta))),
h=function(eta,etaD) as.vector(etaD)*exp(as.vector(eta))*expit(-as.vector(eta)),
gradh=function(eta,etaD,obj) {
as.vector(etaD)*exp(as.vector(eta))*obj$X*expit(-as.vector(eta)) -
exp(2*as.vector(eta))*obj$X*as.vector(etaD)*expit(-as.vector(eta))^2 +
exp(as.vector(eta))*obj$XD*expit(-as.vector(eta))
},
gradH=function(eta,obj) obj$X*exp(as.vector(eta))*expit(-as.vector(eta)))
link.probit <-
list(link=function(S) -qnorm(as.vector(S)),
ilink=function(eta) pnorm(-as.vector(eta)),
gradS=function(eta,X) -dnorm(-as.vector(eta))*X,
H=function(eta) -log(pnorm(-as.vector(eta))),
h=function(eta,etaD) dnorm(as.vector(eta))/pnorm(-as.vector(eta))*as.vector(etaD),
gradh=function(eta,etaD,obj) {
-as.vector(eta)*obj$X*dnorm(as.vector(eta))*as.vector(etaD)/pnorm(-as.vector(eta)) +
obj$X*dnorm(as.vector(eta))^2/pnorm(-as.vector(eta))^2*as.vector(etaD) +
dnorm(as.vector(eta))/pnorm(-as.vector(eta))*obj$XD
},
gradH=function(eta,obj) obj$X*dnorm(as.vector(eta))/pnorm(-as.vector(eta)))
link.AH <- list(link=function(S) -log(S),
ilink=function(eta) exp(-as.vector(eta)),
gradS=function(eta,X) -as.vector(exp(-as.vector(eta)))*X,
h=function(eta,etaD) as.vector(etaD),
H=function(eta) as.vector(eta),
gradh=function(eta,etaD,obj) obj$XD,
gradH=function(eta,obj) obj$X)
link.AO <- function(theta) { # Aranda-Ordaz
if (theta==0) {
return(link.PH)
} else {
list(link = function(S) log((S^(-theta)-1)/theta),
ilink = function(eta) exp(-log(theta*exp(as.vector(eta))+1)/theta),
gradS = function(eta,X) -as.vector(exp(as.vector(eta))*exp(-log(theta*exp(as.vector(eta))+1)/theta)/(1+theta*exp(as.vector(eta))))*X,
H = function(eta) log(theta*exp(as.vector(eta))+1)/theta,
h = function(eta,etaD) exp(as.vector(eta))*as.vector(etaD)/(theta*exp(as.vector(eta))+1),
gradH = function(eta,obj) exp(as.vector(eta))*obj$X/(1+theta*exp(as.vector(eta))),
gradh = function(eta,etaD,obj) {
eta <- as.vector(eta)
etaD <- as.vector(etaD)
((theta*exp(2*eta)+exp(eta))*obj$XD+exp(eta)*etaD*obj$X) /
(theta*exp(eta)+1)^2
})
}
}
## fd <- function(f,x,eps=1e-5) (f(x+eps)-f(x-eps))/2/eps
fd <- function(f,x,eps=1e-5)
t(sapply(1:length(x),
function(i) {
upper <- lower <- x
upper[i]=x[i]+eps
lower[i]=x[i]-eps
(f(upper)-f(lower))/2/eps
}))
## test code for the link functions
if (FALSE) {
Xstar <- cbind(1,1:3) # beta[1] + beta[2]*t
betastar <- c(-4,0.5)
XDstar <- cbind(0,Xstar[,2])
etastar <- as.vector(Xstar %*% betastar)
etaDstar <- as.vector(XDstar %*% betastar)
obj <- list(X=Xstar,XD=XDstar)
for(link in list(rstpm2:::link.PH,rstpm2:::link.PO,rstpm2:::link.probit,rstpm2:::link.AH,rstpm2:::link.AO(.3))) {
print(rstpm2:::fd(function(beta) link$ilink(Xstar%*%beta), betastar)-t(link$gradS(etastar,Xstar)))
print(rstpm2:::fd(function(beta) link$h(Xstar%*%beta, XDstar%*%beta), betastar)-t(link$gradh(etastar,etaDstar,obj)))
print(rstpm2:::fd(function(beta) link$H(Xstar%*%beta), betastar)-t(link$gradH(etastar,obj)))
}
}
bhazard <- function(x) x
## general link functions
setClass("stpm2", representation(xlevels="list",
contrasts="listOrNULL",
terms="terms",
logli="function",
## weights="numericOrNULL",
lm="lm",
timeVar="character",
time0Var="character",
timeExpr="nameOrcall",
time0Expr="nameOrcallOrNULL",
delayed="logical",
interval="logical",
frailty="logical",
model.frame="list",
call.formula="formula",
x="matrix",
xd="matrix",
termsd="terms",
Call="call",
y="Surv",
link="list",
args="list"
),
contains="mle2")
gsm.control <- function(parscale=1,
maxit=300,
optimiser=c("BFGS","NelderMead"),
trace=0,
nodes=9,
adaptive=TRUE,
kappa.init=1,
maxkappa=1e3,
suppressWarnings.coxph.frailty=TRUE,
robust_initial=FALSE,
bhazinit=0.1,
eps.init=1e-5,
use.gr=TRUE,
penalty=c("logH","h"),
outer_optim=1,
reltol.search=1e-10, reltol.final=1e-10, reltol.outer=1e-5,
criterion=c("GCV","BIC")) {
stopifnot.logical <- function(arg)
stopifnot(is.logical(arg) || (is.numeric(arg) && arg>=0))
stopifnot(parscale>0)
stopifnot(maxit>1)
optimiser <- match.arg(optimiser)
stopifnot(trace>=0)
stopifnot(nodes>=3)
stopifnot.logical(adaptive)
stopifnot(maxkappa>0)
stopifnot.logical(suppressWarnings.coxph.frailty)
stopifnot.logical(robust_initial)
stopifnot(bhazinit>0)
stopifnot.logical(use.gr)
stopifnot(kappa.init>0)
penalty <- match.arg(penalty)
stopifnot(outer_optim %in% c(0,1))
stopifnot(reltol.search>0)
stopifnot(reltol.final>0)
stopifnot(reltol.outer>0)
criterion <- match.arg(criterion)
list(mle2.control=list(parscale=parscale, maxit=maxit),
optimiser=optimiser, trace=trace, nodes=nodes,
adaptive=adaptive, maxkappa=maxkappa,
suppressWarnings.coxph.frailty=suppressWarnings.coxph.frailty,
robust_initial=robust_initial, bhazinit=bhazinit, eps.init=eps.init,
use.gr=use.gr,
kappa.init=kappa.init, penalty=penalty, outer_optim=outer_optim,
reltol.search=reltol.search, reltol.final=reltol.final,
reltol.outer=reltol.outer,
criterion=criterion)
}
gsm <- function(formula, data, smooth.formula = NULL, smooth.args = NULL,
df = 3, cure = FALSE,
tvc = NULL, tvc.formula = NULL,
control = list(), init = NULL,
weights = NULL, robust = FALSE, baseoff = FALSE,
timeVar = "", time0Var = "", use.gr = NULL,
optimiser=NULL, log.time.transform=TRUE,
reltol=NULL, trace = NULL,
link.type=c("PH","PO","probit","AH","AO"), theta.AO=0,
contrasts = NULL, subset = NULL,
robust_initial=NULL,
## arguments for specifying the Cox model for initial values (seldom used)
coxph.strata = NULL, coxph.formula = NULL,
## deprecated arguments (for removal)
logH.formula = NULL, logH.args = NULL,
## arguments specific to relative survival
bhazard = NULL, bhazinit=NULL,
## arguments specific to the fraility models and copulas
copula=FALSE,
frailty = !is.null(cluster) & !robust & !copula, cluster = NULL, logtheta=NULL,
nodes=NULL, RandDist=c("Gamma","LogN"), recurrent = FALSE,
adaptive = NULL, maxkappa = NULL,
## arguments specific to the penalised models
sp=NULL, criterion=NULL, penalty=NULL,
smoother.parameters=NULL, Z=~1, outer_optim=NULL,
alpha=1, sp.init=1,
penalised=FALSE,
## other arguments
...) {
link.type <- match.arg(link.type)
link <- switch(link.type,PH=link.PH,PO=link.PO,probit=link.probit,AH=link.AH,
AO=link.AO(theta.AO))
RandDist <- match.arg(RandDist)
## handle deprecated args
deprecated.arg <- function(name)
if (!is.null(val <- get(name))) {
warning(sprintf("%s argument is deprecated. Use control=list(%s=value)",
name,name))
control[[name]] <- val
TRUE
} else FALSE
deprecated <- lapply(c("optimiser","reltol","trace","nodes","adaptive","maxkappa",
"robust_initial","bhazinit", "use.gr", "penalty", "outer_optim",
"criterion"),
deprecated.arg)
if(!is.null(reltol)) {
warning("reltol argument is deprecated.\nUse control=list(reltol.search=value,reltol.final=value,reltol.outer=value).")
stopifnot(all(c("search","final","outer") %in% names(reltol)))
control$reltol.search <- reltol$search
control$reltol.final <- reltol$final
control$reltol.outer <- reltol$outer
}
## read from control list
control <- do.call(gsm.control, control)
## logH.formula and logH.args are DEPRECATED
if (is.null(smooth.formula) && !is.null(logH.formula)) {
warning("logH.formula is deprecated - use smooth.formula")
smooth.formula <- logH.formula
}
if (is.null(smooth.args) && !is.null(logH.args)) {
warning("logH.args is deprecated - use smooth.formula")
smooth.args <- logH.args
}
## set na.action=na.pass (and reset at end)
na.action.old <- options()[["na.action"]]
options(na.action = "na.pass")
on.exit(options(na.action = na.action.old))
if (copula && control$use.gr) {
control$use.gr <- FALSE
}
##
## set up the data
## ensure that data is a data frame
temp.formula <- formula
if (!is.null(smooth.formula)) rhs(temp.formula) <-rhs(temp.formula) %call+% rhs(smooth.formula)
raw.data <- data
## data <- get_all_vars(temp.formula, raw.data)
## parse the function call
Call <- match.call()
mf <- match.call(expand.dots = FALSE)
m <- match(c("formula", "data", "subset", "contrasts", "weights"),
names(mf), 0L)
mf <- mf[c(1L, m)]
##
## parse the event expression
eventInstance <- eval(lhs(formula),envir=data)
stopifnot(length(lhs(formula))>=2)
delayed <- length(lhs(formula))>=4 # indicator for multiple times (cf. strictly delayed)
surv.type <- attr(eventInstance,"type")
if (surv.type %in% c("interval2","left","mstate"))
stop("gsm not implemented for Surv type ",surv.type,".")
counting <- attr(eventInstance,"type") == "counting"
interval <- attr(eventInstance,"type") == "interval"
timeExpr <- lhs(formula)[[if (delayed && !interval) 3 else 2]] # expression
eventExpr <- if (interval) lhs(formula)[[4]] else lhs(formula)[[if (delayed) 4 else 3]]
if (interval)
time2Expr <- lhs(formula)[[3]]
if (timeVar == "")
timeVar <- all.vars(timeExpr)
##
## set up the formulae
if (is.null(smooth.formula) && is.null(smooth.args)) {
if (penalised) {
smooth.args$k <- -1
}
else {
smooth.args$df <- df
if (cure) smooth.args$cure <- cure
}
}
smoother <- if (penalised) quote(s) else quote(nsx)
if (is.null(smooth.formula)) {
smooth.formula <- as.formula(call("~",as.call(c(smoother,call("log",timeExpr),
vector2call(smooth.args)))))
if (link.type=="AH") {
if (penalised) {
interaction <- function(expr) {
if (is.name(expr))
call(":",expr,timeExpr)
else if(is.name(expr[[1]]) && as.character(expr[[1]])=="+")
interaction(expr[[2]]) %call+% interaction(expr[[3]])
else call(":",expr,timeExpr)
}
## interaction(rstpm2:::rhs(~a+I(b)+c-1)) # error
smooth.formula <-
as.formula(call("~",
interaction(rhs(formula)) %call+%
as.call(c(smoother,timeExpr, vector2call(smooth.args)))))
}
else {
smooth.formula <-
as.formula(call("~",as.call(c(smoother,timeExpr,
vector2call(smooth.args))) %call+%
as.call(c(as.name(":"),rhs(formula),timeExpr))))
}
}
}
if (!penalised && is.null(tvc.formula) && !is.null(tvc)) {
tvc.formulas <-
lapply(names(tvc), function(name)
call(":",
call("as.numeric",as.name(name)), # is this a good idea?
as.call(c(smoother,
if (link.type=="AH") timeExpr else call("log",timeExpr),
if (penalised) vector2call(list(k=tvc[[name]]))
else vector2call(if (cure) list(cure=cure,df=tvc[[name]])
else list(df=tvc[[name]]))))))
if (length(tvc.formulas)>1)
tvc.formulas <- list(Reduce(`%call+%`, tvc.formulas))
tvc.formula <- as.formula(call("~",tvc.formulas[[1]]))
}
if (penalised && is.null(tvc.formula) && !is.null(tvc)) {
tvc.formulas <-
lapply(names(tvc), function(name)
as.call(c(quote(s),
call("log",timeExpr),
vector2call(list(by=as.name(name),k=tvc[[name]])))))
if (length(tvc.formulas)>1)
tvc.formulas <- list(Reduce(`%call+%`, tvc.formulas))
tvc.formula <- as.formula(call("~",tvc.formulas[[1]]))
## remove any main effects (special case: a single term)
Terms <- terms(formula)
constantOnly <- FALSE
for (name in names(tvc)) {
.i <- match(name,attr(Terms,"term.labels"))
if (!is.na(.i)) {
if (.i==1 && length(attr(Terms,"term.labels"))==1) {
constantOnly <- TRUE
} else Terms <- stats::drop.terms(Terms,.i,keep=TRUE)
}
}
formula <- formula(Terms)
if (constantOnly)
rhs(formula) <- quote(1)
rm(constantOnly,Terms)
}
if (!is.null(tvc.formula)) {
rhs(smooth.formula) <- rhs(smooth.formula) %call+% rhs(tvc.formula)
}
if (baseoff)
rhs(smooth.formula) <- rhs(tvc.formula)
full.formula <- formula
if (link.type == "AH") {
rhs(full.formula) <- rhs(smooth.formula)
} else {
rhs(full.formula) <- rhs(formula) %call+% rhs(smooth.formula)
}
Z.formula <- Z
##
tf <- terms.formula(smooth.formula, specials = c("s", "te"))
terms <- attr(tf, "term.labels")
##
##
## Different models:
## lm (full.formula - cluster), survreg (formula - cluster), coxph (formula - cluster), full
lm.formula <- formula(full.formula)
base.formula <- formula
## Specials:
specials.names <- c("cluster","bhazard","offset")
specials <- attr(terms.formula(formula, specials.names), "specials")
spcall <- mf
spcall[[1]] <- quote(stats::model.frame)
spcall$formula <- terms(formula, specials.names, data = data)
mf2 <- eval(spcall, parent.frame())
if (any(!sapply(specials,is.null))) {
cluster.index <- specials$cluster
bhazard.index <- specials$bhazard
if (length(cluster.index)>0) {
cluster <- mf2[, cluster.index]
frailty = !is.null(cluster) && !robust && !copula
cluster.index2 <- attr(terms.formula(full.formula, "cluster"), "specials")$cluster
base.formula <- formula(stats::drop.terms(terms(mf2), cluster.index - 1, keep.response=TRUE))
lm.formula <- formula(stats::drop.terms(terms(full.formula), cluster.index2 - 1))
} else {
cluster.index2 = NULL
}
if (length(bhazard.index)>0) {
bhazard <- mf2[, bhazard.index]
bhazard.index2 <- attr(terms.formula(full.formula, "bhazard"), "specials")$bhazard
termobj = terms(mf2)
dropped.terms = if(length(attr(termobj,"term.labels"))==1) reformulate("1", response=termobj[[2L]], intercept=TRUE, env=environment(termobj)) else stats::drop.terms(terms(mf2), bhazard.index - 1, keep.response=TRUE)
base.formula <- formula(dropped.terms)
lm.formula <- formula(stats::drop.terms(terms(full.formula), bhazard.index2 - 1))
} else {
bhazard.index2 = NULL
}
if (length(cluster.index)>0 && length(bhazard.index)>0) {
dropped.terms = if(length(attr(termobj,"term.labels"))==2) reformulate("1", response=termobj[[2L]], intercept=TRUE, env=environment(termobj)) else stats::drop.terms(terms(mf2), c(cluster.index,bhazard.index) - 1, keep.response=TRUE)
base.formula <- formula(dropped.terms)
## base.formula <- formula(stats::drop.terms(terms(mf2),
## c(cluster.index,bhazard.index) - 1,
## keep.response=TRUE))
lm.formula <- formula(stats::drop.terms(terms(full.formula),
c(cluster.index2,bhazard.index2) - 1))
}
## rm(mf2,spcall)
}
## offset
offset <- as.vector(stats::model.offset(mf2))
rm(mf2)
## deprecated code for cluster
cluster <- substitute(cluster)
cluster <- switch(class(cluster),
integer=cluster,
numeric=cluster,
call=eval(cluster, data, parent.frame()),
NULL=NULL,
name=eval(cluster, data, parent.frame()),
character=data[[cluster]])
## deprecated code for bhazard
bhazard <- substitute(bhazard)
bhazard <- switch(class(bhazard),
integer=bhazard,
numeric=bhazard,
call=eval(bhazard,data,parent.frame()),
NULL=rep(0,nrow(data)),
name=eval(bhazard, data, parent.frame()),
character=data[[bhazard]])
##
subset.expr <- substitute(subset)
if(inherits(subset.expr,"NULL")) subset.expr <- TRUE
.include <- complete.cases(model.matrix(formula, data)) &
!is.na(eval(eventExpr,data,parent.frame())) &
eval(subset.expr,data,parent.frame())
options(na.action = na.action.old)
if (!interval) {
time <- eval(timeExpr,data,parent.frame())
if (any(is.na(time))) warning("Some event times are NA")
if (any(ifelse(is.na(time),FALSE,time<=0))) warning("Some event times <= 0")
.include <- .include & ifelse(is.na(time), FALSE, time>0)
}
time0Expr <- NULL # initialise
if (delayed) {
time0Expr <- lhs(formula)[[2]]
if (time0Var == "")
time0Var <- all.vars(time0Expr)
time0 <- eval(time0Expr,data,parent.frame())
if (any(is.na(time0))) warning("Some entry times are NA")
if (any(ifelse(is.na(time0),FALSE,time0<0))) warning("Some entry times < 0")
.include <- .include & ifelse(is.na(time0), FALSE, time0>=0)
}
if (!is.null(substitute(weights)))
.include <- .include & !is.na(eval(substitute(weights),data,parent.frame()))
##
if (!is.null(cluster))
.include <- .include & !is.na(cluster)
.include <- .include & !is.na(bhazard)
if (!is.null(offset))
.include <- .include & !is.na(offset)
excess <- !all(bhazard==0)
##
data <- data[.include, , drop=FALSE]
## we can now evaluate over data
time <- eval(timeExpr, data, parent.frame())
if (delayed) {
time0 <- eval(time0Expr, data, parent.frame())
}
event <- eval(eventExpr,data,parent.frame())
if (!interval)
event <- if (length(unique(event))==1) rep(TRUE, length(event))
else event <- event > min(event)
nevent <- sum(event)
if (!is.null(cluster))
cluster <- cluster[.include]
bhazard <- bhazard[.include]
offset <- if (is.null(offset)) rep(0,sum(.include)) else offset[.include]
if (copula && delayed)
stop("Copulas not currently defined for delayed entry")
## setup for initial values
if (!interval) {
## Cox regression
coxph.call <- mf
coxph.call[[1L]] <- quote(survival::coxph)
coxph.strata <- substitute(coxph.strata)
coxph.call$data <- quote(coxph.data)
coxph.data <- data # ?
coxph.call$formula <- base.formula
if (!is.null(coxph.formula)) {
temp <- coxph.call$formula
rhs(temp) <- rhs(temp) %call+% rhs(coxph.formula)
coxph.call$formula <- temp
}
if (!is.null(coxph.strata)) {
temp <- coxph.call$formula
rhs(temp) <- rhs(temp) %call+% call("strata",coxph.strata)
coxph.call$formula <- temp
}
coxph.call$model <- TRUE
coxph.obj <- eval(coxph.call, coxph.data)
y <- model.extract(model.frame(coxph.obj),"response")
data$logHhat <- if (is.null(bhazard)) {
link$link(pmin(1-control$eps.init,
pmax(control$eps.init,Shat(coxph.obj))))
} else link$link(pmin(1-control$eps.init,
pmax(control$eps.init,Shat(coxph.obj)/
exp(-control$bhazinit*bhazard*time))))
if ((frailty || copula) && is.null(logtheta)) { # fudge for copulas
coxph.data$.cluster <- as.vector(unclass(factor(cluster)))
coxph.formula <- coxph.call$formula
rhs(coxph.formula) <- rhs(coxph.formula) %call+%
call("frailty",as.name(".cluster"),
distribution=switch(RandDist,LogN="gaussian",Gamma="gamma"))
coxph.call$formula <- coxph.formula
coxph.obj <- if (control$suppressWarnings.coxph.frailty) suppressWarnings(eval(coxph.call, coxph.data)) else eval(coxph.call, coxph.data)
logtheta <- log(coxph.obj$history[[1]]$theta)
}
}
if (interval) {
## survref regression
survreg.call <- mf
survreg.call[[1L]] <- as.name("survreg")
survreg.call$formula <- base.formula
survreg.obj <- eval(survreg.call, envir=parent.frame())
weibullShape <- 1/survreg.obj$scale
weibullScale <- predict(survreg.obj)
y <- model.extract(model.frame(survreg.obj),"response")
data$logHhat <- link$link(pmin(1-control$eps.init,
pmax(control$eps.init,
pweibull(time,weibullShape,weibullScale,lower.tail=FALSE))))
##
if ((frailty || copula) && is.null(logtheta)) {
logtheta <- -1
}
}
## initial values and object for lpmatrix predictions
lm.call <- mf
lm.call[[1L]] <- if (penalised) quote(gam) else quote(stats::lm)
lhs(lm.formula) <- quote(logHhat) # new response
lm.call$formula <- lm.formula
dataEvents <- data[event,]
if (interval) {
dataEvents <- data[event>0, , drop=FALSE]
}
lm.call$data <- quote(dataEvents) # events only
if (penalised) {
lm.call$sp <- sp
if (is.null(sp) && !is.null(sp.init) && (length(sp.init)>1 || sp.init!=1))
lm.call$sp <- sp.init
}
lm.obj <- eval(lm.call)
## re-run gam if sp.init==1 (default)
if (penalised && is.null(sp) && !is.null(sp.init) && length(sp.init)==1 && sp.init==1) {
sp.init <- lm.call$sp <- rep(sp.init,length=length(lm.obj$sp))
lm.obj <- eval(lm.call)
}
has.init <- !is.null(init)
if (!has.init) {
init <- coef(lm.obj)
} else {
stopifnot(length(init) == length(coef(lm.obj)))
}
##
## set up mf and wt
mt <- terms(lm.obj)
mf <- model.frame(lm.obj)
## wt <- model.weights(lm.obj$model)
wt <- if (is.null(substitute(weights))) rep(1,nrow(data)) else eval(substitute(weights),data,parent.frame())
##
## XD matrix
## lpfunc <- function(delta,fit,dataset,var) {
## dataset[[var]] <- dataset[[var]]+delta
## lpmatrix.lm(fit,dataset)
## }
lpfunc <- if (penalised) function(x,...) {
newdata <- data
newdata[[timeVar]] <- x
predict(lm.obj,newdata,type="lpmatrix")
} else function(x,fit,data,var) {
data[[var]] <- x
lpmatrix.lm(fit,data)
}
## initialise values specific to either delayed entry or interval-censored
ind0 <- FALSE
map0 <- 0L
which0 <- 0
wt0 <- 0
ttype <- 0
transX <- function(X, data) X
transXD <- function(XD) XD
smooth <- if (penalised) lm.obj$smooth else NULL
if (!interval) { # surv.type %in% c("right","counting")
X <- if (penalised) predict(lm.obj,data,type="lpmatrix") else lpmatrix.lm(lm.obj,data)
if (link.type=="AH") {
datat0 <- data
datat0[[timeVar]] <- 0
X00 <- if (penalised) predict(lm.obj, datat0, type="lpmatrix")
else lpmatrix.lm(lm.obj,datat0)
index0 <- which.dim(X - X00)
if (penalised)
smooth <- lapply(smooth, function(smoothi) {
Sindex <- which((1:ncol(X) %in% index0)[smoothi$first.para:smoothi$last.para])
para <- range(which((1:ncol(X) %in% smoothi$first.para:smoothi$last.para)[index0]))
smoothi$S[[1]] <- smoothi$S[[1]][Sindex,Sindex]
smoothi$first.para <- para[1]
smoothi$last.para <- para[2]
smoothi
})
rm(X00)
transX <- function(X, data) {
datat0 <- data
datat0[[timeVar]] <- 0
Xt0 <- if (penalised) predict(lm.obj,datat0,type="lpmatrix")
else lpmatrix.lm(lm.obj,datat0)
(X - Xt0)[, index0, drop=FALSE]
}
transXD <- function(XD) XD[, index0, drop=FALSE]
init <- init[index0]
}
X <- transX(X,data)
XD <- if (penalised) transXD(grad1(lpfunc,data[[timeVar]],
log.transform=log.time.transform))
else transXD(grad1(lpfunc,data[[timeVar]],lm.obj,data,timeVar,
log.transform=log.time.transform))
X1 <- matrix(0,nrow(X),ncol(X))
X0 <- matrix(0,1,ncol(X))
if (delayed && all(time0==0)) delayed <- FALSE # CAREFUL HERE: delayed redefined
if (delayed) {
ind0 <- time0>0
map0 <- vector("integer",nrow(X))
map0[ind0] <- as.integer(1:sum(ind0))
map0[!ind0] <- NaN
##which0 <- which(ind0)
which0 <- 1:nrow(X)
which0[!ind0] <- NaN
data0 <- data[ind0,,drop=FALSE] # data for delayed entry times
data0[[timeVar]] <- data0[[time0Var]]
X0 <- if (penalised) transX(predict(lm.obj,data0,type="lpmatrix"), data0)
else transX(lpmatrix.lm(lm.obj, data0), data0)
wt0 <- wt[ind0]
rm(data0)
}
} else { ## interval-censored
## ttime <- eventInstance[,1]
## ttime2 <- eventInstance[,2]
ttype <- eventInstance[,3]
X <- if (penalised) transX(predict(lm.obj,data,type="lpmatrix"), data)
else transX(lpmatrix.lm(lm.obj,data),data)
XD <- if (penalised) transXD(grad1(lpfunc,data[[timeVar]],
log.transform=log.time.transform))
else transXD(grad1(lpfunc,data[[timeVar]],lm.obj,data,timeVar,
log.transform=log.time.transform))
data0 <- data
data0[[timeVar]] <- data0[[as.character(time2Expr)]]
data0[[timeVar]] <- ifelse(data0[[timeVar]]<=0 | data0[[timeVar]]==Inf,NA,data0[[timeVar]])
X1 <- if (penalised) transX(predict(lm.obj,data0,type="lpmatrix"), data0)
else transX(lpmatrix.lm(lm.obj, data0), data0)
X0 <- matrix(0,nrow(X),ncol(X))
rm(data0)
}
if (frailty || copula) {
Z.formula <- Z
Z <- model.matrix(Z, data)
if (ncol(Z)>2) stop("Current implementation only allows for one or two random effects")
if (ncol(Z)==2) {
init <- c(init,logtheta1=logtheta,corrtrans=0,logtheta2=logtheta)
} else init <- c(init, logtheta=unname(logtheta))
} else {
Z.formula <- NULL
Z <- matrix(1,1,1)
}
## check for missing initial values
if (any(is.na(init) | is.nan(init)))
stop("Some missing initial values - check that the design matrix is full rank.")
## smoothing parameters
## cases:
## (1) sp fixed
## (2) sp.init
## (3) use GAM
no.sp <- is.null(sp)
if (penalised && no.sp) {
sp <- if(is.null(lm.obj$full.sp)) lm.obj$sp else lm.obj$full.sp
if (!is.null(sp.init)) sp <- sp.init
}
if (length(control$mle2.control$parscale)==1)
control$mle2.control$parscale <- rep(control$mle2.control$parscale,length(init))
if (is.null(names(control$mle2.control$parscale)))
names(control$mle2.control$parscale) <- names(init)
if (control$use.gr == FALSE)
control$optimiser <- "NelderMead"
args <- list(init=init,X=X,XD=XD,bhazard=bhazard,wt=wt,event=ifelse(event,1,0),time=time,
delayed=delayed, interval=interval, X0=X0, wt0=wt0, X1=X1,
parscale=control$mle2.control$parscale,
kappa=control$kappa.init,outer_optim=control$outer_optim,
smooth=if(control$penalty == "logH") smooth else design,
sp=sp, reltol_search=control$reltol.search, reltol=control$reltol.final,
reltol_outer=control$reltol.outer, trace=control$trace,
alpha=alpha, criterion=switch(control$criterion,GCV=1,BIC=2),
oldcluster=cluster, frailty=frailty, robust=robust,
cluster=if(!is.null(cluster)) as.vector(unclass(factor(cluster))) else NULL,
map0 = map0 - 1L, ind0 = ind0, which0 = which0 - 1L, link=link.type, ttype=ttype,
RandDist=RandDist, optimiser=control$optimiser, log.time.transform=log.time.transform,
type=if (frailty && RandDist=="Gamma") "stpm2_gamma_frailty" else if (frailty && RandDist=="LogN") "stpm2_normal_frailty" else "stpm2",
recurrent = recurrent, return_type="optim", transX=transX, transXD=transXD,
maxkappa=control$maxkappa, Z=Z, Z.formula = Z.formula, thetaAO = theta.AO,
excess=excess, data=data, copula=copula,
robust_initial = control$robust_initial, .include=.include,
offset=as.vector(offset))
## checks on the parameters
stopifnot(all(dim(args$X) == dim(args$XD)))
if (!frailty && !copula) {
stopifnot(length(args$init) == ncol(args$X))
} else {
stopifnot(length(args$init) == ncol(args$X)+ncol(Z))
}
if (penalised) args$type <- if (frailty && RandDist=="Gamma") "pstpm2_gamma_frailty"
else if (frailty && RandDist=="LogN") "pstpm2_normal_frailty"
else "pstpm2"
if (copula) args$type <- if (penalised) "pstpm2_clayton_copula" else "stpm2_clayton_copula"
if (frailty || copula) {
rule <- fastGHQuad::gaussHermiteData(control$nodes)
args$gauss_x <- rule$x
args$gauss_w <- rule$w
args$adaptive <- control$adaptive
if (ncol(args$Z)>1) {
control$use.gr <- FALSE
if(penalised)
stop("Multiple frailties not implemented for penalised models.")
args$type <- "stpm2_normal_frailty_2d"
args$Z <- as.matrix(args$Z)
## args$adaptive <- FALSE # adaptive not defined
## args$optimiser <- "NelderMead" # gradients not defined
} else args$Z <- as.vector(args$Z)
}
if (penalised) {
## penalty function
pfun <- function(beta,sp) {
sum(sapply(1:length(lm.obj$smooth),
function(i) {
smoother <- lm.obj$smooth[[i]]
betai <- beta[smoother$first.para:smoother$last.para]
sp[i]/2 * betai %*% smoother$S[[1]] %*% betai
}))
}
negllsp <- function(beta,sp) {
localargs <- args
localargs$sp <- sp
localargs$init <- beta
localargs$return_type <- "objective"
negll <- .Call("model_output", localargs, PACKAGE="rstpm2")
localargs$return_type <- "feasible"
feasible <- .Call("model_output", localargs, PACKAGE="rstpm2")
attr(negll,"feasible") <- feasible
return(negll)
}
negll0sp <- function(beta,sp) {
localargs <- args
localargs$sp <- sp
localargs$init <- beta
localargs$return_type <- "objective0"
negll <- .Call("model_output", localargs, PACKAGE="rstpm2")
localargs$return_type <- "feasible"
feasible <- .Call("model_output", localargs, PACKAGE="rstpm2")
attr(negll,"feasible") <- feasible
return(negll)
}
## unused?
dpfun <- function(beta,sp) {
deriv <- beta*0
for (i in 1:length(lm.obj$smooth))
{
smoother <- lm.obj$smooth[[i]]
ind <- smoother$first.para:smoother$last.para
deriv[ind] <- sp[i] * smoother$S[[1]] %*% beta[ind]
}
return(deriv)
}
if (control$penalty == "h") {
## a current limitation is that the hazard penalty needs to extract the variable names from the smoother objects (e.g. log(time) will not work)
stopifnot(sapply(lm.obj$smooth,function(obj) obj$term) %in% names(data) ||
!is.null(smoother.parameters))
## new penalty using the second derivative of the hazard
design <- smootherDesign(lm.obj,data,smoother.parameters)
pfun <- function(beta,sp) {
sum(sapply(1:length(design), function(i) {
obj <- design[[i]]
s0 <- as.vector(obj$X0 %*% beta)
s1 <- as.vector(obj$X1 %*% beta)
s2 <- as.vector(obj$X2 %*% beta)
s3 <- as.vector(obj$X3 %*% beta)
h2 <- (s3+3*s1*s2+s1^3)*exp(s0)
sp[i]/2*obj$lambda*sum(obj$w*h2^2)
}))
}
dpfun <- function(beta,sp) {
if (frailty || copula) beta <- beta[-length(beta)]
deriv <- beta*0
for (i in 1:length(design)) {
obj <- design[[i]]
s0 <- as.vector(obj$X0 %*% beta)
s1 <- as.vector(obj$X1 %*% beta)
s2 <- as.vector(obj$X2 %*% beta)
s3 <- as.vector(obj$X3 %*% beta)
h2 <- (s3+3*s1*s2+s1^3)*exp(s0)
dh2sq.dbeta <- 2*h2*(exp(s0)*(obj$X3+3*(obj$X1*s2+obj$X2*s1)+3*s1^2*obj$X1)+h2*obj$X0)
deriv <- deriv + sp[i]*obj$lambda*colSums(obj$w*dh2sq.dbeta)
}
deriv
}
}
gradnegllsp <- function(beta,sp) {
localargs <- args
localargs$init <- beta
localargs$return_type <- "gradient"
.Call("model_output", localargs, PACKAGE="rstpm2")
}
gradnegll0sp <- function(beta,sp) {
localargs <- args
localargs$init <- beta
localargs$return_type <- "gradient0"
.Call("model_output", localargs, PACKAGE="rstpm2")
}
logli <- function(beta) {
localargs <- args
localargs$init <- beta
localargs$return_type <- "li"
return(.Call("model_output", localargs, PACKAGE="rstpm2"))
}
args$logli2 <- function(beta,offset) {
localargs <- args
localargs$init <- beta
localargs$offset <- offset
localargs$return_type <- "li"
return(.Call("model_output", localargs, PACKAGE="rstpm2"))
}
like <- function(beta) {
eta <- as.vector(X %*% beta)
etaD <- as.vector(XD %*% beta)
h <- link$h(eta,etaD) + bhazard
H <- link$H(eta)
ll <- sum(wt[event]*log(h[event])) - sum(wt*H)
if (delayed) {
eta0 <- as.vector(X0 %*% beta)
## etaD0 <- as.vector(XD0 %*% beta)
ll <- ll + sum(wt0*link$H(eta0))
}
return(ll)
}
if (no.sp && !is.null(sp.init)) {
if(!is.null(lm.obj$full.sp)) lm.obj$sp <- lm.obj$full.sp
value <- NULL
while(is.na(value <- negllsp(init,lm.obj$sp)) || !attr(value,"feasible")) {
lm.call$sp <- lm.obj$sp * 5
if (no.sp) sp <- lm.call$sp
## Unresolved: should we change sp.init if the initial values are not feasible?
lm.obj <- eval(lm.call)
if(!is.null(lm.obj$full.sp)) lm.obj$sp <- lm.obj$full.sp
init <- coef(lm.obj)
if (frailty || copula)
init <- c(init,logtheta=logtheta)
if (all(lm.obj$sp > 1e5)) break
## stop("Initial values not valid and revised sp>1e5")
}
args$sp <- lm.obj$sp
} else args$sp <- sp
## ### Using exterior penalty method for nonlinear constraints: h(t)>=0 or increasing logH(t)
## ### Some initial values should be outside the feasible region
## while(all(XD%*%init>=0)){
## init <- init+0.001
## }
## ### Check initial value
## if(any(XD%*%init<=0)) {
## cat("Some initial values are exactly outside the feasible region of this problem","\n")
## }
## MLE
args$return_type <- if (!no.sp) "optim_fixed"
else if (length(sp)>1) "optim_multivariate"
else "optim_first"
} else { # un-penalised models
negll <- function(beta) {
localargs <- args
localargs$return_type <- "objective"
localargs$init <- beta
return(.Call("model_output", localargs, PACKAGE="rstpm2"))
}
gradnegll <- function(beta) {
localargs <- args
localargs$init <- beta
localargs$return_type <- "gradient"
return(.Call("model_output", localargs, PACKAGE="rstpm2"))
}
fdgradnegll <- function(beta, eps=1e-6) {
sapply(1:length(beta), function(i) {
betau <- betal <- beta
betau[i] <- beta[i]+eps
betal[i] <- beta[i]-eps
(negll(betau)-negll(betal))/2/eps
})
}
logli <- function(beta) {
localargs <- args
localargs$init <- beta
localargs$return_type <- "li"
return(.Call("model_output", localargs, PACKAGE="rstpm2"))
}
args$logli2 <- function(beta,offset) {
localargs <- args
localargs$init <- beta
localargs$offset <- offset
localargs$return_type <- "li"
return(.Call("model_output", localargs, PACKAGE="rstpm2"))
}
parnames(negll) <- parnames(gradnegll) <- names(init)
}
## MLE
if ((frailty || copula) && !has.init) { # first fit without the frailty
args2 <- args
args2$frailty <- args2$copula <- FALSE
args2$cluster <- NULL
args2$type <- if (penalised) "pstpm2" else "stpm2"
localIndex <- 1:(length(args2$init)-1)
args2$init <- args2$init[localIndex]
args2$parscale <- args2$parscale[localIndex]
fit <- .Call("model_output", args2, PACKAGE="rstpm2")
rm(args2)
args$init <- c(fit$coef,logtheta)
}
fit <- .Call("model_output", args, PACKAGE="rstpm2")
args$init <- coef <- as.vector(fit$coef)
if (penalised) {
args$sp <- sp <- fit$sp <- as.vector(fit$sp)
edf <- fit$edf
edf_var<- as.vector(fit$edf_var)
names(edf_var) <- sapply(lm.obj$smooth,"[[","label")
negll <- function(beta) negllsp(beta,sp)
gradnegll <- function(beta) gradnegllsp(beta,sp)
parnames(negll) <- parnames(gradnegll) <- names(init)
}
args$kappa.final <- fit$kappa
hessian <- fit$hessian
names(coef) <- rownames(hessian) <- colnames(hessian) <- names(init)
mle2 <- if (control$use.gr) mle2(negll, coef, vecpar=TRUE, control=control$mle2.control,
gr=gradnegll, ..., eval.only=TRUE)
else mle2(negll, coef, vecpar=TRUE, control=control$mle2.control, ..., eval.only=TRUE)
mle2@details$convergence <- if (penalised) 0 else fit$fail # fit$itrmcd
if (inherits(vcov <- try(solve(hessian,tol=0)), "try-error")) {
if (control$optimiser=="NelderMead") {
warning("Non-invertible Hessian")
mle2@vcov <- matrix(NA,length(coef), length(coef))
}
if (control$optimiser!="NelderMead") {
warning("Non-invertible Hessian - refitting with Nelder-Mead")
args$optimiser <- "NelderMead"
fit <- .Call("model_output", args, PACKAGE="rstpm2")
args$init <- coef <- as.vector(fit$coef)
args$kappa.final <- fit$kappa
hessian <- fit$hessian
names(coef) <- rownames(hessian) <- colnames(hessian) <- names(init)
mle2 <- mle2(negll, coef, vecpar=TRUE, control=control, ..., eval.only=TRUE)
mle2@vcov <- if (!inherits(vcov <- try(solve(hessian,tol=0)), "try-error")) vcov else matrix(NA,length(coef), length(coef))
mle2@details$convergence <- fit$fail # fit$itrmcd
if (inherits(vcov <- try(solve(hessian,tol=0)), "try-error"))
warning("Non-invertible Hessian - refitting failed")
}
} else {
mle2@vcov <- vcov
}
mle2@details$conv <- mle2@details$convergence
args$gradnegll = gradnegll
if (penalised) {
out <- new("pstpm2",
call = mle2@call,
call.orig = mle2@call,
coef = mle2@coef,
fullcoef = mle2@fullcoef,
vcov = mle2@vcov,
min = mle2@min,
details = mle2@details,
minuslogl = mle2@minuslogl,
method = mle2@method,
optimizer = "optim", # mle2@optimizer
data = data, # mle2@data, which uses as.list()
formula = mle2@formula,
xlevels = .getXlevels(mt, mf),
##contrasts = attr(X, "contrasts"),
contrasts = NULL, # wrong!
logli = logli,
##weights = weights,
Call = Call,
terms = mt,
model.frame = mf,
gam = lm.obj,
timeVar = timeVar,
time0Var = time0Var,
timeExpr = timeExpr,
time0Expr = time0Expr,
like = like,
## fullformula = fullformula,
delayed=delayed,
frailty = frailty,
x = X,
xd = XD,
termsd = mt, # wrong!
y = y,
sp = sp,
nevent=nevent,
link=link,
edf=edf,
edf_var=edf_var,
df=edf,
args=args)
if (robust && !frailty) {
## Bread matrix
bread.mat <- solve(fit$hessian,tol=0)
## Meat matirx calculated with individual penalized score functions
beta.est <- fit$coef
sp.opt <- fit$sp
eta <- as.vector(args$X %*% beta.est)
etaD <- as.vector(XD %*% beta.est)
h <- link$h(eta,etaD) + bhazard
H <- link$H(eta)
gradh <- link$gradh(eta,etaD,args)
gradH <- link$gradH(eta,args)
## right censored data
score.ind <- t(wt*(gradH - ifelse(event,1/h,0)*gradh)) + dpfun(beta.est, sp.opt)/nrow(gradH)
meat.mat <- var(t(score.ind))*nrow(gradH)
out@vcov <- bread.mat %*% meat.mat %*% t(bread.mat)
}
} else {
out <- new("stpm2",
call = mle2@call,
call.orig = mle2@call,
coef = mle2@coef,
fullcoef = mle2@fullcoef,
vcov = mle2@vcov,
min = mle2@min,
details = mle2@details,
minuslogl = mle2@minuslogl,
method = mle2@method,
data = as.data.frame(data),
formula = mle2@formula,
optimizer = "optim",
xlevels = .getXlevels(mt, mf),
##contrasts = attr(X, "contrasts"),
contrasts = contrasts,
logli = logli,
##weights = weights,
Call = Call,
terms = mt,
model.frame = mf,
lm = lm.obj,
timeVar = timeVar,
time0Var = time0Var,
timeExpr = timeExpr,
time0Expr = time0Expr,
delayed = delayed,
interval = interval,
frailty = frailty,
call.formula = formula,
x = X,
xd = XD,
termsd = mt, # wrong!
y = y,
link=link,
args=args)
if (robust && !frailty) # kludge
out@vcov <- sandwich.stpm2(out, cluster=cluster)
attr(out,"nobs") <- nrow(out@x) # for logLik method
}
return(out)
}
stpm2 <- function(formula, data, weights=NULL, subset=NULL, coxph.strata=NULL, ...) {
m <- match.call()
m[[1L]] <- quote(gsm)
m$penalised <- FALSE
out <- eval(m,data,parent.frame())
out@Call <- match.call()
out
}
pstpm2 <- function(formula, data, weights=NULL, subset=NULL, coxph.strata=NULL, ...) {
m <- match.call()
m[[1L]] <- quote(gsm)
m$penalised <- TRUE
out <- eval(m,data,parent.frame())
out@Call <- match.call()
out
}
setMethod("update", "stpm2", function(object, ...) {
object@call = object@Call
update.default(object, ...)
})
setMethod("show", "stpm2",
function(object) {
object@call.orig <- object@Call
show(as(object,"mle2"))
})
setClass("summary.stpm2",
representation(frailty="logical",theta="list",wald="matrix",args="list"),
contains="summary.mle2")
corrtrans <- function(x) (1-exp(-x)) / (1+exp(-x))
setMethod("summary", "stpm2",
function(object) {
newobj <- as(summary(as(object,"mle2")),"summary.stpm2")
newobj@args <- object@args
newobj@frailty <- object@frailty
newobj@call <- object@Call
if ((object@frailty || object@args$copula) && !is.matrix(object@args$Z)) {
coef <- coef(newobj)
theta <- exp(coef[nrow(coef),1])
se.logtheta <- coef[nrow(coef),2]
se.theta <- theta*se.logtheta
test.statistic <- (1/se.logtheta)^2
p.value <- pchisq(test.statistic,df=1,lower.tail=FALSE)/2
newobj@theta <- list(theta=theta, se.theta=se.theta, p.value=p.value)
} else if (object@frailty && is.matrix(object@args$Z) && ncol(object@args$Z)==2) {
coef <- coef(object)
index <- (length(coef)-2):length(coef)
coef <- coef[index]
vcov <- vcov(object)[index,index]
rho <- corrtrans(g12 <- coef[2])
theta <- c(theta1=exp(coef[1]),corr=rho,theta2=exp(coef[3]))
se.theta <- c(theta[1]*sqrt(vcov[1,1]),
2*exp(-g12)/(1+exp(-g12))^2*sqrt(vcov[2,2]),
theta[3]*sqrt(vcov[3,3]))
se.logtheta <- c(theta1=sqrt(vcov[1,1]),
corr=sqrt(vcov[2,2])/coef[2],
theta2=sqrt(vcov[3,3]))
test.statistic <- (1/se.logtheta)^2
p.value <- pchisq(test.statistic,df=1,lower.tail=FALSE)/2
newobj@theta <- list(theta=theta, se.theta=se.theta, p.value=p.value)
} else newobj@theta <- list()
newobj@wald <- matrix(NA,1,1) # needed by summary.pstpm2
newobj })
setMethod("show", "summary.stpm2",
function(object) {
show(as(object,"summary.mle2"))
if (object@frailty || object@args$copula) {
if (is.matrix(object@args$Z)) {
cat("Random effects model: corr=(1-exp(-corrtrans))/(1+exp(-corrtrans))")
cat(sprintf("\ntheta1=%g\tse=%g\tp=%g\n",
object@theta$theta[1],object@theta$se.theta[1],object@theta$p.value[1]))
cat(sprintf("\ncorr=%g\tse=%g\tp=%g\n",
object@theta$theta[2],object@theta$se.theta[2],object@theta$p.value[2]))
cat(sprintf("\ntheta2=%g\tse=%g\tp=%g\n",
object@theta$theta[3],object@theta$se.theta[3],object@theta$p.value[3]))
} else {
cat(sprintf("\ntheta=%g\tse=%g\tp=%g\n",
object@theta$theta,object@theta$se.theta,object@theta$p.value))
}
}
})
setMethod("predictnl", "stpm2",
function(object,fun,newdata=NULL,link=c("I","log","cloglog","logit"), gd=NULL, ...)
{
link <- match.arg(link)
## invlinkf <- switch(link,I=I,log=exp,cloglog=cexpexp,logit=expit)
linkf <- eval(parse(text=link))
if (is.null(newdata) && !is.null(object@data))
newdata <- object@data
localf <- function(coef,...)
{
object@fullcoef = coef
linkf(fun(object,...))
}
dm <- numDeltaMethod(object,localf,newdata=newdata,gd=gd,...)
## ci <- confint(dm, level = level)
## out <- invlinkf(data.frame(Estimate=dm$fit,
## lower=ci[,1],
## upper=ci[,2]))
## ## cloglog switches the bounds
## if (link=="cloglog")
## out <- data.frame(Estimate=out$Estimate,lower=out$upper,upper=out$lower)
## return(out)
return(dm)
})
##
setMethod("predictnl", "aft",
function(object,fun,newdata=NULL,link=c("I","log","cloglog","logit"), gd=NULL, ...)
{
link <- match.arg(link)
linkf <- eval(parse(text=link))
if (is.null(newdata) && !is.null(object@args$data))
newdata <- object@args$data
localf <- function(coef,...)
{
object@args$init <- object@fullcoef <- coef
linkf(fun(object,...))
}
numDeltaMethod(object,localf,newdata=newdata,gd=gd,...)
})
residuals.stpm2.base <- function(object, type=c("li","gradli")) {
type <- match.arg(type)
args <- object@args
if (type=="li") {
localargs <- args
localargs$return_type <- "li"
out <- as.vector(.Call("model_output", localargs, PACKAGE="rstpm2"))
names(out) <- rownames(args$X)
}
if (type=="gradli") {
localargs <- args
localargs$return_type <- "gradli"
out <- .Call("model_output", localargs, PACKAGE="rstpm2")
dimnames(out) <- dimnames(args$X)
}
return(out)
}
setMethod("residuals", "stpm2",
function(object, type=c("li","gradli"))
residuals.stpm2.base(object=object, type=match.arg(type)))
predict.stpm2.base <-
function(object, newdata=NULL,
type=c("surv","cumhaz","hazard","density","hr","sdiff","hdiff","loghazard","link","meansurv","meansurvdiff","meanhr","odds","or","margsurv","marghaz","marghr","meanhaz","af","fail","margfail","meanmargsurv","uncured","rmst","probcure","lpmatrix","gradh","gradH","rmstdiff"),
grid=FALSE, seqLength=300,
type.relsurv=c("excess","total","other"), ratetable = survival::survexp.us,
rmap, scale=365.24,
se.fit=FALSE, link=NULL, exposed=NULL, var=NULL, keep.attributes=FALSE,
use.gr=TRUE, level=0.95, n.gauss.quad=100, full=FALSE, ...)
{
type <- match.arg(type)
type.relsurv <- match.arg(type.relsurv)
args <- object@args
if (type %in% c("fail","margfail")) {
out <- 1-predict.stpm2.base(object, newdata=newdata,
type=switch(type, fail="surv", margfail="margsurv"),
grid=grid, seqLength=seqLength, type.relsurv=type.relsurv,
ratetable=ratetable, rmap=rmap, scale=scale,
se.fit=se.fit, link=link, exposed=exposed,
var=var, keep.attributes=keep.attributes,
use.gr=use.gr, level=level, n.gauss.quad=n.gauss.quad,
full=full, ...)
if (se.fit) {temp <- out$lower; out$lower <- out$upper; out$upper <- temp}
return(out)
}
if (is.null(link)) {
if(args$excess){
link <- switch(type, surv = "log", cumhaz = "I",
hazard = "I", hr = "I", sdiff = "I", hdiff = "I",
loghazard = "I", link = "I", odds = "log", or = "log",
margsurv = "log", marghaz = "I", marghr = "I",
meansurv = "I", meanhr = "I", meanhaz = "I", af = "I",
meansurvdiff = "I",
fail = "cloglog", uncured = "log", density = "log",
rmst = "I", probcure = "cloglog", lpmatrix="I", gradh="I",
gradH="I", rmstdiff="I")
} else {
link <- switch(type, surv = "cloglog", cumhaz = "log",
hazard = "log", hr = "log", sdiff = "I", hdiff = "I",
loghazard = "I", link = "I", odds = "log", or = "log",
margsurv = "cloglog", marghaz = "log", marghr = "log",
meansurv = "I", meanhr="log", meanhaz = "I", af = "I",
meansurvdiff = "I",
fail = "cloglog", uncured = "cloglog", density = "log",
rmst = "I", probcure = "cloglog", lpmatrix="I", gradh="I",
gradH="I", rmstdiff="I")
}
}
invlinkf <- switch(link,I=I,log=exp,cloglog=cexpexp,logit=expit)
linkf <- eval(parse(text=link))
if (type %in% c("uncured","probcure") && is.null(exposed))
exposed <- function(data) {
data[[object@timeVar]] <- max(args$time[which(args$event==1)])
data
}
if (is.null(exposed) && is.null(var) & type %in% c("hr","sdiff","hdiff","meansurvdiff","meanhr","or","marghr","af","uncured","probcure","rmstdiff"))
stop('Either exposed or var required for type in ("hr","sdiff","hdiff","meansurvdiff","meanhr","or","marghr","af","uncured","probcure")')
if (type %in% c('margsurv','marghaz','marghr','margfail','meanmargsurv') && !object@args$frailty)
stop("Marginal prediction only for frailty models")
if (is.null(exposed) && !is.null(var))
exposed <- incrVar(var)
## exposed is a function that takes newdata and returns the revised newdata
## var is a string for a variable that defines a unit change in exposure
if (is.null(newdata) && type %in% c("hr","sdiff","hdiff","meansurvdiff","meanhr","or","marghr","uncured","rmstdiff"))
stop("Prediction using type in ('hr','sdiff','hdiff','meansurvdiff','meanhr','or','marghr','uncured','probcure') requires newdata to be specified.")
calcX <- !is.null(newdata)
time <- NULL
if (is.null(newdata)) {
##mm <- X <- model.matrix(object) # fails (missing timevar)
X <- object@x
XD <- object@xd
##y <- model.response(object@model.frame)
y <- object@y
time <- as.vector(y[,ncol(y)-1])
newdata <- as.data.frame(object@data)
}
newdata2 <- NULL
lpfunc <- function(newdata)
if (inherits(object,"pstpm2"))
function(x,...) {
newdata2 <- newdata
newdata2[[object@timeVar]] <- x
predict(object@gam,newdata2,type="lpmatrix")
} else
function(x,...) {
newdata2 <- newdata
newdata2[[object@timeVar]] <- x
lpmatrix.lm(object@lm,newdata2)
}
## function(delta,fit,data,var) {
## data[[var]] <- data[[var]]+delta
## lpmatrix.lm(fit,data)
## }
## resp <- attr(Terms, "variables")[attr(Terms, "response")]
## similarly for the derivatives
if (grid) {
Y <- object@y
event <- Y[,ncol(Y)]==1 | object@args$interval
time <- object@data[[object@timeVar]]
eventTimes <- time[event]
tt <- seq(min(eventTimes),max(eventTimes),length=seqLength)[-1]
data.x <- data.frame(tt)
names(data.x) <- object@timeVar
newdata[[object@timeVar]] <- NULL
newdata <- merge(newdata,data.x)
calcX <- TRUE
}
if (type %in% c("rmst","rmstdiff")) {
stopifnot(object@timeVar %in% names(newdata))
quad <- gauss.quad(n.gauss.quad)
a <- 0
olddata = newdata
b <- newdata[[object@timeVar]]
time <- t(outer((b-a)/2,quad$nodes) + (a+b)/2)
weights <- outer(quad$weights, (b-a)/2)
rowidx = rep(1:nrow(newdata),each=nrow(time))
newdata <- newdata[rowidx,,drop=FALSE]
newdata[[object@timeVar]] <- as.vector(time)
calcX <- TRUE
}
if (args$excess) {
## rmap <- substitute(rmap)
if(type.relsurv != "excess"){
Sstar <- do.call(survexp, list(substitute(I(timeVar*scale)~1,list(timeVar=as.name(object@timeVar))),
ratetable=ratetable,
scale=scale,
rmap=substitute(rmap),
cohort=FALSE,
data=newdata))
Hstar <- -log(Sstar)
if (!is.null(newdata2))
Sstar2 <- do.call(survexp, list(substitute(I(timeVar*scale)~1,list(timeVar=as.name(object@timeVar))),
ratetable=ratetable,
scale=scale,
rmap=rmap,
cohort=FALSE,
data=newdata2))
Hstar <- -log(Sstar)
}
}
if (any(idx <- newdata[object@timeVar] == 0))
newdata[[object@timeVar]][idx] <- .Machine$double.xmin
if (calcX) {
if (inherits(object, "stpm2")) {
X <- object@args$transX(lpmatrix.lm(object@lm, newdata), newdata)
XD <- grad1(lpfunc(newdata),newdata[[object@timeVar]],
log.transform=object@args$log.time.transform)
XD <- object@args$transXD(XD)
}
if (inherits(object, "pstpm2")) {
X <- object@args$transX(predict(object@gam, newdata, type="lpmatrix"), newdata)
XD <- object@args$transXD(grad1(lpfunc(newdata),newdata[[object@timeVar]],
log.transform=object@args$log.time.transform))
}
## X <- args$transX(lpmatrix.lm(object@lm, newdata), newdata)
## XD <- grad(lpfunc,0,object@lm,newdata,object@timeVar)
## XD <- args$transXD(matrix(XD,nrow=nrow(X)))
}
## if (type %in% c("hazard","hr","sdiff","hdiff","loghazard","or","marghaz","marghr","fail","margsurv","meanmargsurv","uncured")) {
if (is.null(time)) {
## how to elegantly extract the time variable?
## timeExpr <-
## lhs(object@call.formula)[[length(lhs(object@call.formula))-1]]
time <- eval(object@timeExpr,newdata,parent.frame())
##
}
## if (any(time == 0)) time[time==0] <- .Machine$double.eps
## if (object@delayed && !object@interval) {
## newdata0 <- newdata
## newdata0[[object@timeVar]] <- newdata[[object@time0Var]]
## X0 <- lpmatrix.lm(object@lm, newdata0)
## ## XD0 <- grad(lpfunc,0,object@lm,newdata,object@timeVar)
## ## XD0 <- matrix(XD0,nrow=nrow(X0))
## }
if (type %in% c("hr","sdiff","hdiff","meansurvdiff","meanhr","or","marghr","af","uncured","probcure","rmstdiff")) {
newdata2 <- exposed(newdata)
if (inherits(object, "stpm2")) {
X2 <- object@args$transX(lpmatrix.lm(object@lm, newdata2), newdata2)
XD2 <- grad1(lpfunc(newdata2),newdata2[[object@timeVar]],
log.transform=object@args$log.time.transform)
XD2 <- object@args$transXD(XD2)
}
if (inherits(object, "pstpm2")) {
X2 <- object@args$transX(predict(object@gam, newdata2, type="lpmatrix"), newdata2)
XD2 <- object@args$transXD(grad1(lpfunc(newdata2),newdata2[[object@timeVar]],
log.transform=object@args$log.time.transform))
}
## X2 <- args$transX(lpmatrix.lm(object@lm, newdata2), newdata2)
## XD2 <- grad(lpfunc,0,object@lm,newdata2,object@timeVar)
## XD2 <- args$transXD(matrix(XD2,nrow=nrow(X)))
}
colMeans <- function(x) colSums(x)/apply(x,2,length)
if (object@frailty && type %in% c("af","meansurvdiff") && args$RandDist=="Gamma" && !object@args$interval && !object@args$delayed) {
times <- newdata[[object@timeVar]]
utimes <- sort(unique(times))
n <- nrow(X)/length(utimes)
n.cluster <- length(unique(args$cluster))
newlink <- object@link
beta <- coef(object)
npar <- length(beta)
logtheta <- beta[npar]
theta <- exp(beta[npar])
beta <- beta[-npar]
Hessian <- solve(vcov(object),tol=0)
eta <- as.vector(X %*% beta)
eta2 <- as.vector(X2 %*% beta)
S <- newlink$ilink(eta)
S2 <- newlink$ilink(eta2)
H <- -log(S)
H2 <- -log(S2)
marg <- function(logtheta,H) (1+exp(logtheta)*H)^(-1/exp(logtheta))
margS <- marg(logtheta,H)
margS2 <- marg(logtheta,H2)
dmarg.dlogtheta <- function(logtheta,H) {
theta <- exp(logtheta)
marg(logtheta,H)*(exp(-logtheta)*log(1+theta*H)-H/(1+theta*H))
}
## dmarg.dbeta <- function(logtheta,H,gradH) {
## theta <- exp(logtheta)
## -marg(logtheta,H)*gradH/(1+theta*H)
## }
## link <- link.PH; eps <- 1e-5; dmarg.dlogtheta(3,.2); (marg(3+eps,.2)-marg(3-eps,.2))/2/eps
## eps <- 1e-5; dmarg.dlogtheta(3,.2); (marg(3+eps,.2)-marg(3-eps,.2))/2/eps
##
meanS <- tapply(margS,times,mean)
meanS2 <- tapply(margS2,times,mean)
fit <- switch(type,af=1-(1-meanS2)/(1-meanS),meansurvdiff=meanS-meanS2)
se.fit <- vector("numeric",length(utimes))
for (i in 1:length(utimes)) {
index <- which(times==utimes[i])
newobj <- object
newobj@args$X <- X[index,,drop=FALSE]
newobj@args$XD <- XD[index,,drop=FALSE]
gradli <- residuals(newobj,type="gradli")
res <- cbind(margS[index]-mean(margS[index]),margS2[index]-mean(margS2[index]))
res <- apply(res,2,function(col) tapply(col,args$cluster,sum))
res <- cbind(res, gradli)
meat <- stats::var(res, na.rm=TRUE)
colnames(meat) <- rownames(meat) <- c("S","S0", names(beta),"logtheta")
S.hessian <- cbind(-diag(2)*n/n.cluster,
rbind(colSums(margS[index]*(-newlink$gradH(eta[index],list(X=X[index,,drop=FALSE]))/(1+theta*H[index])))/n.cluster,
colSums(margS2[index]*(-newlink$gradH(eta2[index],list(X=X2[index,,drop=FALSE]))/(1+theta*H2[index])))/n.cluster),
c(sum(dmarg.dlogtheta(logtheta,H[index]))/n.cluster,
sum(dmarg.dlogtheta(logtheta,H2[index]))/n.cluster))
par.hessian <- cbind(matrix(0, nrow = npar, ncol = 2), -Hessian / n.cluster)
bread <- rbind(S.hessian, par.hessian)
ibread <- solve(bread,tol=0)
sandwich <- (ibread %*% meat %*% t(ibread) / n.cluster)[1:2, 1:2]
gradient <- switch(type,
af=as.matrix(c( - (1 - meanS2[i]) / (1 - meanS[i]) ^ 2, 1 / (1 - meanS[i])), nrow = 2, ncol = 1),
meansurvdiff=matrix(c(1,-1),nrow=2))
AF.var <- t(gradient) %*% sandwich %*% gradient
## S.var <- sandwich[1, 1]
## S0.var <- sandwich[2, 2]
se.fit[i] <- sqrt(AF.var)
}
pred <- data.frame(Estimate=fit, lower=fit-1.96*se.fit, upper=fit+1.96*se.fit)
if (keep.attributes)
attr(pred,"newdata") <- newdata
return(pred)
}
if (object@frailty && type %in% c("meanmargsurv") && args$RandDist=="Gamma" && !object@args$interval && !object@args$delayed) {
times <- newdata[[object@timeVar]]
utimes <- sort(unique(times))
n <- nrow(X)/length(utimes)
n.cluster <- length(unique(args$cluster))
newlink <- object@link
beta <- coef(object)
npar <- length(beta)
logtheta <- beta[npar]
theta <- exp(beta[npar])
beta <- beta[-npar]
Hessian <- solve(vcov(object),tol=0)
eta <- as.vector(X %*% beta)
S <- newlink$ilink(eta)
H <- -log(S)
marg <- function(logtheta,H) (1+exp(logtheta)*H)^(-1/exp(logtheta))
margS <- marg(logtheta,H)
dmarg.dlogtheta <- function(logtheta,H) {
theta <- exp(logtheta)
marg(logtheta,H)*(exp(-logtheta)*log(1+theta*H)-H/(1+theta*H))
}
## eps <- 1e-5; dmarg.dlogtheta(3,.2); (marg(3+eps,.2)-marg(3-eps,.2))/2/eps
##
meanS <- tapply(margS,times,mean)
fit <- meanS
se.fit <- vector("numeric",length(utimes))
for (i in 1:length(utimes)) {
index <- which(times==utimes[i])
newobj <- object
newobj@args$X <- X[index,,drop=FALSE]
newobj@args$XD <- XD[index,,drop=FALSE]
## ## Attempt to use the sandwich estimator for the covariance matrix with the delta method (-> inflated SEs)
## res <- residuals(newobj,type="gradli")
## meat <- stats::var(res, na.rm=TRUE) # crossprod(res)/n.cluster
## colnames(meat) <- rownames(meat) <- c(names(beta),"logtheta")
## bread <- -Hessian / n.cluster
## ibread <- solve(bread,tol=0)
## sandwich <- ibread %*% meat %*% t(ibread) / n.cluster
## g <- c(colSums(margS[index]*(-newlink$gradH(eta[index],list(X=X[index,,drop=FALSE]))/(1+theta*H[index])))/n.cluster,
## sum(dmarg.dlogtheta(logtheta,H[index]))/n.cluster)
## se.fit[i] <- sqrt(sum(matrix(g,nrow=1)%*%(sandwich %*% g)))
gradli <- residuals(newobj,type="gradli")
res <- tapply(margS[index]-mean(margS[index]),args$cluster,sum)
res <- cbind(res, gradli)
meat <- stats::var(res, na.rm=TRUE)
## meat <- crossprod(res)/n.cluster
colnames(meat) <- rownames(meat) <- c("S", names(beta),"logtheta")
S.hessian <- c(-n/n.cluster,
colSums(margS[index]*(-newlink$gradH(eta[index],list(X=X[index,,drop=FALSE]))/(1+theta*H[index])))/n.cluster,
sum(dmarg.dlogtheta(logtheta,H[index]))/n.cluster)
par.hessian <- cbind(matrix(0, nrow = npar, ncol = 1), -Hessian / n.cluster)
bread <- rbind(S.hessian, par.hessian)
ibread <- solve(bread,tol=0)
sandwich <- (ibread %*% meat %*% t(ibread) / n.cluster)[1, 1]
se.fit[i] <- sqrt(sandwich)
}
pred <- data.frame(Estimate=fit, lower=fit-1.96*se.fit, upper=fit+1.96*se.fit)
if (keep.attributes)
attr(pred,"newdata") <- newdata
return(pred)
}
local <- function (object, newdata=NULL, type="surv", exposed, ...)
{
beta <- coef(object)
tt <- object@terms
link <- object@link # cf. link for transformation of the predictions
if (object@frailty || (is.logical(object@args$copula) && object@args$copula)) {
theta <- exp(beta[length(beta)])
beta <- beta[-length(beta)]
if (object@args$RandDist=="LogN") {
gauss_x <- object@args$gauss_x
gauss_w <- object@args$gauss_w
Z <- model.matrix(args$Z.formula, newdata)
if (ncol(Z)>1) stop("Current implementation only allows for a single random effect")
Z <- as.vector(Z)
}
}
eta <- as.vector(X %*% beta)
etaD <- as.vector(XD %*% beta)
S <- link$ilink(eta)
h <- link$h(eta,etaD)
if (!object@args$excess && any(ifelse(is.na(h),FALSE,h<0))) warning(sprintf("Predicted hazards less than zero (n=%i).",sum(ifelse(is.na(h),FALSE,h<0))))
H = link$H(eta)
Sigma = vcov(object)
if (!args$excess) type.relsurv <- "excess" ## ugly hack
if (type=="link") {
return(eta)
}
if (type=="lpmatrix") {
return(X)
}
if (type=="cumhaz") {
## if (object@delayed) {
## eta0 <- as.vector(X0 %*% beta)
## etaD0 <- as.vector(XD0 %*% beta)
## H0 <- link$H(eta0)
## return(H - H0)
## }
## else
return(switch(type.relsurv,excess=H,total=H+Hstar,other=Hstar))
}
if (type=="density")
return (S*h)
if (type=="surv") {
return(switch(type.relsurv,excess=S,total=S*Sstar,other=Sstar))
}
if (type=="fail") {
return(switch(type.relsurv, excess=1-S,total=1-S*Sstar, other=1-Sstar))
}
if (type=="odds") { # delayed entry?
return((1-S)/S)
}
if (type=="sdiff")
return(link$ilink(as.vector(X2 %*% beta)) - S)
if (type=="hazard") {
return(h)
}
if (type=="loghazard") {
return(log(h))
}
if (type=="hdiff") {
eta2 <- as.vector(X2 %*% beta)
etaD2 <- as.vector(XD2 %*% beta)
h2 <- link$h(eta2,etaD2)
return(h2 - h)
}
if (type=="uncured") {
S2 <- link$ilink(as.vector(X2 %*% beta))
return((S-S2)/(1-S2))
}
if (type=="probcure") {
S2 <- link$ilink(as.vector(X2 %*% beta))
return(S2/S)
}
if (type=="hr") {
eta2 <- as.vector(X2 %*% beta)
etaD2 <- as.vector(XD2 %*% beta)
h2 <- link$h(eta2,etaD2)
return(h2/h)
}
if (type=="or") {
S2 <- link$ilink(as.vector(X2 %*% beta))
return((1-S2)/S2/((1-S)/S))
}
if (type=="meansurv") {
return(tapply(S,newdata[[object@timeVar]],mean))
}
if (type=="meanhaz") {
return(tapply(S*h,newdata[[object@timeVar]],sum)/tapply(S,newdata[[object@timeVar]],sum))
}
if (type=="meanhr") {
eta2 <- as.vector(X2 %*% beta)
etaD2 <- as.vector(XD2 %*% beta)
h2 <- link$h(eta2,etaD2)
S2 <- link$ilink(eta2)
return(tapply(S2*h2,newdata[[object@timeVar]],sum)/tapply(S2,newdata[[object@timeVar]],sum) / (tapply(S*h,newdata[[object@timeVar]],sum)/tapply(S,newdata[[object@timeVar]],sum)))
}
if (type=="meansurvdiff") {
eta2 <- as.vector(X2 %*% beta)
S2 <- link$ilink(eta2)
return(tapply(S2,newdata[[object@timeVar]],mean) - tapply(S,newdata[[object@timeVar]],mean))
}
if (type=="af") {
eta2 <- as.vector(X2 %*% beta)
S2 <- link$ilink(eta2)
meanS <- tapply(S,newdata[[object@timeVar]],mean)
meanS2 <- tapply(S2,newdata[[object@timeVar]],mean)
if (object@frailty) {
if (object@args$RandDist=="Gamma") {
meanS <- tapply((1+theta*(-log(S)))^(-1/theta), newdata[[object@timeVar]], mean)
meanS2 <- tapply((1+theta*(-log(S2)))^(-1/theta), newdata[[object@timeVar]], mean)
} else {
meanS <- tapply(sapply(1:length(gauss_x),
function(i) link$ilink(eta+Z*sqrt(2)*sqrt(theta)*gauss_x[i])) %*%
gauss_w / sqrt(pi),
newdata[[object@timeVar]],
mean)
meanS2 <- tapply(sapply(1:length(gauss_x),
function(i) link$ilink(eta2+Z*sqrt(2)*sqrt(theta)*gauss_x[i])) %*%
gauss_w / sqrt(pi),
newdata[[object@timeVar]],
mean)
}
}
return((meanS2 - meanS)/(1-meanS))
}
if (type=="meanmargsurv") {
stopifnot(object@frailty && object@args$RandDist %in% c("Gamma","LogN"))
if (object@args$RandDist=="Gamma")
return(tapply((1+theta*H)^(-1/theta), newdata[[object@timeVar]], mean))
if (object@args$RandDist=="LogN") {
return(tapply(sapply(1:length(gauss_x),
function(i) link$ilink(eta+Z*sqrt(2)*sqrt(theta)*gauss_x[i])) %*%
gauss_w / sqrt(pi),
newdata[[object@timeVar]],
mean))
}
}
if (type=="margsurv") {
stopifnot(object@args$frailty && object@args$RandDist %in% c("Gamma","LogN"))
if (object@args$RandDist=="Gamma")
return((1+theta*H)^(-1/theta))
if (object@args$RandDist=="LogN") {
return(sapply(1:length(gauss_x),
function(i) link$ilink(eta+Z*sqrt(2)*sqrt(theta)*gauss_x[i])) %*%
gauss_w / sqrt(pi))
}
}
if (type=="marghaz") {
stopifnot(object@frailty && object@args$RandDist %in% c("Gamma","LogN"))
if (object@args$RandDist=="Gamma") {
## margsurv <- (1+theta*H)^(-1/theta)
## return(h*margsurv^theta)
return(h/(1+H*theta))
}
if (object@args$RandDist=="LogN") {
return(sapply(1:length(gauss_x),
function(i) link$h(eta+Z*sqrt(2)*sqrt(theta)*gauss_x[i],etaD)) %*%
gauss_w / sqrt(pi))
}
}
if (type=="marghr") {
stopifnot(object@frailty && object@args$RandDist %in% c("Gamma","LogN"))
eta2 <- as.vector(X2 %*% beta)
etaD2 <- as.vector(XD2 %*% beta)
if (object@args$RandDist=="Gamma") {
H2 <- link$H(eta2)
h2 <- link$h(eta2,etaD2)
margsurv <- (1+theta*H)^(-1/theta)
marghaz <- h*margsurv^theta
margsurv2 <- (1+theta*H2)^(-1/theta)
marghaz2 <- h2*margsurv2^theta
}
if (object@args$RandDist=="LogN") {
marghaz <- sapply(1:length(gauss_x),
function(i) as.vector(link$h(eta+Z*sqrt(2)*sqrt(theta)*gauss_x[i],etaD))) %*%
gauss_w / sqrt(pi)
marghaz2 <- sapply(1:length(gauss_x),
function(i) as.vector(link$h(eta2+Z*sqrt(2)*sqrt(theta)*gauss_x[i],etaD2))) %*%
gauss_w / sqrt(pi)
}
return(marghaz2/marghaz)
}
if (type=="rmst") {
return(tapply(S*weights,rowidx,sum))
}
if (type=="rmstdiff") {
S2 <- link$ilink(as.vector(X2 %*% beta))
return(tapply(S*weights,rowidx,sum) - tapply(S2*weights,rowidx,sum))
}
if (type=="gradh")
return(link$gradh(eta,etaD,list(X=X,XD=XD)))
if (type=="gradH")
return(link$gradH(eta,list(X=X)))
}
if (!se.fit) {
out <- local(object,newdata,type=type,exposed=exposed, ...)
} else {
gd <- NULL
beta <- coef(object)
## calculate gradients for some of the estimators
if (use.gr) {
colMeans <- function(x) apply(x,2,mean)
collapse <- function(gd)
do.call("cbind",tapply(1:nrow(gd), newdata[[object@timeVar]], function(index) colMeans(gd[index, ,drop=FALSE])))
collapse1 <- function(S)
as.vector(tapply(S, newdata[[object@timeVar]], mean))
fd <- function(f,x,eps=1e-5)
t(sapply(1:length(x),
function(i) {
upper <- lower <- x
upper[i]=x[i]+eps
lower[i]=x[i]-eps
(f(upper)-f(lower))/2/eps
}))
div <- function(mat,v) t(t(mat)/v)
if (type=="hazard" && link %in% c("I","log")) {
## Case: frailty model (assumes baseline hazard for frailty=1)
betastar <- if(args$frailty || args$copula) beta[-length(beta)] else beta
gd <- switch(link,
I=t(object@link$gradh(X %*% betastar, XD %*% betastar, list(X=X, XD=XD))),
log=t(object@link$gradh(X %*% betastar, XD %*% betastar, list(X=X, XD=XD))/
object@link$h(X %*% betastar, XD %*% betastar)))
}
if (type=="meanhaz" && !object@frailty && link %in% c("I","log")) {
betastar <- if(args$frailty || args$copula) beta[-length(beta)] else beta
h <- as.vector(object@link$h(X %*% betastar, XD %*% betastar))
S <- as.vector(object@link$ilink(X %*% betastar))
gradS <- object@link$gradS(X%*% betastar,X)
gradh <- object@link$gradh(X %*% betastar,XD %*% betastar,list(X=X,XD=XD))
gd <- if(link=="I") collapse(gradh*S + gradS*h) else
div(collapse(gradh*S + h*gradS),collapse1(h*S))-div(collapse(gradS),collapse1(S))
}
if (type=="meanhr" && !object@frailty && link == "log") {
betastar <- if(args$frailty|| args$copula) beta[-length(beta)] else beta
h <- as.vector(object@link$h(X %*% betastar, XD %*% betastar))
S <- as.vector(object@link$ilink(X %*% betastar))
gradS <- object@link$gradS(X %*% betastar,X)
gradh <- object@link$gradh(X %*% betastar,XD %*% betastar,list(X=X,XD=XD))
h2 <- as.vector(object@link$h(X2 %*% betastar, XD2 %*% betastar))
S2 <- as.vector(object@link$ilink(X2 %*% betastar))
gradS2 <- object@link$gradS(X2 %*% betastar,X2)
gradh2 <- object@link$gradh(X2 %*% betastar,XD2 %*% betastar,list(X=X2,XD=XD2))
gd <- div(collapse(gradh2*S2 + h2*gradS2),collapse1(h2*S2)) - div(collapse(gradS2),collapse1(S2)) - div(collapse(gradh*S + h*gradS),collapse1(h*S)) + div(collapse(gradS),collapse1(S))
## fd(function(beta) {fit=object; fit@fullcoef = beta; log(predict(fit,type="meanhr",newdata=newdata, var=var, exposed=exposed))},betastar)
}
if (type=="meansurv" && !object@frailty && link=="I") {
gd <- collapse(object@link$gradS(X%*% beta,X))
}
if (type=="meansurvdiff" && !object@frailty) {
gd <- collapse(object@link$gradS(X2%*% beta,X2) - object@link$gradS(X%*% beta,X))
}
if (type=="margsurv" && link %in% c("I","cloglog") && args$RandDist=="Gamma") {
theta <- exp(beta[length(beta)])
betastar <- beta[-length(beta)]
eta <- as.vector(X %*% betastar)
H <- as.vector(object@link$H(eta))
gradH <- object@link$gradH(eta,list(X=X))
S0 <- 1+theta*H
margS <- S0^(-1/theta)
## This depends on the transformation link
if (link=="I")
gd <- t(cbind(-margS * gradH/(1+theta*H),
margS*(1/theta*log(1+theta*H)-H/(1+theta*H))))
if (link=="cloglog")
gd <- t(cbind(-(theta^2*S0^(-theta-1)*gradH/(S0^(-theta)*(-theta)*log(S0))),
(theta*log(S0)*S0^(-theta)-theta^2*H*S0^(-1-theta))/(S0^(-theta)*(-theta*log(S0)))))
}
if (type=="marghaz" && link %in% c("I","log") && args$RandDist=="Gamma") {
theta <- exp(beta[length(beta)])
betastar <- beta[-length(beta)]
eta <- as.vector(X %*% betastar)
etaD <- as.vector(XD %*% betastar)
H <- as.vector(object@link$H(eta))
h <- as.vector(object@link$h(eta,etaD))
gradH <- object@link$gradH(eta,list(X=X))
gradh <- object@link$gradh(eta,etaD,list(X=X,XD=XD))
S0 <- 1+theta*H
margS <- S0^(-1/theta)
## This depends on the transformation link
if (link=="I")
gd <- t(cbind((S0*gradh-theta*h*gradH)/(theta^2*H^2+S0),
-(theta*H*h/theta^2*H^2+S0)))
if (link=="log")
gd <- t(cbind((S0*gradh-theta*h*gradH)/(S0*h),
-theta*H/S0))
}
if (type=="af" && !object@frailty) {
meanS <- collapse1(as.vector(object@link$ilink(X%*%beta)))
meanS2 <- collapse1(as.vector(object@link$ilink(X2%*%beta)))
gradS <- collapse(object@link$gradS(X%*%beta,X))
gradS2 <- collapse(object@link$gradS(X2%*%beta,X2))
gd <- t((t(gradS2-gradS)*(1-meanS) + (meanS2-meanS)*t(gradS))/(1-meanS)^2)
## check
## fd(function(beta) collapse1(as.vector(object@link$ilink(X %*% beta))), beta) - gradS # ok
## fd(function(beta) collapse1(as.vector(object@link$ilink(X2 %*% beta))), beta) - gradS2 # ok
## fd(function(beta) collapse1(as.vector(object@link$ilink(X2 %*% beta)-object@link$ilink(X %*% beta)))/collapse1(1-as.vector(object@link$ilink(X %*% beta))),beta) - gd # ok
}
}
pred <- predictnl(object,local,link=link,newdata=newdata,type=type,gd=if (use.gr) gd else NULL,
exposed=exposed,...)
ci <- confint.predictnl(pred, level = level)
out <- data.frame(Estimate=pred$fit,
lower=ci[,1],
upper=ci[,2])
if (link=="cloglog")
out <- data.frame(Estimate=out$Estimate,lower=out$upper,upper=out$lower)
out <- invlinkf(out)
}
if (keep.attributes || full) {
if (type %in% c("rmst","rmstdiff"))
newdata = olddata
if (type %in% c("hr","sdiff","hdiff","meansurvdiff","meanhr","or","marghr","af","rmstdiff"))
newdata <- exposed(newdata)
if (type %in% c("meansurv","meanhr","meansurvdiff","meanhaz","meanmargsurv","af")) {
newdata <- data.frame(time=unique(newdata[[object@timeVar]]))
names(newdata) <- object@timeVar
}
if (full) {
if (inherits(out, "AsIs"))
class(out) <- setdiff(class(out),"AsIs")
out <- if(is.data.frame(out)) cbind(newdata,out) else cbind(newdata, data.frame(Estimate=out))
}
else attr(out,"newdata") <- newdata
}
return(out)
}
predict.cumhaz <-
function(object, newdata=NULL)
{
args <- object@args
lpfunc <- function(newdata)
if (inherits(object,"pstpm2"))
function(x,...) {
newdata2 <- newdata
newdata2[[object@timeVar]] <- x
predict(object@gam,newdata2,type="lpmatrix")
} else
function(x,...) {
newdata2 <- newdata
newdata2[[object@timeVar]] <- x
lpmatrix.lm(object@lm,newdata2)
}
if (inherits(object, "stpm2")) {
X <- object@args$transX(lpmatrix.lm(object@lm, newdata), newdata)
}
if (inherits(object, "pstpm2")) {
X <- object@args$transX(predict(object@gam, newdata, type="lpmatrix"), newdata)
}
link <- object@link # cf. link for transformation of the predictions
eta <- as.vector(X %*% beta)
link$H(eta)
}
setMethod("predict", "stpm2",
function(object,newdata=NULL,
type=c("surv","cumhaz","hazard","density","hr","sdiff","hdiff","loghazard","link","meansurv","meansurvdiff","meanhr","odds","or","margsurv","marghaz","marghr","meanhaz","af","fail","margfail","meanmargsurv","uncured","rmst","probcure","lpmatrix","gradh","gradH","rmstdiff"),
grid=FALSE,seqLength=300,
type.relsurv=c("excess","total","other"), scale=365.24, rmap, ratetable=survival::survexp.us,
se.fit=FALSE,link=NULL,exposed=NULL,var=NULL,keep.attributes=FALSE,use.gr=TRUE,level=0.95,n.gauss.quad=100,full=FALSE,...) {
type <- match.arg(type)
type.relsurv <- match.arg(type.relsurv)
predict.stpm2.base(object, newdata=newdata, type=type, grid=grid, seqLength=seqLength, se.fit=se.fit,
link=link, exposed=exposed, var=var, keep.attributes=keep.attributes, use.gr=use.gr,level=level,
type.relsurv=type.relsurv, scale=scale, rmap=rmap, ratetable=ratetable, n.gauss.quad=n.gauss.quad, full=full, ...)
})
##`%c%` <- function(f,g) function(...) g(f(...)) # function composition
plot.meansurv <- function(x, y=NULL, times=NULL, newdata=NULL, type="meansurv", exposed=NULL, var=NULL, add=FALSE, ci=!add, rug=!add, recent=FALSE,
xlab=NULL, ylab=NULL, lty=1, line.col=1, ci.col="grey", seqLength=301, ...) {
## if (is.null(times)) stop("plot.meansurv: times argument should be specified")
if (is.null(newdata)) newdata <- as.data.frame(x@data)
if (is.null(times)) {
Y <- x@y
event <- Y[,ncol(Y)]==1 | x@args$interval
time <- x@data[[x@timeVar]]
eventTimes <- time[event]
times <- seq(min(eventTimes),max(eventTimes),length=seqLength)[-1]
## data.x <- data.frame(X)
## names(data.x) <- object@timeVar
## newdata <- merge(newdata,data.x)
}
times <- times[times !=0]
if (recent) {
newdata <- do.call("rbind",
lapply(times,
function(time) {
newd <- newdata
newd[[x@timeVar]] <- newdata[[x@timeVar]]*0+time
newd
}))
pred <- predict(x, newdata=newdata, type=type, keep.attributes=TRUE, se.fit=ci, exposed=exposed, var=var) # requires recent version
if (type=="meansurv") {
pred <- if (ci) rbind(c(Estimate=1,lower=1,upper=1),pred) else c(1,pred)
times <- c(0,times)
}
if (type=="meansurvdiff") {
pred <- if (ci) rbind(c(Estimate=0,lower=0,upper=0),pred) else c(0,pred)
times <- c(0,times)
}
} else {
pred <- lapply(times,
function(time) {
newdata[[x@timeVar]] <- newdata[[x@timeVar]]*0+time
predict(x, newdata=newdata, type=type, se.fit=ci, grid=FALSE, exposed=exposed, var=var, keep.attributes=TRUE)
})
pred <- do.call("rbind", pred)
if (type=="meansurv") {
pred <- if (ci) rbind(c(Estimate=1,lower=1,upper=1),pred) else c(1,unlist(pred))
times <- c(0,times)
}
if (type=="meansurvdiff") {
pred <- if (ci) rbind(c(Estimate=0,lower=0,upper=0),pred) else c(0,unlist(pred))
times <- c(0,times)
}
}
if (is.null(xlab)) xlab <- deparse(x@timeExpr)
if (is.null(ylab))
ylab <- switch(type,
meansurv="Mean survival",
af="Attributable fraction",
meansurvdiff="Difference in mean survival",
meanhaz="Mean hazard",
meanhr="Mean hazard ratio")
if (!add) matplot(times, pred, type="n", xlab=xlab, ylab=ylab, ...)
if (ci) {
polygon(c(times,rev(times)),c(pred$lower,rev(pred$upper)),col=ci.col,border=ci.col)
lines(times,pred$Estimate,col=line.col,lty=lty,...)
} else {
lines(times,pred,col=line.col,lty=lty,...)
}
if (rug) {
Y <- x@y
eventTimes <- Y[Y[,ncol(Y)]==1,ncol(Y)-1]
rug(eventTimes,col=line.col)
}
return(invisible(y))
}
plot.stpm2.base <-
function(x,y,newdata=NULL,type="surv",
xlab=NULL,ylab=NULL,line.col=1,ci.col="grey",lty=par("lty"),log="",
add=FALSE,ci=!add,rug=!add,
var=NULL,exposed=NULL,times=NULL,
type.relsurv=c("excess","total","other"), ratetable = survival::survexp.us, rmap, scale=365.24, ...) {
if (type %in% c("meansurv","meansurvdiff","af","meanhaz","meanhr")) {
return(plot.meansurv(x,times=times,newdata=newdata,type=type,xlab=xlab,ylab=ylab,line.col=line.col,ci.col=ci.col,
lty=lty,add=add,ci=ci,rug=rug, exposed=exposed, var=var, ...))
}
if (is.null(newdata)) stop("newdata argument needs to be specified")
y <- predict(x,newdata,type=switch(type,fail="surv",margfail="margsurv",type),var=var,exposed=exposed,
grid=!(x@timeVar %in% names(newdata)), se.fit=ci, keep.attributes=TRUE,
type.relsurv=type.relsurv, ratetable=ratetable, rmap=rmap, scale=scale)
if (type %in% c("fail","margfail")) {
if (ci) {
y$Estimate <- 1-y$Estimate
lower <- y$lower
y$lower=1-y$upper
y$upper=1-lower
} else y <- structure(1-y,newdata=attr(y,"newdata"))
}
if (is.null(xlab)) xlab <- deparse(x@timeExpr)
if (is.null(ylab))
ylab <- switch(type,hr="Hazard ratio",hazard="Hazard",surv="Survival",density="Density",
sdiff="Survival difference",hdiff="Hazard difference",cumhaz="Cumulative hazard",
loghazard="log(hazard)",link="Linear predictor",meansurv="Mean survival",
meansurvdiff="Difference in mean survival",meanhr="Mean hazard ratio",
odds="Odds",or="Odds ratio",
margsurv="Marginal survival",marghaz="Marginal hazard",marghr="Marginal hazard ratio", haz="Hazard",fail="Failure",
meanhaz="Mean hazard",margfail="Marginal failure",af="Attributable fraction",meanmargsurv="Mean marginal survival",
uncured="Uncured distribution",
rmst="Restricted mean survival time",
rmstdiff="Restricted mean survival time difference")
xx <- attr(y,"newdata")
xx <- eval(x@timeExpr,xx) # xx[,ncol(xx)]
## remove NaN
if (any(is.nan(as.matrix(y)))) {
idx <- is.nan(y[,1])
for (j in 2:ncol(y))
idx <- idx | is.nan(y[,j])
y <- y[!idx,,drop=FALSE]
xx <- xx[!idx]
}
if (!add) matplot(xx, y, type="n", xlab=xlab, ylab=ylab, log=log, ...)
if (ci) {
polygon(c(xx,rev(xx)), c(y[,2],rev(y[,3])), col=ci.col, border=ci.col)
lines(xx,y[,1],col=line.col,lty=lty,...)
} else lines(xx,y,col=line.col,lty=lty,...)
if (rug) {
Y <- x@y
eventTimes <- Y[Y[,ncol(Y)]==1,ncol(Y)-1]
rug(eventTimes,col=line.col)
}
return(invisible(y))
}
setMethod("plot", signature(x="stpm2", y="missing"),
function(x,y,newdata=NULL,type="surv",
xlab=NULL,ylab=NULL,line.col=1,ci.col="grey",lty=par("lty"),
add=FALSE,ci=!add,rug=!add,
var=NULL,exposed=NULL,times=NULL,
type.relsurv=c("excess","total","other"), ratetable = survival::survexp.us,
rmap, scale=365.24,...)
plot.stpm2.base(x=x, y=y, newdata=newdata, type=type, xlab=xlab,
ylab=ylab, line.col=line.col, ci.col=ci.col, lty=lty, add=add,
ci=ci, rug=rug, var=var, exposed=exposed, times=times,
type.relsurv=type.relsurv, ratetable=ratetable, rmap=rmap, scale=scale,...)
)
lines.stpm2 <-
function(x,newdata=NULL,type="surv",
col=1,ci.col="grey",lty=par("lty"),
ci=FALSE,rug=FALSE,
var=NULL,exposed=NULL,times=NULL,
type.relsurv=c("excess","total","other"), ratetable = survival::survexp.us,
rmap, scale=365.24, ...)
plot.stpm2.base(x=x, newdata=newdata, type=type,
line.col=col, ci.col=ci.col, lty=lty, add=TRUE,
ci=ci, rug=rug, var=var, exposed=exposed, times=times,
type.relsurv=type.relsurv, ratetable=ratetable, rmap=rmap, scale=scale,...)
setMethod("lines", signature(x="stpm2"), lines.stpm2)
eform <- function (object, ...)
UseMethod("eform")
setGeneric("eform")
eform.stpm2 <- function (object, parm, level = 0.95, method = c("Profile","Delta"),
name = "exp(beta)", ...)
{
method <- match.arg(method)
if (missing(parm))
parm <- TRUE
if (object@args$robust) {
## Profile likelihood not defined for robust variance: using delta method
method <- "Delta"
}
estfun <- switch(method, Profile = confint, Delta = stats::confint.default)
val <- exp(cbind(coef = coef(object), estfun(object, level = level)))
colnames(val) <- c(name, colnames(val)[-1])
val[parm, ]
}
setMethod("eform", signature(object="stpm2"), eform.stpm2)
eform.default <- function(object, parm, level = 0.95, method=c("Delta","Profile"), name="exp(beta)", ...) {
method <- match.arg(method)
if (missing(parm))
parm <- TRUE
if (method == "Profile") class(object) <- c(class(object),"glm")
estfun <- switch(method, Profile = confint, Delta = stats::confint.default)
val <- exp(cbind(coef = coef(object), estfun(object, level = level)))
colnames(val) <- c(name,colnames(val)[-1])
val[parm, ]
}
derivativeDesign <-
function (functn, lower = -1, upper = 1, rule = NULL,
...)
{
pred <- if (length(list(...)) && length(formals(functn)) >
1)
function(x) functn(x, ...)
else functn
if (is.null(rule))
rule <- ## gaussquad::legendre.quadrature.rules(20)[[20]]
data.frame(x = c(0.993128599185095, 0.963971927277914, 0.912234428251326,
0.839116971822219, 0.746331906460151, 0.636053680726515, 0.510867001950827,
0.37370608871542, 0.227785851141646, 0.0765265211334977, -0.0765265211334974,
-0.227785851141645, -0.373706088715418, -0.510867001950827, -0.636053680726516,
-0.746331906460151, -0.839116971822219, -0.912234428251326, -0.963971927277913,
-0.993128599185094),
w = c(0.0176140071391522, 0.040601429800387,
0.0626720483341092, 0.0832767415767053, 0.101930119817241, 0.11819453196152,
0.131688638449176, 0.14209610931838, 0.149172986472603, 0.152753387130726,
0.152753387130726, 0.149172986472603, 0.142096109318381, 0.131688638449175,
0.11819453196152, 0.10193011981724, 0.0832767415767068, 0.0626720483341075,
0.0406014298003876, 0.0176140071391522))
lambda <- (upper - lower)/(2)
mu <- (lower + upper)/(2)
x <- lambda * rule$x + mu
w <- rule$w
eps <- .Machine$double.eps^(1/8)
X0 <- pred(x)
X1 <- (-pred(x+2*eps)+8*pred(x+eps)-8*pred(x-eps)+pred(x-2*eps))/12/eps
X2 <- (-pred(x+2*eps)/12+4/3*pred(x+eps)-5/2*pred(x)+4/3*pred(x-eps)-pred(x-2*eps)/12)/eps/eps
X3 <- (-pred(x+3*eps)/8+pred(x+2*eps)-13/8*pred(x+eps)+
13/8*pred(x-eps)-pred(x-2*eps)+pred(x-3*eps)/8)/eps/eps/eps
return(list(x=x,w=w,lambda=lambda,X0=X0,X1=X1,X2=X2,X3=X3))
}
smootherDesign <- function(gamobj,data,parameters = NULL) {
d <- data[1,,drop=FALSE] ## how to get mean prediction values, particularly for factors?
makepred <- function(var,inverse) {
function(value) {
d <- d[rep(1,length(value)),]
d[[var]] <- inverse(value)
predict(gamobj,newdata=d,type="lpmatrix")
}
}
smoother.names <- sapply(gamobj$smooth, function(obj) obj$term)
lapply(1:length(gamobj$smooth), function(i) {
smoother <- gamobj$smooth[[i]]
if (is.null(parameters)) {
var <- smoother$term
stopifnot(var %in% names(data))
transform <- I
inverse <- I
} else {
j <- match(smoother$term,names(parameters))
stopifnot(!is.na(j))
var <- parameters[[j]]$var
transform <- parameters[[j]]$transform
inverse <- parameters[[j]]$inverse
}
pred <- makepred(var,inverse)
derivativeDesign(pred,
lower=transform(min(data[[var]])),
upper=transform(max(data[[var]])))
})
}
## TODO: If we transform a smoother (e.g. log(time)), we can use information on
## (i) the variable name, (ii) the transform and (iii) the inverse transform.
## penalised stpm2
setOldClass("gam")
setClass("pstpm2", representation(xlevels="list",
contrasts="listOrNULL",
terms="terms",
logli="function",
gam="gam",
timeVar="character",
time0Var="character",
timeExpr="nameOrcall",
time0Expr="nameOrcallOrNULL",
like="function",
model.frame="list",
## fullformula="formula",
delayed="logical",
frailty="logical",
x="matrix",
xd="matrix",
termsd="terms",
Call="call",
y="Surv",
sp="numeric",
nevent="numeric",
link="list",
edf="numeric",
edf_var="numeric",
df="numeric",
args="list"),
contains="mle2")
## Could this inherit from summary.stpm2?
setClass("summary.pstpm2", representation(pstpm2="pstpm2",frailty="logical",theta="list",wald="matrix"), contains="summary.mle2")
setMethod("summary", "pstpm2",
function(object) {
newobj <- as(summary(as(object,"mle2")),"summary.pstpm2")
newobj@pstpm2 <- object
newobj@frailty <- object@frailty
newobj@call <- object@Call
if (object@frailty) {
coef <- coef(newobj)
theta <- exp(coef[nrow(coef),1])
se.logtheta <- coef[nrow(coef),2]
se.theta <- theta*se.logtheta
test.statistic <- (1/se.logtheta)^2
p.value <- pchisq(test.statistic,df=1,lower.tail=FALSE)/2
newobj@theta <- list(theta=theta, se.theta=se.theta, p.value=p.value)
} else newobj@theta <- list()
vcov1 <- vcov(object)
coef1 <- coef(object)
## Wald test for the smoothers
wald <- t(sapply(names(object@edf_var), function(name) {
i <- grep(name,colnames(vcov1),fixed=TRUE)
statistic <- as.vector(coef1[i] %*% solve(vcov1[i,i],tol=0) %*% coef1[i])
edf <- object@edf_var[name]
c(statistic=statistic,ncoef=length(i),edf=edf,p.value=pchisq(statistic, edf, lower.tail=FALSE))
}))
colnames(wald) <- c("Wald statistic","Number of coef","Effective df","P value")
newobj@wald <- wald
newobj })
setMethod("show", "summary.pstpm2",
function(object) {
show(as(object,"summary.mle2"))
cat(sprintf("\nEffective df=%g\n",object@pstpm2@edf))
printCoefmat(object@wald)
if (object@frailty)
cat(sprintf("\ntheta=%g\tse=%g\tp=%g\n",
object@theta$theta,object@theta$se.theta,object@theta$p.value))
})
setMethod("AICc", "pstpm2",
function (object, ..., nobs=NULL, k=2) {
L <- list(...)
if (length(L)) {
L <- c(list(object),L)
if (is.null(nobs)) {
nobs <- sapply(L,nobs)
}
if (length(unique(nobs))>1)
stop("nobs different: must have identical data for all objects")
val <- sapply(L, AICc, nobs=nobs, k=k)
df <- sapply(L,attr,"edf")
data.frame(AICc=val,df=df)
} else {
df <- attr(object,"edf")
if (is.null(nobs)) nobs <- object@nevent
c(-2*logLik(object)+k*df+k*df*(df+1)/(nobs-df-1))
}
})
setMethod("qAICc", "pstpm2",
function (object, ..., nobs = NULL, dispersion = 1, k = 2) {
L <- list(...)
if (length(L)) {
L <- c(list(object),L)
if (is.null(nobs)) {
nobs <- sapply(L,nobs)
}
if (length(unique(nobs))>1)
stop("nobs different: must have identical data for all objects")
val <- sapply(L, qAICc, nobs=nobs,dispersion=dispersion,k=k)
df <- sapply(L,attr,"edf")
data.frame(qAICc=val,df=df)
} else {
df <- attr(object,"edf")
if (is.null(nobs)) nobs <- object@nevent
c(-2*logLik(object)/dispersion+k*df+k*df*(df+1)/(nobs-df-1))
}
})
setMethod("qAIC", "pstpm2",
function (object, ..., dispersion = 1, k = 2) {
L <- list(...)
if (length(L)) {
L <- c(list(object),L)
if (is.null(nobs)) {
nobs <- sapply(L,nobs)
}
if (length(unique(nobs))>1)
stop("nobs different: must have identical data for all objects")
val <- sapply(L, qAIC, dispersion=dispersion, k=k)
df <- sapply(L,attr,"edf")
data.frame(qAICc=val,df=df)
} else {
df <- attr(object,"edf")
c(-2*logLik(object)/dispersion+k*df)
}
})
setMethod("AIC", "pstpm2",
function (object, ..., k = 2) {
L <- list(...)
if (length(L)) {
L <- c(list(object),L)
if (!all(sapply(L,class)=="pstpm2")) stop("all objects in list must be class pstpm2")
val <- sapply(L,AIC,k=k)
df <- sapply(L,attr,"edf")
data.frame(AIC=val,df=df)
} else -2 * as.numeric(logLik(object)) + k * attr(object, "edf")
})
setMethod("BIC", "pstpm2",
function (object, ..., nobs = NULL) {
L <- list(...)
if (length(L)) {
L <- c(list(object),L)
if (!all(sapply(L,class)=="pstpm2")) stop("all objects in list must be class pstpm2")
val <- sapply(L,BIC,nobs=nobs)
df <- sapply(L,attr,"edf")
data.frame(BIC=val,df=df)
} else {
if (is.null(nobs)) nobs <- object@nevent
-2 * as.numeric(logLik(object)) + log(nobs) * attr(object, "edf")
}
})
setMethod("eform", signature(object="pstpm2"),
function (object, parm, level = 0.95, method = c("Profile"),
name = "exp(beta)")
{
method <- match.arg(method)
if (missing(parm))
parm <- TRUE
estfun <- switch(method, Profile = confint)
val <- exp(cbind(coef = coef(object), estfun(object, level = level)))
colnames(val) <- c(name, colnames(val)[-1])
val[parm, ]
})
setMethod("show", "pstpm2",
function(object) {
object@call.orig <- object@Call
show(as(object,"mle2"))
})
simulate.stpm2 <- function(object, nsim=1, seed=NULL,
newdata=NULL, lower=1e-6, upper=1e5, start=NULL, ...) {
if (!is.null(seed)) set.seed(seed)
if (is.null(newdata)) newdata = as.data.frame(object@data)
## assumes nsim replicates per row in newdata
n = nsim * nrow(newdata)
if (!is.null(start)) {
newdatap = newdata
newdatap[[object@timeVar]] = start # check if this is a sensible size?
Sentry = predict(object, newdata=newdatap)
if (length(start)==1)
lower=rep(start,n)
else if (length(start)==nrow(newdata))
lower = rep(start,each=nsim)
else if (length(start==n))
lower = start
else lower = rep(lower,n) # should not get here:(
} else {
Sentry = 1
lower = rep(lower, n)
}
newdata = newdata[rep(1:nrow(newdata), each=nsim), , drop=FALSE]
U <- runif(n)
objective <- function(time) {
newdata[[object@timeVar]] <- time
predict(object, newdata=newdata)/Sentry - U
}
vuniroot(objective, lower=rep(lower,length=n), upper=rep(upper,length=n), tol=1e-10, n=n)$root
}
setGeneric("simulate", function(object, nsim=1, seed=NULL, ...) standardGeneric("simulate"))
setMethod("simulate", signature(object="stpm2"),
function(object, nsim=1, seed=NULL,
newdata=NULL, lower=1e-6, upper=1e5, start=NULL, ...)
simulate.stpm2(object, nsim, seed, newdata, lower,upper,start, ...))
setMethod("simulate", signature(object="pstpm2"),
function(object, nsim=1, seed=NULL,
newdata=NULL, lower=1e-6, upper=1e5, start=NULL, ...)
simulate.stpm2(object, nsim, seed, newdata, lower,upper,start, ...))
## Revised from bbmle:
## changed the calculation of the degrees of freedom in the third statement of the .local function
setMethod("anova", signature(object="pstpm2"),
function (object, ..., width = getOption("width"),
exdent = 10)
{
mlist <- c(list(object), list(...))
mnames <- sapply(sys.call(sys.parent())[-1], deparse)
ltab <- as.matrix(do.call("rbind", lapply(mlist, function(x) {
c(`Tot Df` = x@edf, Deviance = -2 * logLik(x)) # changed to x@edf
})))
terms = sapply(mlist, function(obj) {
if (is.null(obj@formula) || obj@formula == "") {
mfun <- obj@call$minuslogl
mfun <- paste("[", if (is.name(mfun)) {
as.character(mfun)
}
else {
"..."
}, "]", sep = "")
paste(mfun, ": ", paste(names(obj@coef), collapse = "+"),
sep = "")
}
else {
as.character(obj@formula)
}
})
mterms <- paste("Model ", 1:length(mnames), ": ", mnames,
", ", terms, sep = "")
mterms <- strwrapx(mterms, width = width, exdent = exdent,
wordsplit = "[ \n\t]")
heading <- paste("Likelihood Ratio Tests", paste(mterms,
collapse = "\n"), sep = "\n")
ltab <- cbind(ltab, Chisq = abs(c(NA, diff(ltab[, "Deviance"]))),
Df = abs(c(NA, diff(ltab[, "Tot Df"]))))
ltab <- cbind(ltab, `Pr(>Chisq)` = c(NA, pchisq(ltab[,
"Chisq"][-1], ltab[, "Df"][-1], lower.tail = FALSE)))
rownames(ltab) <- 1:nrow(ltab)
attr(ltab, "heading") <- heading
class(ltab) <- "anova"
ltab
})
setMethod("predictnl", "pstpm2",
function(object,fun,newdata=NULL,link=c("I","log","cloglog","logit"), gd=NULL, ...)
{
## should gd be passed as argument to numDeltaMethod?
link <- match.arg(link)
linkf <- eval(parse(text=link))
if (is.null(newdata) && !is.null(object@data))
newdata <- object@data
localf <- function(coef,...)
{
object@fullcoef = coef
linkf(fun(object,...))
}
numDeltaMethod(object,localf,newdata=newdata,gd=gd,...)
})
##
setMethod("predict", "pstpm2",
function(object,newdata=NULL,
type=c("surv","cumhaz","hazard","density","hr","sdiff","hdiff","loghazard","link","meansurv","meansurvdiff","meanhr","odds","or","margsurv","marghaz","marghr","meanhaz","af","fail","margfail","meanmargsurv","rmst","lpmatrix","gradh","gradH","rmstdiff"),
grid=FALSE,seqLength=300,
se.fit=FALSE,link=NULL,exposed=NULL,var=NULL,keep.attributes=FALSE,use.gr=TRUE,level=0.95, n.gauss.quad=100, full=FALSE, ...) {
type <- match.arg(type)
predict.stpm2.base(object=object, newdata=newdata, type=type, grid=grid, seqLength=seqLength, se.fit=se.fit,
link=link, exposed=exposed, var=var, keep.attributes=keep.attributes, use.gr=use.gr, level=level, n.gauss.quad=n.gauss.quad, full=full, ...)
})
setMethod("residuals", "pstpm2",
function(object, type=c("li","gradli"))
residuals.stpm2.base(object=object, type=match.arg(type)))
##`%c%` <- function(f,g) function(...) g(f(...)) # function composition
## to do:
## (*) Stata-compatible knots
setMethod("plot", signature(x="pstpm2", y="missing"),
function(x,y,newdata=NULL,type="surv",
xlab=NULL,ylab=NULL,line.col=1,ci.col="grey",lty=par("lty"),
add=FALSE,ci=!add,rug=!add,
var=NULL,exposed=incrVar(var),times=NULL,...)
plot.stpm2.base(x=x, y=y, newdata=newdata, type=type, xlab=xlab,
ylab=ylab, line.col=line.col, lty=lty, add=add,
ci=ci, rug=rug, var=var, exposed=exposed, times=times, ...)
)
lines.pstpm2 <- function(x,newdata=NULL,type="surv",
col=1,ci.col="grey",lty=par("lty"),
ci=FALSE,rug=FALSE,
var=NULL,exposed=NULL,times=NULL,...)
plot.stpm2.base(x=x, newdata=newdata, type=type,
line.col=col, ci.col=ci.col, lty=lty, add=TRUE,
ci=ci, rug=rug, var=var, exposed=exposed, times=times, ...)
setMethod("lines", signature(x="pstpm2"), lines.pstpm2)
## sandwich variance estimator (from the sandwich package)
## coeftest.stpm2 <-
## function (x, vcov. = NULL, df = NULL, ...)
## {
## est <- coef(x)
## if (is.null(vcov.))
## se <- vcov(x)
## else {
## if (is.function(vcov.))
## se <- vcov.(x)
## else se <- vcov.
## }
## se <- sqrt(diag(se))
## if (!is.null(names(est)) && !is.null(names(se))) {
## anames <- names(est)[names(est) %in% names(se)]
## est <- est[anames]
## se <- se[anames]
## }
## tval <- as.vector(est)/se
## pval <- 2 * pnorm(abs(tval), lower.tail = FALSE)
## cnames <- c("Estimate", "Std. Error", "z value", "Pr(>|z|)")
## mthd <- "z"
## rval <- cbind(est, se, tval, pval)
## colnames(rval) <- cnames
## class(rval) <- "coeftest"
## attr(rval, "method") <- paste(mthd, "test of coefficients")
## return(rval)
## }
## weights.stpm2 <-
## function (object, ...)
## {
## wts <- object@weights
## if (is.null(wts))
## wts
## else napredict(object@na.action, wts)
## }
## copy of bbmle:::strwrapx
strwrapx <-
function (x, width = 0.9 * getOption("width"), indent = 0, exdent = 0,
prefix = "", simplify = TRUE, parsplit = "\n[ \t\n]*\n",
wordsplit = "[ \t\n]")
{
if (!is.character(x))
x <- as.character(x)
indentString <- paste(rep.int(" ", indent), collapse = "")
exdentString <- paste(rep.int(" ", exdent), collapse = "")
y <- list()
plussplit = function(w) {
lapply(w, function(z) {
plusloc = which(strsplit(z, "")[[1]] == "+")
plussplit = apply(cbind(c(1, plusloc + 1), c(plusloc,
nchar(z, type = "width"))), 1, function(b) substr(z,
b[1], b[2]))
plussplit
})
}
z <- lapply(strsplit(x, parsplit), function(z) {
lapply(strsplit(z, wordsplit), function(x) unlist(plussplit(x)))
})
for (i in seq_along(z)) {
yi <- character(0)
for (j in seq_along(z[[i]])) {
words <- z[[i]][[j]]
nc <- nchar(words, type = "w")
if (any(is.na(nc))) {
nc0 <- nchar(words)
nc[is.na(nc)] <- nc0[is.na(nc)]
}
if (any(nc == 0)) {
zLenInd <- which(nc == 0)
zLenInd <- zLenInd[!(zLenInd %in% (grep("\\.$",
words) + 1))]
if (length(zLenInd) > 0) {
words <- words[-zLenInd]
nc <- nc[-zLenInd]
}
}
if (length(words) == 0) {
yi <- c(yi, "", prefix)
next
}
currentIndex <- 0
lowerBlockIndex <- 1
upperBlockIndex <- integer(0)
lens <- cumsum(nc + 1)
first <- TRUE
maxLength <- width - nchar(prefix, type = "w") -
indent
while (length(lens) > 0) {
k <- max(sum(lens <= maxLength), 1)
if (first) {
first <- FALSE
maxLength <- maxLength + indent - exdent
}
currentIndex <- currentIndex + k
if (nc[currentIndex] == 0)
upperBlockIndex <- c(upperBlockIndex, currentIndex -
1)
else upperBlockIndex <- c(upperBlockIndex, currentIndex)
if (length(lens) > k) {
if (nc[currentIndex + 1] == 0) {
currentIndex <- currentIndex + 1
k <- k + 1
}
lowerBlockIndex <- c(lowerBlockIndex, currentIndex +
1)
}
if (length(lens) > k)
lens <- lens[-(1:k)] - lens[k]
else lens <- NULL
}
nBlocks <- length(upperBlockIndex)
s <- paste(prefix, c(indentString, rep.int(exdentString,
nBlocks - 1)), sep = "")
for (k in (1:nBlocks)) {
s[k] <- paste(s[k], paste(words[lowerBlockIndex[k]:upperBlockIndex[k]],
collapse = " "), sep = "")
}
s = gsub("\\+ ", "+", s)
yi <- c(yi, s, prefix)
}
y <- if (length(yi))
c(y, list(yi[-length(yi)]))
else c(y, "")
}
if (simplify)
y <- unlist(y)
y
}
## S3 methods
coef.pstpm2 <- coef.stpm2 <- coef
vcov.pstpm2 <- vcov.stpm2 <- vcov
