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spBayesSurv (version 1.0.4)

indeptCoxph: Fit Bayesian Proportional Hazards Model

Description

This function fits a Bayesian proportional hazards model for non-spatial right censored time-to-event data.

Usage

indeptCoxph(y, delta, x=NULL, prediction, prior, mcmc, state, RandomIntervals=F, data=sys.frame(sys.parent()), na.action=na.fail, work.dir=NULL)

Arguments

y
an n by 1 vector giving the survival times.
delta
an n by 1 vector indicating whether it is right censored (=0) or not (=1).
x
an n by p matrix of covariates without intercept. The default is NULL, indicating no covariates included.
prediction
a list giving the information used to obtain conditional inferences. The list includes the following elements: xpred giving the n by p covariates matrix, used for prediction.
prior
a list giving the prior information. The list includes the following parameter: M an integer giving the total number of cut points for baseline hazard. See Zhou, Hanson and Knapp (2015) for more detailed hyperprior specifications.
mcmc
a list giving the MCMC parameters. The list must include the following elements: nburn an integer giving the number of burn-in scans, nskip an integer giving the thinning interval, nsave an integer giving the total number of scans to be saved, ndisplay an integer giving the number of saved scans to be displayed on screen (the function reports on the screen when every ndisplay iterations have been carried out).
state
a list giving the current value of the parameters. This list is used if the current analysis is the continuation of a previous analysis.
RandomIntervals
indicate if random cut ponts for baseline hazard is need. The default is TRUE.
data
data frame.
na.action
a function that indicates what should happen when the data contain NAs. The default action (na.fail) causes indeptCoxph to print an error message and terminate if there are any incomplete observations.
work.dir
working directory.

Value

The results include the MCMC chains for the parameters discussed in Zhou, Hanson and Knapp (2015). Use names to find out what they are.

Details

This function fits a Bayesian proportional hazards model (Zhou, Hanson and Knapp, 2015) for non-spatial right censored time-to-event data.

References

Zhou, H., Hanson, T., and Knapp, R. (2015). Marginal Bayesian nonparametric model for time to disease arrival of threatened amphibian populations. Biometrics, 71(4): 1101-1110.

See Also

spCopulaCoxph

Examples

Run this code
## Not run: 
# 
# ###############################################################
# # A simulated data: Cox PH
# ###############################################################
# rm(list=ls())
# library(MASS)
# library(Rcpp)
# library(RcppArmadillo)
# library(coda)
# library(survival)
# library(spBayesSurv)
# ## True parameters 
# betaT = c(-1); 
# theta1 = 0.98; theta2 = 100000;
# 
# ## generate coordinates: 
# ## npred is the # of locations for prediction
# n = 300; npred = 30; ntot = n + npred;
# ldist = 100; wdist = 40;
# s1 = runif(ntot, 0, wdist); s2 = runif(ntot, 0, ldist);
# s = rbind(s1,s2); #plot(s[1,], s[2,]);
# 
# ## Covariance matrix
# corT = matrix(1, ntot, ntot);
# for (i in 1:(ntot-1)){
#   for (j in (i+1):ntot){
#     dij = sqrt(sum( (s[,i]-s[,j])^2 ));
#     corT[i,j] = theta1*exp(-theta2*dij);
#     corT[j,i] = theta1*exp(-theta2*dij);
#   }
# }
# 
# ## Generate x 
# x = runif(ntot,-1.5,1.5);
# ## Generate transformed log of survival times
# z = mvrnorm(1, rep(0, ntot), corT);
# ## The CDF of Ti: Lambda(t) = t;
# Fi = function(t, xi){
#   res = 1-exp(-t*exp(sum(xi*betaT)));
#   res[which(t<0)] = 0;
#   res
# }
# ## The pdf of Ti:
# fi = function(t, xi){
#   res=(1-Fi(t,xi))*exp(sum(xi*betaT));
#   res[which(t<0)] = 0;
#   res
# }
# #integrate(function(x) fi(x, 0), -Inf, Inf) 
# ## true plot
# xx = seq(0, 10, 0.1)
# #plot(xx, fi(xx, -1), "l", lwd=2, col=2)
# #lines(xx, fi(xx, 1), "l", lwd=2, col=3)
# 
# ## The inverse for CDF of Ti
# Finvsingle = function(u, xi) {
#   res = uniroot(function (x) Fi(x, xi)-u, lower=0, upper=5000);
#   res$root
# }
# Finv = function(u, xi) {sapply(u, Finvsingle, xi)};
# ## Generate survival times t
# u = pnorm(z);
# t = rep(0, ntot);
# for (i in 1:ntot){
#   t[i] = Finv(u[i], x[i]);
# }
# tTrue = t; #plot(x,t);
# 
# ## Censoring scheme
# Centime = runif(ntot, 1, 3);
# Centime = 10000;
# delta = (t<=Centime) +0 ;
# sum(delta)/ntot;
# cen = which(delta==0);
# t[cen] = Centime[cen];
# 
# ## make a data frame
# dtotal = data.frame(s1=s1, s2=s2, t=t, logt=log(t), x=x, delta=delta, 
#                     tTrue=tTrue, logtTrue=log(tTrue));
# ## Hold out npred=30 for prediction purpose
# predindex = sample(1:ntot, npred);
# dpred = dtotal[predindex,];
# dtrain = dtotal[-predindex,];
# 
# # Prediction settings 
# xpred = dpred$x;
# s0 = cbind( dpred$s1, dpred$s2 );
# prediction = list(spred=s0, xpred=xpred);
# 
# 
# ###############################################################
# # Independent Cox PH
# ###############################################################
# # rename the variables 
# d = dtrain;n=nrow(d); n;
# s = cbind(d$s1, d$s2);
# t = d$t;
# x = d$x;
# X = cbind(x);
# p = ncol(X); # number of covariates
# delta =d$delta;
# 
# # Initial Exp Cox PH
# fit0 = survreg( Surv(t, delta) ~ x, dist="weibull", data=d );
# h0 = as.vector( exp( -fit0$coefficients[1] ) );
# beta = as.vector( -fit0$coefficients[-1]/fit0$scale ); beta;
# 
# # Prior information
# prior = list(M = 10);
# 
# # current state values
# state <- NULL;
# 
# # MCMC parameters
# nburn <- 5000
# nsave <- 3000
# nskip <- 0
# ndisplay <- 1000
# mcmc <- list(nburn=nburn,
#              nsave=nsave,
#              nskip=nskip,
#              ndisplay=ndisplay)
# 
# # Fit the Cox PH model
# res1 = indeptCoxph( y = t,
#                     delta =delta, 
#                     x = x, 
#                     RandomIntervals=FALSE,
#                     prediction=prediction, 
#                     prior=prior, 
#                     mcmc=mcmc,
#                     state=state);
# par(mfrow = c(2,1))
# #traceplot(mcmc(res1$hcen), main="hcen")
# beta.save = res1$beta; rowMeans(beta.save);
# traceplot(mcmc(beta.save[1,]), main="beta")
# res1$ratebeta;
# ## LPML
# LPML1 = sum(log(res1$cpo)); LPML1;
# ## MSPE
# mean((dpred$tTrue-apply(res1$Tpred, 1, median))^2); 
# 
# ## plots
# par(mfrow = c(2,1))
# xnew = c(-1, 1)
# xpred = cbind(xnew); 
# nxpred = nrow(xpred);
# ygrid = seq(-5, 1.1, 0.05);tgrid = exp(ygrid);
# ngrid = length(ygrid);
# estimates = GetCurves(res1, xpred, ygrid, CI=c(0.05, 0.95));
# fhat = estimates$fhat; 
# Shat = estimates$Shat;
# ## density in t
# plot(tgrid, fi(tgrid, xnew[1]), "l", lwd=2,  xlim=c(0,6), main="density in y")
# for(i in 1:nxpred){
#   lines(tgrid, fi(tgrid, xnew[i]), lwd=2)
#   lines(tgrid, fhat[,i], lty=2, lwd=2, col=4);
# }
# ## survival in t
# plot(tgrid, 1-Fi(tgrid, xnew[1]), "l", lwd=2, xlim=c(0,6), main="survival in y")
# for(i in 1:nxpred){
#   lines(tgrid, 1-Fi(tgrid, xnew[i]), lwd=2)
#   lines(tgrid, Shat[,i], lty=2, lwd=2, col=4);
#   lines(tgrid, estimates$Shatup[,i], lty=2, lwd=1, col=4);
#   lines(tgrid, estimates$Shatlow[,i], lty=2, lwd=1, col=4);
# }
# 
# ## End(Not run)

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