Package 'Epi'

Description

Data from a survey of HIV-positivity of a cohort of Danish men followed by regular tests from 1983 to 1989.

Usage

data(hivDK)

Format

A data frame with 297 observations on the following 7 variables.

id

ID of the person

entry

Date of entry to the study. Date variable.

well

Date last seen seronegative. Date variable.

ill

Date first seen seroconverted. Date variable.

bth

Year of birth minus 1950.

pyr

Annual number of sexual partners.

us

Indicator of wheter the person has visited the USA.

Source

Mads Melbye, Statens Seruminstitut.

References

Becker N.G. and Melbye M.: Use of a log-linear model to compute the empirical survival curve from interval-censored data, with application to data on tests for HIV-positivity, Australian Journal of Statistics, 33, 125–133, 1990.

Melbye M., Biggar R.J., Ebbesen P., Sarngadharan M.G., Weiss S.H., Gallo R.C. and Blattner W.A.: Seroepidemiology of HTLV-III antibody in Danish homosexual men: prevalence, transmission and disease outcome. British Medical Journal, 289, 573–575, 1984.

Examples

data(hivDK)
  str(hivDK)

Description

The Aalen-Johansen estimator is computed on the basis of a Lexis multistate object along a given time scale. The function is merely a wrapper for the survfit.

Usage

## S3 method for class 'Lexis'
AaJ(Lx,
               formula = ~ 1,
             timeScale = 1, ...)

Arguments

Value

An object of class survfitms — see survfit.

Author(s)

Bendix Carstensen, http://bendixcarstensen.com

See Also

survfit ci.Crisk

Examples

data(DMlate)
str(DMlate)
dml <- Lexis(entry = list(Per = dodm,
                          Age = dodm-dobth,
                        DMdur = 0 ),
              exit = list(Per = dox),
       exit.status = factor(!is.na(dodth),
                            labels = c("DM","Dead")),
              data = DMlate )

# Cut the follow-up at insulin start
dmi <- cutLexis(dml,
                cut = dml$doins,
          new.state = "Ins",
        split.state = TRUE)
summary( dmi )
ms <- AaJ.Lexis(dmi, timeScale = "DMdur")
class(ms)
ms$states
head(ms$pstate)

Description

When follow-up in a multistate model is represented in a Lexis object we may want to add information on covariates, for example clinical measurements, obtained at different times. This function cuts the follow-up time (see cutLexis) at the times of measurement and carries the measurements forward in time to the next measurement occasion.

Usage

## S3 method for class 'Lexis'
addCov(Lx,
                     clin,
                timescale = 1,
                    exnam,
                      tfc = "tfc", ...)

Arguments

Value

A Lexis object representing the same follow-up as Lx, with cuts added at the times of examination, and covariate measurements added for all records representing follow-up after the most recent time of measurement.

Also tfc is added as a time scale, it is however not a proper timescale since it is reset at every clinical examination. Therefor the value of the timeSince attribute is set to "X" in order to distinguish it from other proper time scales that either have an empty string or the name of a state.

Author(s)

Bendix Carstensen, [email protected], http://bendixcarstensen.com

See Also

cutLexis, mcutLexis, splitLexis, Lexis

Examples

# A small bogus cohort
xcoh <- structure( list( id = c("A", "B", "C"),
                      birth = c("1952-07-14", "1954-04-01", "1987-06-10"),
                      entry = c("1965-08-04", "1972-09-08", "1991-12-23"),
                       exit = c("1997-06-27", "1995-05-23", "1998-07-24"),
                       fail = c(1, 0, 1) ),
                     .Names = c("id", "birth", "entry", "exit", "fail"),
                  row.names = c("1", "2", "3"),
                      class = "data.frame" )

# Convert the character dates into numerical variables (fractional years)
xcoh$bt <- cal.yr( xcoh$birth )
xcoh$en <- cal.yr( xcoh$entry )
xcoh$ex <- cal.yr( xcoh$exit  )

# Define as Lexis object with timescales calendar time and age
Lcoh <- Lexis( entry = list( per=en ),
                exit = list( per=ex, age=ex-bt ),
         exit.status = factor( fail, 0:1, c("Alive","Dead") ),
                data = xcoh )
str( Lcoh )
Lx <- Lcoh[,1:7]

# Data frame with clinical examination data, date of examination in per
clin <- data.frame(lex.id = c(1,1,3,2),
                      per = cal.yr(c("1977-4-7",
                                     "1971-7-1",
                                     "1996-2-15",
                                     "1990-7-3")),
                       bp = c(120,140,160,157),
                     chol = c(5,7,8,9),
                     xnam = c("X2","X1","X1","X2") )
Lx
clin
str(Lx)
str(clin)

# Different behavours when using exnam explicitly
addCov.Lexis( Lx, clin[,-5] )
addCov.Lexis( Lx, clin, exnam="xnam" )

# Works with time split BEFORE
Lb <- addCov.Lexis(splitLexis(Lx,
                              time.scale="age",
                              breaks=seq(0,80,5) ),
                   clin,
                   exnam="clX" )
Lb
# and also AFTER
La <- splitLexis(addCov.Lexis( Lx,
                             clin,
                            exnam = "xnam" ),
                 breaks=seq(0,80,5),
                 time.scale="age" )
La
La$tfc == Lb$tfc
La$age == Lb$age
str(La)
str(Lb)

Description

A Lexis object will contain information on follow-up for a cohort of persons through time, each record containing information of one time interval, including the time at the beginning of each interval. If information on drug purchase is known for the persons via lex.id in a list of data frames, addDrug.Lexis will expand the Lexis object by cutting at all drug purchase dates, and compute the exposure status for any number of drugs, and add these as variables.

In some circumstances the result is a Lexis object with a very large number of very small follow-up intervals. The function coarse.Lexis combines consecutive follow-up intervals using the covariates from the first of the intervals.

Usage

## S3 method for class 'Lexis'
addDrug(Lx,  # Lexis object
            pdat,  # list of data frames with drug purchase information
             amt = "amt", # name of the variable with purchased amount
             dpt = "dpt", # name of the variable with amount consumed per time
             apt = NULL,  # old name for dpt
          method = "ext", # method use to compute exposure 
            maxt = NULL,  # max duration for a purchase when using "fix"
           grace = 0,     # grace  period to be added
            tnam = setdiff(names(pdat[[1]]), c("lex.id", amt))[1],
                          # name of the time variable from Lx
          prefix = TRUE,  # should drug names prefix variable names 
          sepfix = ".",   # what should the separator be when forming prefix/suffix
         verbose = TRUE,
           ...)
coarse.Lexis(Lx, lim, keep = FALSE)

Arguments

Details

This function internally uses addCov.Lexis to attach exposure status for several drugs (dispensed medicine) to follow-up in a Lexis object. Once that is done, the exposure measures are calculated at each time.

There is one input data frame per type of drug, each with variables lex.id, amt, a timescale variable and possibly a variable dpt.

Three different methods for computing drug exposures from dates and amounts of purchases are supported via the argument method.

• "ext": Extrapolation: the first drug purchase is assumed consumed over the interval to the second purchase. Exposure for subsequent purchases are assumed to last as long as it would have if consumed at a speed corresponding to the previous purchase being consumed over the time span between the previous and current purchase, plus a period of length grace.

• "dos": Dosage: assumes that each purchase lasts amt/dpt plus grace.

• "fix": Fixed time: assumes that each purchase lasts maxt.

So for each purchase we have defined an end of coverage (expiry date). If next purchase is before this, we assume that the amount purchased is consumed over the period between the two purchases, otherwise over the period to the end of coverage. So the only difference between the methods is the determination of the coverage for each purchase.

Based on this, for each date in the resulting Lexis four exposure variables are computed, see next section.

Value

A Lexis object with the same risk time, states and events as Lx. The follow-up for each person has been cut at the purchase times of each of the drugs, as well as at the expiry times for each drug coverage. Further, for each drug (i.e. the data frame in the pdat list) the name of the pdat component determines the prefix for the 4 variables that will be added. Supposing this is AA for a given drug, then 4 new variables will be:

• AA.ex: logical; is the person exposed in this interval

• AA.tf: numeric: time since first purchase, same units as lex.dur

• AA.ct: numeric: cumulative time on the drug, same units as lex.dur

• AA.cd: numeric: cumulative dose of the drug, same units as amt

So if pdat is a list of length 3 with names c("a","b","c") the function will add variables a.ex, a.tf, a.ct, a.cd, b.ex, b.tf, b.ct, b.cd, c.ex, c.tf, c.ct, c.cd

Author(s)

Bendix Carstensen, http://bendixcarstensen.com

See Also

gen.exp, addCov.Lexis, cutLexis, rcutLexis, mcutLexis

Examples

# Follow-up of 2 persons
clear()
fu <- data.frame(doe = c(2006, 2008),
                 dox = c(2015, 2018),
                 dob = c(1950, 1951),
                 xst = factor(c("A","D")))
Lx <- Lexis(entry = list(per = doe,
                         age = doe- dob),
             exit = list(per = dox),
      exit.status = xst,
             data = fu)
Lx <- subset(Lx, select = -c(doe, dob, dox, xst))

# split FU in 1 year intervals
Sx <- splitLexis(Lx, "per", breaks = seq(1990, 2020, 1.0))

# drug purchases, one data frame for each drug 
ra <- data.frame(per = c(2007 + runif(12,0,10)),
                 amt = sample(2:4, 12, r = TRUE),
              lex.id = sample(1:2, 12, r = TRUE))
ra <- ra[order(ra$lex.id, ra$per),]

rb <- data.frame(per = c(2009 + runif(10, 0, 10)),
                 amt = sample(round(2:4/3,1), 10, r = TRUE),
              lex.id = sample(1:2, 10, r = TRUE))
rb <- rb[order(rb$lex.id, rb$per),]

# put in a named list
pdat <- list(A = ra, B = rb)
pdat

ex1 <- addDrug.Lexis(Sx, pdat, method = "ext") # default
summary(ex1)
# collapsing some of the smaller intervals with the next
summary(coarse.Lexis(ex1, c(0.2,0.5)))

ex2 <- addDrug.Lexis(Sx, pdat, method = "ext", grace = 0.2)
dos <- addDrug.Lexis(Sx, pdat, method = "dos", dpt = 6)
fix <- addDrug.Lexis(Sx, pdat, method = "fix", maxt = 1)

Description

Fits the classical five models to tabulated rate data (cases, person-years) classified by two of age, period, cohort: Age, Age-drift, Age-Period, Age-Cohort and Age-Period-Cohort. There are no assumptions about the age, period or cohort classes being of the same length, or that tabulation should be only by two of the variables. Only requires that mean age and period for each tabulation unit is given.

Usage

apc.fit( data,
            A,
            P,
            D,
            Y,
        ref.c,
        ref.p,
          dist = c("poisson","binomial"),
         model = c("ns","bs","ls","factor"),
       dr.extr = "Y",
          parm = c("ACP","APC","AdCP","AdPC","Ad-P-C","Ad-C-P","AC-P","AP-C"),
          npar = c( A=5, P=5, C=5 ),
         scale = 1,
         alpha = 0.05,
     print.AOV = TRUE )

Arguments

Details

Each record in the input data frame represents a subset of a Lexis diagram. The subsets need not be of equal length on the age and period axes, in fact there are no restrictions on the shape of these; they could be Lexis triangles for example. The requirement is that A and P are coded with the mean age and calendar time of observation in the subset. This is essential since A and P are used as quantitative variables in the models.

This approach is different from to the vast majority of the uses of APC-models in the literature where a factor model is used for age, period and cohort effects. The latter can be obtained by using model="factor". Note however that the cohort factor is defined from A and P, so that it is not possible in this framework to replicate the Boyle-Robertson fallacy.

Value

An object of class "apc" (recognized by apc.plot and apc.lines) — a list with components:

Author(s)

Bendix Carstensen, http://bendixcarstensen.com

References

The considerations behind the parametrizations used in this function are given in detail in: B. Carstensen: Age-Period-Cohort models for the Lexis diagram. Statistics in Medicine, 10; 26(15):3018-45, 2007.

Various links to course material etc. is available through http://bendixcarstensen.com/APC/

See Also

apc.frame, apc.lines, apc.plot, LCa.fit, apc.LCa.

Examples

library( Epi )
data(lungDK)

# Taylor a dataframe that meets the requirements for variable names
exd <- lungDK[,c("Ax","Px","D","Y")]
names(exd)[1:2] <- c("A","P")

# Three different ways of parametrizing the APC-model, ML
ex.1 <- apc.fit( exd, npar=7, model="ns", dr.extr="1", parm="ACP", scale=10^5 )
ex.D <- apc.fit( exd, npar=7, model="ns", dr.extr="D", parm="ACP", scale=10^5 )
ex.Y <- apc.fit( exd, npar=7, model="ns", dr.extr="Y", parm="ACP", scale=10^5 )

# Sequential fit, first AC, then P given AC.
ex.S <- apc.fit( exd, npar=7, model="ns", parm="AC-P", scale=10^5 )

# Show the estimated drifts
ex.1[["Drift"]]
ex.D[["Drift"]]
ex.Y[["Drift"]]
ex.S[["Drift"]]

# Plot the effects
lt <- c("solid","22")[c(1,1,2)]
apc.plot( ex.1, lty=c(1,1,3) )
apc.lines( ex.D, col="red", lty=c(1,1,3) )
apc.lines( ex.Y, col="limegreen", lty=c(1,1,3) )
apc.lines( ex.S, col="blue", lty=c(1,1,3) )

Description

A plot is generated where both the age-scale and the cohort/period scale is on the x-axis. The left vertical axis will be a logarithmic rate scale referring to age-effects and the right a logarithmic rate-ratio scale of the same relative extent as the left referring to the cohort and period effects (rate ratios).

Only an empty plot frame is generated. Curves or points must be added with points, lines or the special utility function apc.lines.

Usage

apc.frame( a.lab,
            cp.lab,
             r.lab,
            rr.lab = r.lab / rr.ref,
            rr.ref = r.lab[length(r.lab)/2],
             a.tic = a.lab,
            cp.tic = cp.lab,
             r.tic = r.lab,
            rr.tic = r.tic / rr.ref,
           tic.fac = 1.3,
             a.txt = "Age",
            cp.txt = "Calendar time",
             r.txt = "Rate per 100,000 person-years",
            rr.txt = "Rate ratio",
          ref.line = TRUE,
               gap = diff(range(c(a.lab, a.tic)))/10,
          col.grid = gray(0.85),
             sides = c(1,2,4) )

Arguments

Details

The function produces an empty plot frame for display of results from an age-period-cohort model, with age-specific rates in the left side of the frame and cohort and period rate-ratio parameters in the right side of the frame. There is a gap of gap between the age-axis and the calendar time axis, vertical grid lines at c(a.lab,a.tic,cp.lab,cp.tic), and horizontal grid lines at c(r.lab,r.tic).

The function returns a numerical vector of length 2, with names c("cp.offset","RR.fac"). The y-axis for the plot will be a rate scale for the age-effects, and the x-axis will be the age-scale. The cohort and period effects are plotted by subtracting the first element (named "cp.offset") of the returned result form the cohort/period, and multiplying the rate-ratios by the second element of the returned result (named "RR.fac").

Value

A numerical vector of length two, with names c("cp.offset","RR.fac"). The first is the offset for the cohort period-axis, the second the multiplication factor for the rate-ratio scale.

Side-effect: A plot with axes and grid lines but no points or curves. Moreover, the option apc.frame.par is given the value c("cp.offset","RR.fac"), which is recognized by apc.plot and apc.lines.

Author(s)

Bendix Carstensen, Steno Diabetes Center, http://bendixcarstensen.com

References

B. Carstensen: Age-Period-Cohort models for the Lexis diagram. Statistics in Medicine, 26: 3018-3045, 2007.

See Also

apc.lines,apc.fit

Examples

par( mar=c(4,4,1,4) )
res <-
apc.frame( a.lab=seq(30,90,20), cp.lab=seq(1880,2000,30), r.lab=c(1,2,5,10,20,50),
           a.tic=seq(30,90,10), cp.tic=seq(1880,2000,10), r.tic=c(1:10,1:5*10),
           gap=27 )
res
# What are the axes actually?
par(c("usr","xlog","ylog"))
# How to plot in the age-part: a point at (50,10)
points( 50, 10, pch=16, cex=2, col="blue" )
# How to plot in the cohort-period-part: a point at (1960,0.3)
points( 1960-res[1], 0.3*res[2], pch=16, cex=2, col="red" )
# or referring to the period-cohort part of the plot 
pc.points( 1960, 0.3, pch=16, cex=1, col="green" )

Description

apc.LCa fits an Age-Period-Cohort model and sub-models (using apc.fit) as well as Lee-Carter models (using LCa.fit). show.apc.LCa plots the models in little boxes with their residual deviance with arrows showing their relationships.

Usage

apc.LCa( data,
  keep.models = FALSE,
          ... )
show.apc.LCa( x,
       dev.scale = TRUE,
             top = "Ad", ... )

Arguments

Details

The function apc.LCa fits all 9 models (well, 10) available as extension and sub-models of the APC-model and compares them by returning deviance and residual df.

Value

A 9 by 2 matrix classified by model and deviance/df; optionally (if models=TRUE) a list with the matrix as dev, apc, an apc object (from apc.fit), and LCa, a list with 5 LCa objects (from LCa.fit).

Author(s)

Bendix Carstensen, http://bendixcarstensen.com

See Also

apc.fit, LCa.fit

Examples

library( Epi )
clear()
# Danish lung cancer incidence in 5x5x5 Lexis triangles
data( lungDK )
lc <- subset( lungDK, Ax>40 )[,c("Ax","Px","D","Y")]
names( lc )[1:2] <- c("A","P")
head( lc )

al <- apc.LCa( lc, npar=c(9,6,6,6,10), keep.models=TRUE, maxit=500, eps=10e-3 )
show.apc.LCa( al, dev=TRUE )

# Danish mortality data
## Not run: 
data( M.dk )
mdk <- subset( M.dk, sex==1 )[,c("A","P","D","Y")]
head( mdk )

al <- apc.LCa( mdk, npar=c(15,15,20,6,6), maxit=50, eps=10e-3,
               quiet=FALSE, VC=FALSE )
show.apc.LCa( al, dev=FALSE )
show.apc.LCa( al, dev=TRUE )
show.apc.LCa( al, top="AP" )

# Fit a reasonable model to Danish mortality data and plot results
mAPa <- LCa.fit( mdk, model="APa", npar=c(15,15,20,6,6), c.ref=1930,
                 a.ref=70, quiet=FALSE, maxit=250 )
par( mfrow=c(1,3) )
plot( mAPa ) 
## End(Not run)

Description

When an APC-frame has been produced by apc.frame, this function draws a set of estimates from an APC-fit in the frame. An optional drift parameter can be added to the period parameters and subtracted from the cohort and age parameters.

Usage

## S3 method for class 'apc'
lines( x, P, C,
        scale = c("log","ln","rates","inc","RR"),
    frame.par = options()[["apc.frame.par"]],
        drift = 0,
           c0 = median( C[,1] ),
           a0 = median( A[,1] ),
           p0 = c0 + a0,
           ci = rep( FALSE, 3 ),
          lwd = c(3,1,1),
          lty = 1,
          col = "black",
         type = "l",
        knots = FALSE,
        shade = FALSE,
          ... )
 apc.lines( x, P, C,
        scale = c("log","ln","rates","inc","RR"),
    frame.par = options()[["apc.frame.par"]],
        drift = 0,
           c0 = median( C[,1] ),
           a0 = median( A[,1] ),
           p0 = c0 + a0,
           ci = rep( FALSE, 3 ),
          lwd = c(3,1,1),
          lty = 1,
          col = "black",
         type = "l",
        knots = FALSE,
        shade = FALSE,
          ... )

Arguments

Details

There is no difference between the functions apc.lines and lines.apc, except the the latter is the lines method for apc objects.

The drawing of three effects in an APC-frame is a rather trivial task, and the main purpose of the utility is to provide a function that easily adds the functionality of adding a drift so that several sets of lines can be easily produced in the same frame.

Value

apc.lines returns (invisibly) a list of three matrices of the effects plotted.

Author(s)

Bendix Carstensen, Steno Diabetes Center, http://bendixcarstensen.com

See Also

apc.frame, pc.lines, apc.fit, apc.plot

Description

The number of live births as entered from printed publications from Statistics Denmark.

Usage

data(B.dk)

Format

A data frame with 1248 observations on the following 4 variables.

year

Year of birth

month

Month of birth

m

Number of male births

f

Number of female births

Details

Division of births by month and sex is only avaialble for the years 1957–69 and 2002ff. For the remaining period, the total no. births in each month is divided between the sexes so that the fraction of boys is equal to the overall fraction for the years where the sex information is available.

There is a break in the series at 1920, when Sonderjylland was joined to Denmark.

Source

Statistiske Undersogelser nr. 19: Befolkningsudvikling og sundhedsforhold 1901-60, Copenhagen 1966. Befolkningens bevaegelser 1957. Befolkningens bevaegelser 1958. ... Befolkningens bevaegelser 2003. Befolkningens bevaegelser 2004. Vital Statistics 2005. Vital Statistics 2006.

Examples

data( B.dk )
str( B.dk )
attach( B.dk )
# Plot the no of births and the M/F-ratio
par( las=1, mar=c(4,4,2,4) )
matplot( year+(month-0.5)/12,
         cbind( m, f ),
         bty="n", col=c("blue","red"), lty=1, lwd=1, type="l",
         ylim=c(0,5000),
         xlab="Date of birth", ylab="" )
usr <- par()$usr
mtext( "Monthly no. births in Denmark", side=3, adj=0, at=usr[1], line=1/1.6 )
text( usr[1:2] %*% cbind(c(19,1),c(19,1))/20,
      usr[3:4] %*% cbind(c(1,19),c(2,18))/20, c("Boys","Girls"), col=c("blue","red"), adj=0 ) 
lines( year+(month-0.5)/12, (m/(m+f)-0.5)*30000, lwd=1 )
axis( side=4, at=(seq(0.505,0.525,0.005)-0.5)*30000, labels=c("","","","",""), tcl=-0.3 )
axis( side=4, at=(50:53/100-0.5)*30000, labels=50:53, tcl=-0.5 )
axis( side=4, at=(0.54-0.5)*30000, labels="% boys", tick=FALSE, mgp=c(3,0.1,0) )
abline( v=1920, col=gray(0.8) )

Description

The bdendo data frame has 315 rows and 13 columns, bdendo11 126 rows. These data concern a study in which each case of endometrial cancer was matched with 4 controls. bdendo11 is a 1:1 mathed subset of bdendo. Matching was by date of birth (within one year), marital status, and residence.

Format

These data frames have the following columns:

Source

Breslow NE, and Day N, Statistical Methods in Cancer Research. Volume I: The Analysis of Case-Control Studies. IARC Scientific Publications, IARC:Lyon, 1980.

Examples

data(bdendo)
str(bdendo)

Description

Data from 500 singleton births in a London Hospital

Usage

data(births)

Format

A data frame with 500 observations on the following 8 variables.

Source

Anonymous

References

Michael Hills and Bianca De Stavola (2002). A Short Introduction to Stata 8 for Biostatistics, Timberlake Consultants Ltd

Examples

data(births)

Description

Number of deaths from bladder cancer and person-years in the Italian male population 1955–1979, in ages 25–79.

Format

A data frame with 55 observations on the following 4 variables:

Examples

data(blcaIT)

Description

lex.id is the person identifier in a Lexis object. This is used to sample persons from a Lexis object. If a person is sampled, all records from this persons is transported to the bootstrap sample.

Usage

nid( Lx, ... )
## S3 method for class 'Lexis'
nid( Lx, by=NULL, ... )
bootLexis( Lx, size = NULL, by = NULL, replace=TRUE )

Arguments

Value

bootLexis returns a Lexis object of the same structure as the input, with persons bootstrapped. The variable lex.id in the resulting Lexis object has values 1,2,... The original values of lex.id from Lx are stored in the variable old.id.

nid counts the number of persons in a Lexis object, possibly by by. If by is given, a named vector is returned.

Author(s)

Bendix Carstensen, http://bendixcarstensen.com.

See Also

Relevel.Lexis,subset.Lexis

Examples

# A small bogus cohort
xcoh <- data.frame( id = c("A", "B", "C"),
                 birth = c("1952-07-14", "1954-04-01", "1987-06-10"),
                 entry = c("1965-08-04", "1972-09-08", "1991-12-23"),
                  exit = c("1997-06-27", "1995-05-23", "1998-07-24"),
                  fail = c(1, 0, 1),
                   sex = c("M","F","M") )

# Convert to calendar years
for( i in 2:4 ) xcoh[,i] <- cal.yr(xcoh[,i])
xcoh <- xcoh[sample(1:3, 10, replace = TRUE),]
xcoh$entry <- xcoh$entry + runif(10, 0, 10)
xcoh$exit  <- xcoh$entry + runif(10, 0, 10)

Lcoh <- Lexis(entry = list(per = entry),
               exit = list(per = exit,
                           age = exit - birth),
        exit.status = fail,
               data = xcoh)
Lcoh

Lx <- splitLexis(Lcoh, breaks = 0:10 * 10, "age")
Lx
nid(Lx)
nid(Lx, by="sex")
Lb <- bootLexis(Lx)
head(Lb)
nid(bootLexis(Lx, size = 7))
Li <- bootLexis(Lx, by = "id") # superfluous
summary(Lx)
summary(Li)
L2 <- bootLexis(Lx, by = "sex", size = c(2, 5))
nid(L2, by = "sex")
summary(L2, by = "sex")

Description

Boxes can be drawn with text (tbox) or a cross (dbox), and arrows pointing between the boxes (boxarr) can be drawn automatically not overlapping the boxes. The boxes method for Lexis objects generates displays of states with person-years and transitions with events or rates.

Usage

tbox( txt, x, y, wd, ht,
         font=2, lwd=2,
         col.txt=par("fg"),
         col.border=par("fg"),
         col.bg="transparent" )
   dbox( x, y, wd, ht=wd,
         font=2, lwd=2, cwd=5,
         col.cross=par("fg"),
         col.border=par("fg"),
         col.bg="transparent"  )
   boxarr( b1, b2, offset=FALSE, pos=0.45, ... )
## S3 method for class 'Lexis'
boxes( obj,
                    boxpos = FALSE,
                     wmult = 1.20,
                     hmult = 1.20 + 0.85*(!show.Y),
                       cex = 1.40,
                    show   = inherits( obj, "Lexis" ),
                    show.Y = show,
                   scale.Y = 1,
                  digits.Y = 1,
                   show.BE = FALSE,
                    BE.sep = c("","","          ",""),
                    show.D = show,
                   scale.D = FALSE,
                  digits.D = as.numeric(as.logical(scale.D)),
                    show.R = show & is.numeric(scale.R),
                   scale.R = 1,
                  digits.R = as.numeric(as.logical(scale.R)),
                    DR.sep = if( show.D ) c("\n(",")") else c("",""),
                     eq.wd = TRUE,
                     eq.ht = TRUE,
                        wd,
                        ht,
                    subset = NULL,
                   exclude = NULL,
                      font = 1,
                       lwd = 2,
                   col.txt = par("fg"),
                col.border = col.txt,
                    col.bg = "transparent",
                   col.arr = par("fg"),
                   lwd.arr = lwd,
                  font.arr = font,
                   pos.arr = 0.45,
                   txt.arr = NULL,
               col.txt.arr = col.arr,
                offset.arr = 2,
                             ... )
## S3 method for class 'matrix'
boxes( obj, ... )
## S3 method for class 'MS'
boxes( obj, sub.st, sub.tr, cex=1.5, ... )
   fillarr( x1, y1, x2, y2, gap=2, fr=0.8,
            angle=17, lwd=2, length=par("pin")[1]/30, ... )

Arguments

Details

These functions are designed to facilitate the drawing of multistate models, mainly by automatic calculation of the arrows between boxes.

tbox draws a box with centered text, and returns a vector of location, height and width of the box. This is used when drawing arrows between boxes. dbox draws a box with a cross, symbolizing a death state. boxarr draws an arrow between two boxes, making sure it does not intersect the boxes. Only straight lines are drawn.

boxes.Lexis takes as input a Lexis object sets up an empty plot area (with axes 0 to 100 in both directions) and if boxpos=FALSE (the default) prompts you to click on the locations for the state boxes, and then draws arrows implied by the actual transitions in the Lexis object. The default is to annotate the transitions with the number of transitions.

A transition matrix can also be supplied, in which case the row/column names are used as state names, diagonal elements taken as person-years, and off-diagonal elements as number of transitions. This also works for boxes.matrix.

Optionally returns the R-code reproducing the plot in a file, which can be useful if you want to produce exactly the same plot with differing arrow colors etc.

boxarr draws an arrow between two boxes, on the line connecting the two box centers. The offset argument is used to offset the arrow a bit to the left (as seen in the direction of the arrow) on order to accommodate arrows both ways between boxes. boxarr returns a named list with elements x, y and d, where the two former give the location of a point on the arrow used for printing (see argument pos) and the latter is a unit vector in the direction of the arrow, which is used by boxes.Lexis to position the annotation of arrows with the number of transitions.

boxes.MS re-draws what boxes.Lexis has done based on the object of class MS produced by boxes.Lexis. The point being that the MS object is easily modifiable, and thus it is a machinery to make variations of the plot with different color annotations etc.

fill.arr is just a utility drawing nicer arrows than the default arrows command, basically by using filled arrow-heads; called by boxarr.

Value

The functions tbox and dbox return the location and dimension of the boxes, c(x,y,w,h), which are designed to be used as input to the boxarr function.

The boxarr function returns the coordinates (as a named list with names x and y) of a point on the arrow, designated to be used for annotation of the arrow.

The function boxes.Lexis returns an MS object, a list with five elements: 1) Boxes - a data frame with one row per box and columns xx, yy, wd, ht, font, lwd, col.txt, col.border and col.bg, 2) an object State.names with names of states (possibly an expression, hence not possible to include as a column in Boxes), 3) a matrix Tmat, the transition matrix, 4) a data frame, Arrows with one row per transition and columns: lwd.arr, col.arr, pos.arr, col.txt.arr, font.arr and offset.arr and 5) an object Arrowtext with names of states (possibly an expression, hence not possible to include as a column in Arrows)

An MS object is used as input to boxes.MS, the primary use is to modify selected entries in the MS object first, e.g. colors, or supply sub-setting arguments in order to produce displays that have the same structure, but with different colors etc.

Author(s)

Bendix Carstensen

See Also

tmat.Lexis, legendbox

Examples

par( mar=c(0,0,0,0), cex=1.5 )
plot( NA,
      bty="n",
      xlim=0:1*100, ylim=0:1*100, xaxt="n", yaxt="n", xlab="", ylab="" )
bw  <- tbox( "Well"    , 10, 60, 22, 10, col.txt="blue" )
bo  <- tbox( "other Ca", 45, 80, 22, 10, col.txt="gray" )
bc  <- tbox( "Ca"      , 45, 60, 22, 10, col.txt="red" )
bd  <- tbox( "DM"      , 45, 40, 22, 10, col.txt="blue" )
bcd <- tbox( "Ca + DM" , 80, 60, 22, 10, col.txt="gray" )
bdc <- tbox( "DM + Ca" , 80, 40, 22, 10, col.txt="red" )
      boxarr( bw, bo , col=gray(0.7), lwd=3 )
# Note the argument adj= can takes values outside (0,1)
text( boxarr( bw, bc , col="blue", lwd=3 ),
      expression( lambda[Well] ), col="blue", adj=c(1,-0.2), cex=0.8 )
      boxarr( bw, bd , col=gray(0.7) , lwd=3 )
      boxarr( bc, bcd, col=gray(0.7) , lwd=3 )
text( boxarr( bd, bdc, col="blue", lwd=3 ),
      expression( lambda[DM] ), col="blue", adj=c(1.1,-0.2), cex=0.8 )

# Set up a transition matrix allowing recovery
tm <- rbind( c(NA,1,1), c(1,NA,1), c(NA,NA,NA) )
rownames(tm) <- colnames(tm) <- c("Cancer","Recurrence","Dead")
tm
boxes.matrix( tm, boxpos=TRUE )

# Illustrate texting of arrows
boxes.Lexis( tm, boxpos=TRUE, txt.arr=c("en","to","tre","fire") )
zz <- boxes( tm, boxpos=TRUE, txt.arr=c(expression(lambda[C]),
                                        expression(mu[C]),
                                        "recovery",
                                        expression(mu[R]) ) )

# Change color of a box
zz$Boxes[3,c("col.bg","col.border")] <- "green"
boxes( zz )

# Set up a Lexis object
data(DMlate)
str(DMlate)
dml <- Lexis( entry=list(Per=dodm, Age=dodm-dobth, DMdur=0 ),
               exit=list(Per=dox),
        exit.status=factor(!is.na(dodth),labels=c("DM","Dead")),
               data=DMlate[1:1000,] )

# Cut follow-up at Insulin
dmi <- cutLexis( dml, cut=dml$doins, new.state="Ins", pre="DM" )
summary( dmi )
boxes( dmi, boxpos=TRUE )
boxes( dmi, boxpos=TRUE, show.BE=TRUE )
boxes( dmi, boxpos=TRUE, show.BE="nz" )
boxes( dmi, boxpos=TRUE, show.BE="nz", BE.sep=c("In:","      Out:","") )

# Set up a bogus recovery date just to illustrate two-way transitions
dmi$dorec <- dmi$doins + runif(nrow(dmi),0.5,10)
dmi$dorec[dmi$dorec>dmi$dox] <- NA
dmR <- cutLexis( dmi, cut=dmi$dorec, new.state="DM", pre="Ins" )
summary( dmR )
boxes( dmR, boxpos=TRUE )
boxes( dmR, boxpos=TRUE, show.D=FALSE )
boxes( dmR, boxpos=TRUE, show.D=FALSE, show.Y=FALSE )
boxes( dmR, boxpos=TRUE, scale.R=1000 )
MSobj <- boxes( dmR, boxpos=TRUE, scale.R=1000, show.D=FALSE )
MSobj <- boxes( dmR, boxpos=TRUE, scale.R=1000, DR.sep=c(" (",")") )
class( MSobj )
boxes( MSobj )
MSobj$Boxes[1,c("col.txt","col.border")] <- "red"
MSobj$Arrows[1:2,"col.arr"] <- "red"
boxes( MSobj )

Description

This dataset is a transformation of the example dataset used by Crowther and Lambert in their multistate paper.

Usage

data(BrCa)

Format

A data frame with 2982 observations on the following 17 variables:

pid

Person-id; numeric

year

Calendar year of diagnosis

age

Age at diagnosis

meno

Menopausal status; a factor with levels pre post

size

Tumour size; a factor with levels <=20 mm >20-50 mm >50 mm

grade

Tumour grade; a factor with levels 2 3

nodes

Number of positive lymph nodes, a numeric vector

pr

Progesteron receptor level

pr.tr

Transformed progesteron level

er

Estrogen receptor level

hormon

Hormon therapy at diagnosis; a factor with levels no yes

chemo

Chemotherapy treatment; a factor with levels no yes

tor

Time of relapse, years since diagnosis

tom

Time of metastasis, years since diagnosis

tod

Time of death, years since diagnosis

tox

Time of exit from study, years since diagnosis

xst

Vital status at exit; a factor with levels Alive Dead

Details

The dataset has been modified to contain the times (since diagnosis) of the events of interest, to comply with the usual structure of data.

Source

The original data were extracted from: http://fmwww.bc.edu/repec/bocode/m/multistate_example.dta, this is modified representation of the same amount of information.

References

The data were used as example in the paper by Crowther and Lambert: Parametric multistate survival models: Flexible modelling allowing transition-specific distributions with application to estimating clinically useful measures of effect differences; Stat Med 36 (29), pp 4719-4742, 2017. (No, it is not the paper, just the title.)

A parallel analysis using the Lexis machinery is available as: http://bendixcarstensen.com/AdvCoh/papers/bcMS.pdf

Examples

data(BrCa)

Description

The brv data frame has 399 rows and 11 columns. The data concern the possible effect of marital bereavement on subsequent mortality. They arose from a survey of the physical and mental health of a cohort of 75-year-olds in one large general practice. These data concern mortality up to 1 January, 1990 (although further follow-up has now taken place).

Subjects included all lived with a living spouse when they entered the study. There are three distinct groups of such subjects: (1) those in which both members of the couple were over 75 and therefore included in the cohort, (2) those whose spouse was below 75 (and was not, therefore, part of the main cohort study), and (3) those living in larger households (that is, not just with their spouse).

Format

This data frame contains the following columns:

id

subject identifier, a numeric vector

couple

couple identifier, a numeric vector

dob

date of birth, a date

doe

date of entry into follow-up study, a date

dox

date of exit from follow-up study, a date

dosp

date of death of spouse, a date (if the spouse was still alive at the end of follow-up,this was coded to January 1, 2000)

fail

status at end of follow-up, a numeric vector (0=alive,1=dead)

group

see Description, a numeric vector

disab

disability score, a numeric vector

health

perceived health status score, a numeric vector

sex

a factor with levels Male and Female

Source

Jagger C, and Sutton CJ, Death after Marital Bereavement. Statistics in Medicine, 10:395-404, 1991. (Data supplied by Carol Jagger).

Examples

data(brv)

Description

Dates are converted to a numerical value, giving the calendar year as a fractional number. 1 January 1970 is converted to 1970.0, and other dates are converted by assuming that years are all 365.25 days long, so inaccuracies may arise, for example, 1 Jan 2000 is converted to 1999.999. Differences between converted values will be 1/365.25 of the difference between corresponding Date objects.

Usage

cal.yr( x, format="%Y-%m-%d", wh=NULL )
  ## S3 method for class 'cal.yr'
as.Date( x, ... )

Arguments

Value

cal.yr returns a numerical vector of the same length as x, of class c("cal.yr","numeric"). If x is a data frame a dataframe with some of the columns converted to class "cal.yr" is returned.

as.Date.cal.yr returns a Date object.

Author(s)

Bendix Carstensen, Steno Diabetes Center Copenhagen, [email protected], http://bendixcarstensen.com

See Also

DateTimeClasses, Date

Examples

# Character vector of dates:
 birth <- c("14/07/1852","01/04/1954","10/06/1987","16/05/1990",
            "12/11/1980","01/01/1997","01/01/1998","01/01/1999")
 # Proper conversion to class "Date":
 birth.dat <- as.Date( birth, format="%d/%m/%Y" )
 # Converson of character to class "cal.yr"
 bt.yr <- cal.yr( birth, format="%d/%m/%Y" )
 # Back to class "Date":
 bt.dat <- as.Date( bt.yr )
 # Numerical calculation of days since 1.1.1970:
 days <- Days <- (bt.yr-1970)*365.25
 # Blunt assignment of class:
 class( Days ) <- "Date"
 # Then data.frame() to get readable output of results:
 data.frame( birth, birth.dat, bt.yr, bt.dat, days, Days, round(Days) )

Description

A Lexis object may be combined side-by-side with data frames. Or several Lexis objects may stacked, possibly increasing the number of states and time scales.

Usage

## S3 method for class 'Lexis'
cbind(...)
## S3 method for class 'Lexis'
rbind(...)

Arguments

Details

Arguments to rbind.Lexis must all be Lexis objects; except for possible NULL objects. The timescales in the resulting object will be the union of all timescales present in all arguments. Values of timescales not present in a contributing Lexis object will be set to NA. The breaks for a given time scale will be NULL if the breaks of the same time scale from two contributing Lexis objects are different.

The arguments to cbind.Lexis must consist of at most one Lexis object, so the method is intended for amending a Lexis object with extra columns without losing the Lexis-specific attributes.

Value

A Lexis object. rbind renders a Lexis object with timescales equal to the union of timescales in the arguments supplied. Values of a given timescale are set to NA for rows corresponding to supplied objects. cbind basically just adds columns to an existing Lexis object.

Author(s)

Bendix Carstensen, http://bendixcarstensen.com

See Also

subset.Lexis

Examples

# A small bogus cohort
xcoh <- structure( list( id = c("A", "B", "C"),
                      birth = c("14/07/1952", "01/04/1954", "10/06/1987"),
                      entry = c("04/08/1965", "08/09/1972", "23/12/1991"),
                       exit = c("27/06/1997", "23/05/1995", "24/07/1998"),
                       fail = c(1, 0, 1) ),
                     .Names = c("id", "birth", "entry", "exit", "fail"),
                  row.names = c("1", "2", "3"),
                      class = "data.frame" )

# Convert the character dates into numerical variables (fractional years)
xcoh <- cal.yr( xcoh, format="%d/%m/%Y", wh=2:4 )
# See how it looks
xcoh
str( xcoh )

# Define as Lexis object with timescales calendar time and age
Lcoh <- Lexis( entry = list( per=entry ),
                exit = list( per=exit, age=exit-birth ),
         exit.status = fail,
                data = xcoh )
Lcoh
cbind( Lcoh, zz=3:5 )

# Lexis object wit time since entry time scale
Dcoh <- Lexis( entry = list( per=entry, tfe=0 ),
                exit = list( per=exit ),
         exit.status = fail,
                data = xcoh )
# A bit meningless to combie these two, really...
rbind( Dcoh, Lcoh )

# Split different places
sL <- splitLexis( Lcoh, time.scale="age", breaks=0:20*5 )
sD <- splitLexis( Dcoh, time.scale="tfe", breaks=0:50*2 )
sDL <- rbind( sD, sL )

Description

Given the basic outcome variables for a cohort study: the time of entry to the cohort, the time of exit and the reason for exit ("failure" or "censoring"), this function computes risk sets and generates a matched case-control study in which each case is compared with a set of controls randomly sampled from the appropriate risk set. Other variables may be matched when selecting controls.

Usage

ccwc( entry=0, exit, fail, origin=0, controls=1, match=list(),
      include=list(), data=NULL, silent=FALSE )

Arguments

Value

The case-control study, as a dataframe containing:

These are followed by the matching variables, and finally by the variables in the include list

Author(s)

David Clayton

References

Clayton and Hills, Statistical Models in Epidemiology, Oxford University Press, Oxford:1993.

See Also

Lexis

Examples

#
# For the diet and heart dataset, create a nested case-control study
# using the age scale and matching on job
#
data(diet)
dietcc <- ccwc( doe, dox, chd, origin=dob, controls=2, data=diet,
                include=energy, match=job)

Description

Consider a list of parametric models for rates of competing events, such as different causes of death, A, B, C, say. From estimates of the cause-specific rates we can compute 1) the cumulative risk of being in each state ('Surv' (=no event) and A, B and C) at different times, 2) the stacked cumulative rates such as A, A+C, A+C+Surv and 3) the expected (truncated) sojourn times in each state up to each time point.

This can be done by simple numerical integration using estimates from models for the cause specific rates. But the standard errors of the results are analytically intractable.

The function ci.Crisk computes estimates with confidence intervals using simulated samples from the parameter vectors of supplied model objects. Some call this a parametric bootstrap.

The times and other covariates determining the cause-specific rates must be supplied in a data frame which will be used for predicting rates for all transitions.

Usage

ci.Crisk(mods,
           nd,
         tnam = names(nd)[1],
           nB = 1000,
         perm = length(mods):0 + 1,
        alpha = 0.05, 
      sim.res = 'none')

Arguments

Value

If sim.res='none' a named list with 4 components, the first 3 are 3-way arrays classified by time, state and estimate/confidence interval:

• Crisk Cumulative risks for the length(mods) events and the survival

• Srisk Stacked versions of the cumulative risks

• Stime Sojourn times in each states

• time Endpoints of intervals. It is just the numerical version of the names of the first dimension of the three arrays

All three arrays have (almost) the same dimensions:

• time, named as tnam; endpoints of intervals. Length nrow(nd).

• cause. The arrays Crisk and Stime have values "Surv" plus the names of the list mods (first argument). Srisk has length length(mod), with each level representing a cumulative sum of cumulative risks, in order indicated by the perm argument.

• Unnamed, ci.50%, ci.2.5%, ci.97.5% representing quantiles of the quantities derived from the bootstrap samples. If alpha is different from 0.05, names are of course different.

If sim.res='rates' the function returns bootstrap samples of rates for each cause as an array classified by time, cause and bootstrap sample.

If sim.res='crisk' the function returns bootstrap samples of cumulative risks for each cause (including survival) as an array classified by time, state (= causes + surv) and bootstrap sample.

Author(s)

Bendix Carstensen, http://bendixcarstensen.com

See Also

mat2pol simLexis plotCIF ci.surv

Examples

library(Epi)
data(DMlate)

# A Lexis object for survival
Ldm <- Lexis(entry = list( per = dodm,
                           age = dodm-dobth, 
                           tfd = 0 ),
              exit = list( per = dox ),
       exit.status = factor( !is.na(dodth), labels = c("DM","Dead") ),
              data = DMlate[sample(1:nrow(DMlate),1000),] )
summary(Ldm, timeScales = TRUE)

# Cut at OAD and Ins times
Mdm <- mcutLexis(Ldm,
                  wh = c('dooad','doins'),
          new.states = c('OAD','Ins'),
          seq.states = FALSE,
                ties = TRUE)
summary(Mdm$lex.dur)

# restrict to DM state and split
Sdm <- splitLexis(factorize(subset(Mdm, lex.Cst == "DM")),
                  time.scale = "tfd",
                  breaks = seq(0,20,1/12))
summary(Sdm)
summary(Relevel(Sdm, c(1, 4, 2, 3)))

boxes(Relevel(Sdm, c(1, 4, 2, 3)), 
      boxpos = list(x = c(15, 85, 80, 15),
                    y = c(85, 85, 20, 15)),
      scale.R = 100)

# glm models for the cause-specific rates
system.time(
mD <- glm.Lexis(Sdm, ~ Ns(tfd, knots=0:6*2), to = 'Dead') )
system.time(
mO <- glm.Lexis(Sdm, ~ Ns(tfd, knots=0:6*2), to = 'OAD' ) )
system.time(
mI <- glm.Lexis(Sdm, ~ Ns(tfd, knots=0:6*2), to = 'Ins' ) )

# intervals for calculation of predicted rates
int <- 1 / 100
nd <- data.frame(tfd = seq(0, 10, int)) # not the same as the split, 
                                        # and totally unrelated to it

# cumulaive risks with confidence intervals
# (too few timepoints, too few simluations)
system.time(
res <- ci.Crisk(list(OAD = mO, 
                     Ins = mI, 
                    Dead = mD),
                            nd = data.frame(tfd = 0:100 / 10),
                            nB = 100,
                          perm = 4:1))
str(res)

Description

Computes the cumulative sum of parameter functions and the standard error of it. Used for computing the cumulative rate, or the survival function based on a glm with parametric baseline.

Usage

ci.cum( obj,
    ctr.mat = NULL,
     subset = NULL,
       intl = NULL,
      alpha = 0.05,
        Exp = TRUE,
     ci.Exp = FALSE,
     sample = FALSE )
ci.surv( obj,
    ctr.mat = NULL,
     subset = NULL,
       intl = NULL,
      alpha = 0.05,
        Exp = TRUE,
     sample = FALSE )

Arguments

Details

The purpose of ci.cum is to the compute cumulative rate (integrated intensity) at a set of points based on a model for the rates. ctr.mat is a matrix which, when premultiplied to the parameters of the model returns the (log)rates at a set of equidistant time points. If log-rates are returned from the prediction method for the model, the they should be exponentiated before cumulated, and the variances computed accordingly. Since the primary use is for log-linear Poisson models the Exp parameter defaults to TRUE.

Each row in the object supplied via ctr.mat is assumed to represent a midpoint of an interval. ci.cum will then return the cumulative rates at the end of these intervals. ci.surv will return the survival probability at the start of each of these intervals, assuming the the first interval starts at 0 - the first row of the result is c(1,1,1).

The ci.Exp argument ensures that the confidence intervals for the cumulative rates are always positive, so that exp(-cum.rate) is always in [0,1].

Value

A matrix with 3 columns: Estimate, lower and upper c.i. If sample is TRUE, a single sampled vector is returned, if sample is numeric a matrix with sample columns is returned, each column a cumulative rate based on a random sample from the distribution of the parameter estimates.

ci.surv returns a 3 column matrix with estimate, lower and upper confidence bounds for the survival function.

Author(s)

Bendix Carstensen, http://bendixcarstensen.com

See Also

See also ci.lin, ci.pred

Examples

# Packages required for this example
library( splines )
library( survival )
data( lung )
par( mfrow=c(1,2) )

# Plot the Kaplan-meier-estimator
plot( survfit( Surv( time, status==2 ) ~ 1, data=lung ) )

# Declare data as Lexis
lungL <- Lexis(exit = list(tfd=time),
               exit.status = (status == 2) * 1,
               data = lung)
summary(lungL)

# Split the follow-up every 10 days
sL <- splitLexis(lungL, "tfd", breaks=seq(0,1100,10))
summary(sL)

# Fit a Poisson model with a natural spline for the effect of time (left
# end points of intervals are used as covariate)
mp <- glm(cbind(lex.Xst == 1, lex.dur)
          ~ Ns(tfd,knots = c(0, 50, 100, 200, 400, 700)),
          family = poisreg,
            data = sL)

# mp is now a model for the rates along the time scale tfd
# prediction data frame for select time points on this time scale
nd <- data.frame(tfd = seq(5,995,10)) # *midpoints* of intervals
Lambda <- ci.cum ( mp, nd, intl=10 )
surv   <- ci.surv( mp, nd, intl=10 )

# Put the estimated survival function on top of the KM-estimator
# recall the ci.surv return the survival at *start* of intervals
matshade(nd$tfd - 5, surv, col = "Red", alpha = 0.15)

# Extract and plot the fitted intensity function
lambda <- ci.pred(mp, nd) * 365.25 # mortality 
matshade(nd$tfd, lambda, log = "y", ylim = c(0.2, 5), plot = TRUE,
          xlab = "Time since diagnosis",
          ylab = "Mortality per year")

# same thing works with gam from mgcv
library(mgcv)
mg <- gam(cbind(lex.Xst == 1, lex.dur) ~ s(tfd), family = poisreg, data=sL )
matshade(nd$tfd - 5, ci.surv(mg, nd, intl=10), plot=TRUE,
         xlab = "Days since diagnosis", ylab="P(survival)")
matshade(nd$tfd  , ci.pred(mg, nd) * 365.25, plot=TRUE, log="y",
         xlab = "Days since diagnosis", ylab="Mortality per 1 py")

Description

Computes the linear predictor with its confidence limits from the model formula and the estimated parameters with the vcov.

Usage

ci.eta(form, cf, vcv, newdata,
       name.check = TRUE,
       alpha = 0.05, df = Inf, raw = FALSE)

Arguments

Details

Does pretty much the same as ci.lin, but requires only a formula and coefficients with vcov and not a full model object. Designed to avoid saving entire (homongously large) model objects and still be able to compute predictions. But only the linear predictor is returned, if there is a link in your model function it is your own responsibility to back-transform. If the model formula contains reference to vectors of spline knots or similar these must be in the global environment.

There is no guarantee that this function works for models that do not inherit from lm. But there is a guarantee that it will not work for gam objects with s() terms.

Value

The linear predictor for the newdata with a confidence interval as a nrow(newdata) by 3 matrix. If raw=TRUE, a list the linear predictor (eta) and its variance-covariance matrix (var).

Author(s)

Bendix Carstensen, http://bendixcarstensen.com

See Also

ci.lin

Description

For a given model object the function computes a linear function of the parameters and the corresponding standard errors, p-values and confidence intervals.

Usage

ci.lin( obj,
    ctr.mat = NULL,
     subset = NULL,
     subint = NULL,
      xvars = NULL,
      diffs = FALSE,
       fnam = !diffs,
       vcov = FALSE,
      alpha = 0.05,
         df = Inf,
        Exp = FALSE,
     sample = FALSE )
ci.exp( ..., Exp = TRUE, pval = FALSE )
Wald( obj, H0=0, ... )
ci.mat( alpha = 0.05, df = Inf )
ci.pred( obj,
     newdata,
         Exp = NULL,
       alpha = 0.05 )
ci.ratio( r1, r2,
         se1 = NULL,
         se2 = NULL,
      log.tr = !is.null(se1) & !is.null(se2),
       alpha = 0.05,
        pval = FALSE )

Arguments

Value

ci.lin returns a matrix with number of rows and row names as ctr.mat. The columns are Estimate, Std.Err, z, P, 2.5% and 97.5% (or according to the value of alpha). If vcov=TRUE, instead a list of length 2 with components coef (a vector), the desired functional of the parameters and vcov (a square matrix), the variance covariance matrix of this, is returned but not printed. If Exp==TRUE the confidence intervals for the parameters are replaced with three columns: exp(estimate,c.i.).

ci.exp returns only the exponentiated parameter estimates with confidence intervals. It is merely a wrapper for ci.lin, fishing out the last 3 columns from ci.lin(...,Exp=TRUE). If you just want the estimates and confidence limits, but not exponentiated, use ci.exp(...,Exp=FALSE).

If ctr.mat is a data frame, the model matrix corresponding to this is constructed and supplied. This is only supported for objects of class lm, glm, gam and coxph.

So the default behaviour will be to produce the same as ci.pred, apparently superfluous. The purpose of this is to allow the use of the arguments vcov that produces the variance-covariance matrix of the predictions, and sample that produces a sample of predictions using sampling from the multivariate normal with mean equal to parameters and variance equal to the hessian.

If ctr.mat is a list of two data frames, the difference of the predictions from using the first versus the last as newdata arguments to predict is computed. Columns that would be identical in the two data frames can be omitted (see below), but names of numerical variables omitted must be supplied in a character vector xvars. Factors omitted need not be named.

If the second data frame has only one row, this is replicated to match the number of rows in the first. This facility is primarily aimed at teasing out RRs that are non-linear functions of a quantitative variable without setting up contrast matrices using the same code as in the model. Note however if splines are used with computed knots stored in a vector such as Ns(x,knots=kk) then the kk must be available in the (global) environment; it will not be found inside the model object. In practical terms it means that if you save model objects for later prediction you should save the knots used in the spline setups too.

If ctr.mat is a list of four data frames, the difference of the difference of predictions from using the first and second versus difference of predictions from using the third and fourth is computed. Simply (pr1-pr2) - (pr3-pr4) with obvious notation. Useful to derive esoteric interaction effects.

Finally, only arguments Exp, vcov, alpha and sample from ci.lin are honored when ctr.mat is a data frame or a list of two data frames.

You can leave out variables (columns) from the two data frames that would be identical, basically variables not relevant for the calculation of the contrast. In many cases ci.lin (really Epi:::ci.dfr) can figure out the names of the omitted columns, but occasionally you will have to supply the names of the omitted variables in the xvars argument. Factors omitted need not be listed in xvars, although no harm is done doing so.

Wald computes a Wald test for a subset of (possibly linear combinations of) parameters being equal to the vector of null values as given by H0. The selection of the subset of parameters is the same as for ci.lin. Using the ctr.mat argument makes it possible to do a Wald test for equality of parameters. Wald returns a named numerical vector of length 3, with names Chisq, d.f. and P.

ci.mat returns a 2 by 3 matrix with rows c(1,0,0) and c(0,-1,1)*1.96, devised to post-multiply to a p by 2 matrix with columns of estimates and standard errors, so as to produce a p by 3 matrix of estimates and confidence limits. Used internally in ci.lin and ci.cum. The 1.96 is replaced by the appropriate quantile from the normal or t-distribution when arguments alpha and/or df are given.

ci.pred returns a 3-column matrix with estimates and upper and lower confidence intervals as columns. This is just a convenience wrapper for predict.glm(obj,se.fit=TRUE) which returns a rather unhandy structure. The prediction with c.i. is made in the link scale, and by default transformed by the inverse link, since the most common use for this is for multiplicative Poisson or binomial models with either log or logit link.

ci.ratio returns the rate-ratio of two independent set of rates given with confidence intervals or s.e.s. If se1 and se2 are given and log.tr=FALSE it is assumed that r1 and r2 are rates and se1 and se2 are standard errors of the log-rates.

Author(s)

Bendix Carstensen, http://bendixcarstensen.com & Michael Hills

See Also

See ci.eta for a simple version only needing coefficients and variance-covariance matrix. See also ci.cum for a function computing cumulative sums of (functions of) parameter estimates, and ci.surv for a function computing confidence intervals for survival functions based on smoothed rates. The example code for matshade has an application of predicting a rate-ratio using a list of two prediction frames in the ctr.mat argument.

Examples

# Bogus data:
f <- factor( sample( letters[1:5], 200, replace=TRUE ) )
g <- factor( sample( letters[1:3], 200, replace=TRUE ) )
x <- rnorm( 200 )
y <- 7 + as.integer( f ) * 3 + 2 * x + 1.7 * rnorm( 200 )

# Fit a simple model:
mm <- lm( y ~ x + f + g )
ci.lin( mm )
ci.lin( mm, subset=3:6, diff=TRUE, fnam=FALSE )
ci.lin( mm, subset=3:6, diff=TRUE, fnam=TRUE )
ci.lin( mm, subset="f", diff=TRUE, fnam="f levels:" )
print( ci.lin( mm, subset="g", diff=TRUE, fnam="gee!:", vcov=TRUE ) )

# Use character defined subset to get ALL contrasts:
ci.lin( mm, subset="f", diff=TRUE )

# Suppose the x-effect differs across levels of g:
mi <- update( mm, . ~ . + g:x )
ci.lin( mi )
# RR a vs. b by x:
nda <- data.frame( x=-3:3, g="a", f="b" )
ndb <- data.frame( x=-3:3, g="b", f="b" )
# 
ci.lin( mi, list(nda,ndb) )
# Same result if f column is omitted because "f" columns are identical
ci.lin( mi, list(nda[,-3],ndb[,-3]) )
# However, crashes if knots in spline is supplied, and non-factor omitted
xk <- -1:1
xi <- c(-0.5,0.5)
ww <- rnorm(200)
mi <- update( mm, . ~ . -x + ww + Ns(x,knots=xk) + g:Ns(x,knots=xi) )
# Will crash 
try( cbind( nda$x, ci.lin( mi, list(nda,ndb) ) ) )
# Must specify num vars (not factors) omitted from nda, ndb
cbind( nda$x, ci.lin( mi, list(nda,ndb), xvars="ww" ) )

# A Wald test of whether the g-parameters are 0
Wald( mm, subset="g" )
# Wald test of whether the three first f-parameters are equal:
( CM <- rbind( c(1,-1,0,0), c(1,0,-1,0)) )
Wald( mm, subset="f", ctr.mat=CM )
# or alternatively
( CM <- rbind( c(1,-1,0,0), c(0,1,-1,0)) )
Wald( mm, subset="f", ctr.mat=CM )

# Confidence intervals for ratio of rates
# Rates and ci supplied, but only the range (lower and upper ci) is used
ci.ratio( cbind(10,8,12.5), cbind(5,4,6.25) )
ci.ratio( cbind(8,12.5), cbind(4,6.25) )

# Beware of the offset when making predictions with ci.pred and ci.exp
## Not run: 
library( mgcv )
data( mortDK )
m.arg  <- glm( dt ~ age , offset=log(risk) , family=poisson, data=mortDK )
m.form <- glm( dt ~ age + offset(log(risk)), family=poisson, data=mortDK )
a.arg  <- gam( dt ~ age , offset=log(risk) , family=poisson, data=mortDK )
a.form <- gam( dt ~ age + offset(log(risk)), family=poisson, data=mortDK )

nd <- data.frame( age=60:65, risk=100 )
round( ci.pred( m.arg , nd ), 4 )
round( ci.pred( m.form, nd ), 4 )
round( ci.exp ( m.arg , nd ), 4 )
round( ci.exp ( m.form, nd ), 4 )
round( ci.pred( a.arg , nd ), 4 )
round( ci.pred( a.form, nd ), 4 )
round( ci.exp ( a.arg , nd ), 4 )
round( ci.exp ( a.form, nd ), 4 )

nd <- data.frame( age=60:65 )
try( ci.pred( m.arg , nd ) )
try( ci.pred( m.form, nd ) )
try( ci.exp ( m.arg , nd ) )
try( ci.exp ( m.form, nd ) )
try( ci.pred( a.arg , nd ) )
try( ci.pred( a.form, nd ) )
try( ci.exp ( a.arg , nd ) )
try( ci.exp ( a.form, nd ) )

## End(Not run)
# The offset may be given as an argument (offset=log(risk))
# or as a term (+offset(log)), and depending on whether we are using a
# glm or a gam Poisson model and whether we use ci.pred or ci.exp to
# predict rates the offset is either used or ignored and either
# required or not; the state of affairs can be summarized as:
#
#                     offset
#                     -------------------------------------
#                     usage                 required?
#                     ------------------    ---------------                      
# function  model     argument   term       argument   term
# ---------------------------------------------------------
# ci.pred   glm       used       used       yes        yes
#           gam       ignored    used       no         yes
#  		      
# ci.exp    glm       ignored    ignored    no         yes
#           gam       ignored    ignored    no         yes
# ---------------------------------------------------------

Description

The usual formula for the c.i. of at difference of proportions is inaccurate. Newcombe has compared 11 methods and method 10 in his paper looks like a winner. It is implemented here.

Usage

ci.pd(aa, bb=NULL, cc=NULL, dd=NULL,
     method = "Nc",
      alpha = 0.05, conf.level=0.95,
     digits = 3,
      print = TRUE,
detail.labs = FALSE )

Arguments

Details

Implements method 10 from Newcombe(1998) (method="Nc") or from Agresti & Caffo(2000) (method="AC").

aa, bb, cc and dd can be vectors. If aa is a matrix, the elements [1:2,1:2] are used, with successes aa[,1:2]. If aa is a three-way table or array, the elements aa[1:2,1:2,] are used.

Value

A matrix with three columns: probability difference, lower and upper limit. The number of rows equals the length of the vectors aa, bb, cc and dd or, if aa is a 3-way matrix, dim(aa)[3].

Author(s)

Bendix Carstensen, Esa Laara. http://bendixcarstensen.com

References

RG Newcombe: Interval estimation for the difference between independent proportions. Comparison of eleven methods. Statistics in Medicine, 17, pp. 873-890, 1998.

A Agresti & B Caffo: Simple and effective confidence intervals for proportions and differences of proportions result from adding two successes and two failures. The American Statistician, 54(4), pp. 280-288, 2000.

See Also

twoby2, binom.test

Examples

( a <- matrix( sample( 10:40, 4 ), 2, 2 ) )
ci.pd( a )
twoby2( t(a) )
prop.test( t(a) )
( A <- array( sample( 10:40, 20 ), dim=c(2,2,5) ) )
ci.pd( A )
ci.pd( A, detail.labs=TRUE, digits=3 )

Description

Estimates a logistic regression model by maximizing the conditional likelihood. The conditional likelihood calculations are exact, and scale efficiently to strata with large numbers of cases.

Usage

clogistic(formula, strata, data, subset, na.action, init,
model = TRUE, x = FALSE, y = TRUE, contrasts = NULL,
iter.max=20, eps=1e-6, toler.chol = sqrt(.Machine$double.eps))

Arguments

Value

An object of class "clogistic". This is a list containing the following components:

The output will also contain the following, for documentation see the glm object: terms, formula, call, contrasts, xlevels, and, optionally, x, y, and/or frame.

Author(s)

Martyn Plummer

See Also

glm

Examples

data(bdendo)
  clogistic(d ~ cest + dur, strata=set, data=bdendo)

Description

Return a matrix of contrasts for factor coding.

Usage

contr.cum(n)
  contr.diff(n)
  contr.2nd(n)
  contr.orth(n)

Arguments

Details

These functions are used for creating contrast matrices for use in fitting regression models. The columns of the resulting matrices contain contrasts which can be used for coding a factor with n levels.

contr.cum gives a coding corresponding to successive differences between factor levels.

contr.diff gives a coding that correspond to the cumulative sum of the value for each level. This is not meaningful in a model where the intercept is included, therefore n columns ia always returned.

contr.2nd gives contrasts corresponding to 2nd order differences between factor levels. Returns a matrix with n-2 columns.

contr.orth gives a matrix with n-2 columns, which are mutually orthogonal and orthogonal to the matrix cbind(1,1:n)

Value

A matrix with n rows and k columns, with k=n for contr.diff k=n-1 for contr.cum k=n-2 for contr.2nd and contr.orth.

Author(s)

Bendix Carstensen

See Also

contr.treatment

Examples

contr.cum(6)
contr.2nd(6)
contr.diff(6)
contr.orth(6)

Description

Fits a competing risks regression model using a Lexis object assuming that every person enters at time 0 and exits at time lex.dur. Thus is only meaningful for Lexis objects with one record per person, (so far).

Usage

crr.Lexis( obj, mod, quiet=FALSE, ...)

Arguments

Details

This function is a simple wrapper for crr, allowing a formula-specification of the model (which allows specifications of covariates on the fly), and utilizing the structure of Lexis objects to simplify specification of the outcome. Prints a summary of the levels used as event, competing events and censoring.

By the structure of the Lexis object it is not necessary to indicate what the censoring code or competing events are, that is automatically derived from the Lexis object.

Currently only one state is allowed as l.h.s. (response) in mod.

Value

A crr object (which is a list), with two extra elements in the list, model.Lexis - the model formula supplied, and transitions - a table of transitions and censorings showing which transition was analysed and which were taken as competing events.

Author(s)

Bendix Carstensen, http://bendixcarstensen.com

See Also

crr, Lexis

Examples

# Thorotrats patients, different histological types of liver cancer
# Load thorotrast data, and restrict to exposed
data(thoro)
tht <- thoro[thoro$contrast==1,]
# Define exitdate as the date of livercancer
tht$dox <- pmin( tht$liverdat, tht$exitdat, na.rm=TRUE )
tht <- subset( tht, dox > injecdat )
# Convert to calendar years in dates
tht <- cal.yr( tht )

# Set up a Lexis object with three subtypes of liver cancer and death
tht.L <- Lexis( entry = list( per = injecdat,
                              tfi = 0 ),
                 exit = list( per = dox ),
          exit.status = factor( 1*hepcc+2*chola+3*hmang+
                                4*(hepcc+chola+hmang==0 & exitstat==1),
                                labels=c("No cancer","hepcc","chola","hmang","Dead") ),
                 data = tht )
summary( tht.L )

# Show the transitions
boxes( tht.L, boxpos=list(x=c(20,rep(80,3),30),
                          y=c(60,90,60,30,10) ),
              show.BE="nz", scale.R=1000 )

# Fit a model for the Hepatocellular Carcinoma as outcome
# - note that you can create a variable on the fly:
library( cmprsk )
hepcc <- crr.Lexis( tht.L, "hepcc" ~ volume + I(injecdat-1940) )
hepcc$model.Lexis
hepcc$transitions

# Models for the three other outcomes:
chola <- crr.Lexis( tht.L, "chola" ~ volume + I(injecdat-1940) )
hmang <- crr.Lexis( tht.L, "hmang" ~ volume + I(injecdat-1940) )
dead  <- crr.Lexis( tht.L, "Dead"  ~ volume + I(injecdat-1940) )

# Compare the effects
# NOTE: This is not necessarily a joint model for all transitions.
zz <- rbind( ci.exp(hepcc),
             ci.exp(chola),
             ci.exp(hmang),
             ci.exp(dead) )
zz <- cbind( zz[c(1,3,5,7)  ,],
             zz[c(1,3,5,7)+1,] )
rownames( zz ) <- c("hepcc","chola","hmang","dead")
colnames( zz )[c(1,4)] <- rownames( ci.exp(chola) )
round( zz, 3 )