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spBayesSurv (version 1.0.4)

anovaDDP: Fit Bayesian Nonparametric Survival Model

Description

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

Usage

anovaDDP(y, delta, x=NULL, prediction, prior, mcmc, state, status=TRUE, data=sys.frame(sys.parent()), na.action=na.fail, work.dir=NULL)

Arguments

y
an n by 1 vector giving the log 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: N an integer giving the truncation of the Dirichlet process, a0 and b0 giving the hyperparameters for prior distribution of the precision parameter alpha. 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.
status
a logical variable indicating whether this run is new (TRUE) or the continuation of a previous analysis (FALSE). In the latter case the current value of the parameters must be specified in the object state.
data
data frame.
na.action
a function that indicates what should happen when the data contain NAs. The default action (na.fail) causes anovaDDP 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 De Iorio et al. (2009) and Zhou, Hanson and Knapp (2015). Use names to find out what they are.

Details

This function fits a Bayesian Nonparametric model (De Iorio et al., 2009) for non-spatial right censored time-to-event data.

References

De Iorio, M., Johnson, W. O., Mueller, P., and Rosner, G. L. (2009). Bayesian nonparametric nonproportional hazards survival modeling. Biometrics, 65(3): 762-771.

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

spCopulaDDP

Examples

Run this code
## Not run: 
# 
# ###############################################################
# # A simulated data: mixture of two normals
# ###############################################################
# rm(list=ls())
# library(MASS)
# library(Rcpp)
# library(RcppArmadillo)
# library(coda)
# library(survival)
# library(spBayesSurv)
# 
# ## True parameters 
# betaT = cbind(c(3.5, 0.5), c(2.5, -1)); 
# wT = c(0.4, 0.6); 
# sig2T = c(1^2, 0.5^2);
# 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);
# X = cbind(rep(1,ntot), x);
# p = ncol(X); # number of covariates + 1
# ## Generate transformed log of survival times
# z = mvrnorm(1, rep(0, ntot), corT);
# ## The pdf of Ti:
# fi = function(y, xi, w=wT){
#   nw = length(w);
#   ny = length(y);
#   res = matrix(0, ny, nw);
#   Xi = c(1,xi);
#   for (k in 1:nw){
#     res[,k] = w[k]*dnorm(y, sum(Xi*betaT[,k]), sqrt(sig2T[k]) )
#   }
#   apply(res, 1, sum)
# }
# ## true plot
# xx = seq(-2, 7, 0.01)
# #plot(xx, fi(xx, -1), "l", lwd=2, col=2)
# #lines(xx, fi(xx, 1), "l", lwd=2, col=3)
# ## The CDF of Ti:
# Fi = function(y, xi, w=wT){
#   nw = length(w);
#   ny = length(y);
#   res = matrix(0, ny, nw);
#   Xi = c(1,xi);
#   for (k in 1:nw){
#     res[,k] = w[k]*pnorm(y, sum(Xi*betaT[,k]), sqrt(sig2T[k]) )
#   }
#   apply(res, 1, sum)
# }
# ## The inverse for CDF of Ti
# Finvsingle = function(u, xi) {
#   res = uniroot(function (x) Fi(x, xi)-u, lower=-500, upper=500);
#   res$root
# }
# Finv = function(u, xi) {sapply(u, Finvsingle, xi)};
# ## Generate log of survival times y
# u = pnorm(z);
# y = rep(0, ntot);
# for (i in 1:ntot){
#   y[i] = Finv(u[i], x[i]);
# }
# #plot(x,y);
# yTrue = y;
# 
# ## Censoring scheme
# Centime = runif(ntot, 3.5,5);
# Centime = 10000;
# delta = (y<=Centime) +0 ;
# sum(delta)/ntot;
# cen = which(delta==0);
# y[cen] = Centime[cen];
# 
# ## make a data frame
# dtotal = data.frame(s1=s1, s2=s2, y=y, x=x, delta=delta, yTrue=yTrue);
# ## Hold out npred=30 for prediction purpose
# predindex = sample(1:ntot, npred);
# dpred = dtotal[predindex,];
# dtrain = dtotal[-predindex,];
# 
# # rename the variables 
# d = dtrain;n=nrow(d); n;
# s = cbind(d$s1, d$s2);
# y = d$y;
# x = d$x;
# delta =d$delta;
#  
# # Prediction settings 
# xpred = dpred$x;
# s0 = cbind( dpred$s1, dpred$s2 );
# prediction = list(spred=s0, xpred=xpred);
# 
# ###############################################################
# # ANOVA DDP 
# ###############################################################
# 
# # Prior information
# prior = list(N = 10, 
#              a0 = 2, b0 = 2);
# 
# # current state values
# state <- NULL
# 
# # MCMC parameters
# nburn <- 5000
# nsave <- 3000
# nskip <- 0
# ndisplay <- 500
# mcmc <- list(nburn=nburn,
#              nsave=nsave,
#              nskip=nskip,
#              ndisplay=ndisplay)
# 
# # Fit model
# res1 = anovaDDP( y = y,
#               delta =delta, 
#               x = x, 
#               prediction=prediction, 
#               prior=prior, 
#               mcmc=mcmc,
#               state=state);
# 
# par(mfrow = c(2,2))
# w.save = res1$w;
# Kindex = which.max(rowMeans(w.save));
# traceplot(mcmc(w.save[Kindex,]), main="w")
# sig2.save = res1$sigma2;
# traceplot(mcmc(sig2.save[Kindex,]), main="sig2")
# beta.save = res1$beta;
# traceplot(mcmc(beta.save[2,Kindex,]), main="beta")
# alpha.save = res1$alpha;
# traceplot(mcmc(alpha.save), main="alpha")
# 
# ## LPML
# #cpo=CPOanovaDDP(y, delta, X, beta.save, sig2.save, w.save )$cpo;
# LPML1 = sum(log(res1$cpo)); LPML1;
# 
# ## MSPE
# mean((dpred$yTrue-apply(res1$Ypred, 1, median))^2); 
# 
# ## number of non-negligible components
# quantile(colSums(res1$w>0.05))
# 
# ## plots
# par(mfrow = c(2,2))
# xnew = c(-1, 1)
# xpred = cbind(xnew); 
# nxpred = nrow(xpred);
# ygrid = seq(0,6.0,0.05); 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 y
# plot(ygrid, fi(ygrid, xnew[1]), "l", lwd=2, ylim=c(0, 0.8), 
#      xlim=c(0,6), main="density in y")
# for(i in 1:nxpred){
#   lines(ygrid, fi(ygrid, xnew[i]), lwd=2)
#   lines(ygrid, fhat[,i], lty=2, lwd=2, col=4);
#   lines(ygrid, estimates$fhatup[,i], lty=2, lwd=1, col=4);
#   lines(ygrid, estimates$fhatlow[,i], lty=2, lwd=1, col=4);
# }
# ## survival in y
# plot(ygrid, 1-Fi(ygrid, xnew[1]), "l", lwd=2, ylim=c(0, 1), 
#      xlim=c(0,6), main="survival in y")
# for(i in 1:nxpred){
#   lines(ygrid, 1-Fi(ygrid, xnew[i]), lwd=2)
#   lines(ygrid, Shat[,i], lty=2, lwd=2, col=4);
#   lines(ygrid, estimates$Shatup[,i], lty=2, lwd=1, col=4);
#   lines(ygrid, estimates$Shatlow[,i], lty=2, lwd=1, col=4);
# }
# ## density in t
# plot(tgrid, fi(ygrid, xnew[1])/tgrid, "l", lwd=2, ylim=c(0, 0.15), 
#      xlim=c(0,100), main="density in t")
# for(i in 1:nxpred){
#   lines(tgrid, fi(ygrid, xnew[i])/tgrid, lwd=2)
#   lines(tgrid, fhat[,i]/tgrid, lty=2, lwd=2, col=4);
#   lines(tgrid, estimates$fhatup[,i]/tgrid, lty=2, lwd=1, col=4);
#   lines(tgrid, estimates$fhatlow[,i]/tgrid, lty=2, lwd=1, col=4);
# }
# ## survival in t
# plot(tgrid, 1-Fi(ygrid, xnew[1]), "l", lwd=2, ylim=c(0, 1), 
#      xlim=c(0,100), main="survival in t")
# for(i in 1:nxpred){
#   lines(tgrid, 1-Fi(ygrid, 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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