msmtools: Augmented Data for Multi-State Models

msmtools restructures longitudinal observational data into augmented transition data for multi-state models fitted with msm. It works for any domain where subjects accumulate repeated observations with start and end times and an optional terminal outcome — clinical follow-ups, customer journeys, machine usage spells, employment histories, and so on. The package returns transition-level rows, numeric state indicators, and diagnostic plots.

From version 2.0.4, msmtools targets a modern CRAN baseline: R 4.1 or newer and current releases of data.table, msm, survival, ggplot2, and cli. Since 2.1.3, patchwork is an optional dependency required only by prevplot(M = TRUE).

Installation

install.packages("msmtools")

# development version
remotes::install_github("contefranz/msmtools")

Core Workflow

• augment() builds the augmented transition data used by multi-state models.
• polish() removes subjects with conflicting transitions at the same time.
• survplot() compares fitted and empirical survival curves from a fitted msm model.
• prevplot() compares observed and expected prevalences from a fitted msm model.

library(msmtools)
library(data.table)

data(hosp)

hosp_augmented <- augment(
  data = copy(hosp),
  data_key = subj,
  n_events = adm_number,
  pattern = label_3,
  t_start = dateIN,
  t_end = dateOUT,
  t_cens = dateCENS
)

hosp_augmented[
  1:6,
  .(subj, adm_number, label_3, augmented, augmented_int, status, status_num)
]

augment() returns a data.table. Use as.data.frame() explicitly if a downstream workflow requires a plain data.frame.

pattern describes the terminal outcome schema in the input data. state describes the generated transition-state labels and must contain three labels: the state at t_start, the state at t_end, and the absorbing state.

augment() and polish() use copy = FALSE by default to preserve the memory-efficient data.table workflow. This means input objects can be modified by reference. Set copy = TRUE when the original object must remain unchanged.

Duplicate Transition Cleanup

polish() uses augmented_int as the duplicate-time column by default. Set time = NULL for the same auto-detection behavior, or pass another time column explicitly.

hosp_clean <- polish(
  data = copy(hosp_augmented),
  data_key = subj,
  pattern = label_3
)

Diagnostic Plots

survplot() and prevplot() operate on fitted msm objects. See the vignette for a compact end-to-end example that augments the bundled data, fits a small model, and builds both diagnostic plots.

Both plotting functions print plots by default. Set print_plot = FALSE when you need the returned plot object or data without rendering it.

vignette("msmtools")

Author

Francesco Grossetti

Assistant Professor of Accounting Analytics and Data Science Department of Accounting, Bocconi University Fellow at Bocconi Institute for Data Science and Analytics (BIDSA) Contact: francesco.grossetti@unibocconi.it

Bugs and issues can be reported at https://github.com/contefranz/msmtools/issues.