An R package for simulating and plotting quantities of interest (relative hazards, first differences, and hazard ratios) for linear coefficients, multiplicative interactions, polynomials, penalised splines, and non-proportional hazards, as well as stratified survival curves from Cox Proportional Hazard models.
The package includes the following simulation functions:
coxsimLinear: a function for simulating relative
hazards, first differences, hazard ratios, and hazard rates for linear,
non-time interacted covariates from Cox Proportional Hazard
(coxph) models.
coxsimtvc: a function for simulating time-interactive
hazards (relative hazards, first differences, and hazard ratios) for
covariates from Cox Proportional Hazard models. The function will calculate
time-interactive hazard ratios for multiple strata estimated from a
stratified Cox Proportional Hazard model.
coxsimSpline: a function for simulating quantities
of interest from penalised splines using multivariate normal distributions.
Currently does not support simulating hazard rates from stratified models.
Note: be extremely careful about the number of simulations you ask the
function to find. It is very easy to ask for more than your computer can
handle.
coxsimPoly: a function for simulating quantities of
interest for a range of values for a polynomial nonlinear effect from Cox
Proportional Hazard models.
coxsimInteract: a function for simulating quantities
of interest for linear multiplicative interactions, including marginal
effects and hazard rates.
Results from these functions can be plotted using the simGG
method.
The package also includes two functions that make it easier to create time interactions:
SurvExpand: a function to convert a data frame of
non-equal interval continuous observations into equal interval continuous
observations.
tvc: a function to create time interaction variables
that can be used in a coxph model (or any other model with time
interactions).
setXl: a function for setting valid Xl values given a
sequence of fitted Xj values. This makes it more intituitive to find
hazard ratios and first differences for comparisons between some \(Xj\)
fitted values and \(Xl\) values other than 0.
Gandrud, Christopher. 2015. simPH: An R Package for Illustrating Estimates from Cox Proportional Hazard Models Including for Interactive and Nonlinear Effects. Journal of Statistical Software. 65(3)1-20.