https://github.com/cran/BMA
Tip revision: ad7ef05002a3ac943fa4663b53540fadb1aa9823 authored by Chris Fraley (interim) on 18 May 2010, 00:00:00 UTC
version 3.13
version 3.13
Tip revision: ad7ef05
iBMA.surv.R
iBMA.surv<- function(x, ...)
UseMethod("iBMA.surv")
iBMA.surv.data.frame<- function(x, surv.t, cens, wt = rep(1, nrow(X)), thresProbne0 = 5, maxNvar = 30, nIter=100, verbose = FALSE, sorted = FALSE, factor.type = TRUE, ...)
{
printCGen<- function(printYN)
{
printYN<- printYN
return(function(x) if (printYN) cat(paste(paste(x,sep="", collapse = " "),"\n", sep="")))
}
sortX<- function(surv.t, cens, X, wt)
{
fitvec<- rep(NA, times = ncol(X))
nastyHack_____x.df <<- data.frame(X)
scp<- formula(paste("~", paste(colnames(X), sep = "", collapse = " + ")))
cox.out <- coxph(Surv(surv.t, cens) ~ 1, weights = wt, method = "breslow", iter.max = 30,data = nastyHack_____x.df)
addcox <- add1(cox.out, scope = scp , test = "Chisq", data = nastyHack_____x.df)
fitvec <- addcox$"Pr(Chi)"[-1]
initial.order<- order(fitvec,decreasing = FALSE)
sortedX<- X[, initial.order]
return(list(sortedX = sortedX, initial.order = initial.order))
}
X<-x
cl <- match.call()
printC<- printCGen(verbose)
# if factor.type = FALSE then individual factor levels can be dropped, and we
# need to convert X into its design matrix before we do any iterations
if (factor.type == FALSE)
{
x.df <- data.frame( X)
X <- model.matrix(terms.formula(~., data = x.df), data = x.df)[,-1]
}
### sort variables prior to running iterations if required
if (!sorted)
{
printC("sorting X")
sorted<- sortX(surv.t, cens, X, wt = wt)
sortedX<- sorted$sortedX
initial.order<- sorted$initial.order
}
else
{
sortedX<- X
initial.order<- 1:ncol(sortedX)
}
#### Iteration Initiation
nVar<- ncol(sortedX)
# make sure that we do not try to use more columns at a time than are present
maxNvar <- min (maxNvar, nVar)
stopVar <- 0
nextVar <- maxNvar + 1
current.probne0<- rep(0, maxNvar)
maxProbne0<- rep(0, times = nVar)
nTimes<- rep(0, times = nVar)
currIter <- 0
first.in.model<- rep(NA, times = nVar)
new.vars<- 1:maxNvar
first.in.model[new.vars]<- currIter + 1
iter.dropped<- rep(NA, times = nVar)
currentSet<- NULL
current_state<- list(surv.t = surv.t,
cens = cens,
sortedX = sortedX,
wt = wt,
call = cl,
initial.order = initial.order,
thresProbne0 = thresProbne0,
maxNvar = maxNvar,
nIter = nIter,
verbose = verbose,
nVar = nVar,
currentSet = currentSet,
new.vars= new.vars,
stopVar = stopVar,
nextVar = nextVar,
current.probne0 = current.probne0,
maxProbne0 = maxProbne0,
nTimes = nTimes,
currIter = currIter,
first.in.model = first.in.model,
iter.dropped = iter.dropped)
class(current_state)<- "iBMA.intermediate.surv"
result<- iBMA.surv.iBMA.intermediate.surv(current_state, ...)
result
}
### this function does a set number of iterations of iBMA, returning an intermediate result unless it is finished,
### in which case it returns a final result
iBMA.surv.iBMA.intermediate.surv<- function (x, nIter = NULL, verbose = NULL, ...)
{
printCGen<- function(printYN)
{
printYN<- printYN
return(function(x) if (printYN) cat(paste(paste(x,sep="", collapse = " "),"\n", sep="")))
}
cs<- x
# check if nIter has been redefined
if (!is.null(nIter)) cs$nIter<- nIter
if (!is.null(verbose)) cs$verbose<- verbose
printC<- printCGen(cs$verbose)
finalIter<- cs$currIter + cs$nIter
### iterate until a final result is produced (cs$stopVar == 1) or nIter more iterations have been done
while (cs$stopVar == 0 && cs$currIter < finalIter)
{
# add in the new variables
nextSet<- c(cs$currentSet, cs$new.vars)
cs$currIter<- cs$currIter + 1
printC(paste("\n\n starting iteration ",cs$currIter," nextVar =",cs$nextVar))
printC("applying bic.surv now")
currentX<- cs$sortedX[,nextSet]
colnames(currentX)<- colnames(cs$sortedX)[nextSet]
ret.bic<- bic.surv(x = currentX, surv.t = cs$surv.t, cens = cs$cens, maxCol = cs$maxNvar + 1, ...)
printC(ret.bic$probne0)
cs$maxProbne0[nextSet]<- pmax(ret.bic$probne0, cs$maxProbne0[nextSet])
cs$nTimes[nextSet]<- cs$nTimes[nextSet] + 1
cs$rmVector <- ret.bic$probne0 < cs$thresProbne0
# adaptive threshold
if (any(cs$rmVector) == FALSE)
{
# no var to swap in!!, increase threshold
currMin <- min (ret.bic$probne0)
printC (paste("no var to swap! Min probne0 = ", currMin, sep=""))
newThresProbne0 <- currMin + 1
printC(paste("new probne0 threshold = ", newThresProbne0, sep=""))
cs$rmVector <- ret.bic$probne0 < newThresProbne0
# check that we do not drop everything!
if (all(cs$rmVector))
cs$rmVector<- c(rep(FALSE, times = length(cs$rmVector)-1), TRUE)
}
# drop the bad ones...
cs$iter.dropped[nextSet[cs$rmVector]]<- cs$currIter
cs$currentSet<- nextSet[!cs$rmVector]
# now if there are more variables to examine add the new set of variables to the current set
if ( cs$nextVar <= cs$nVar)
{
# set up new X
printC ("generating next set of variables")
lastVar<- sum(cs$rmVector) + cs$nextVar - 1
# add in bulk if we are not close to the end of the variables,
if (lastVar <= cs$nVar)
{
cs$new.vars<- cs$nextVar:lastVar
cs$first.in.model[cs$new.vars]<- cs$currIter + 1
cs$nextVar <- lastVar + 1
}
# add in one by one until no variables left
else
{
cs$new.vars<- NULL
for (i in length(cs$rmVector):1)
{
if (cs$rmVector[i] == TRUE && cs$nextVar <= cs$nVar)
{
cs$new.vars<- c(cs$new.vars, cs$nextVar)
cs$first.in.model[cs$nextVar]<- cs$currIter + 1
cs$nextVar <- cs$nextVar + 1
}
}
}
}
else
{
# exhausted all data
cs$stopVar <- 1
cs$new.vars = NULL
}
}
# if we have finished (all variables) do some wrap-up and generate output values
if (cs$stopVar == 1)
{
printC("finished iterating")
currentX<- cs$sortedX[,cs$currentSet]
colnames(currentX)<- colnames(cs$sortedX)[cs$currentSet]
ret.bic<- bic.surv(x = currentX, surv.t = cs$surv.t, cens = cs$cens, maxCol = cs$maxNvar + 1, ...)
output<- cs
output$bma<- ret.bic
output$selected<- cs$currentSet
output$nIterations<- cs$currIter
class(output)<- "iBMA.surv"
}
else
{
output<- cs
class(output)<- "iBMA.intermediate.surv"
}
output
}
iBMA.surv.matrix<- iBMA.surv.data.frame