Package 'etm'

Title: Empirical Transition Matrix
Description: The etm (empirical transition matrix) package permits to estimate the matrix of transition probabilities for any time-inhomogeneous multi-state model with finite state space using the Aalen-Johansen estimator. Functions for data preparation and for displaying are also included (Allignol et al., 2011 <doi:10.18637/jss.v038.i04>). Functionals of the Aalen-Johansen estimator, e.g., excess length-of-stay in an intermediate state, can also be computed (Allignol et al. 2011 <doi:10.1007/s00180-010-0200-x>).
Authors: Arthur Allignol [aut], Mark Clements [cre, aut]
Maintainer: Arthur Allignol <[email protected]>
License: MIT + file LICENSE
Version: 1.1.2
Built: 2024-11-09 04:38:36 UTC
Source: https://github.com/mclements/etm

Help Index


Pregnancies exposed to coumarin derivatives

Description

Outcomes of pregnancies exposed to coumarin derivatives. The aim is to investigate whether exposition to coumarin derivatives increases the probability of spontaneous abortions. Apart from spontaneous abortion, pregnancy may end in induced abortion or live birth, leading to a competing risks situation. Moreover, data are left-truncated as women usually enter the study several weeks after conception.

Usage

data(abortion)

Format

A data frame with 1186 observations on the following 5 variables.

id

Identification number

entry

Entry times into the cohort

exit

Event times

group

Group. 0: control, 1: exposed to coumarin derivatives

cause

Cause of failure. 1: induced abortion, 2: life birth, 3: spontaneous abortion

Source

Meiester, R. and Schaefer, C (2008). Statistical methods for estimating the probability of spontaneous abortion in observational studies – Analyzing pregnancies exposed to coumarin derivatives. Reproductive Toxicology, 26, 31–35

Examples

data(abortion)

Change in Length of Stay

Description

The function estimates the expected change in length of stay (LOS) associated with an intermediate event.

Usage

clos(x, aw, ratio, ...)
## S3 method for class 'etm'
clos(x, aw = FALSE, ratio = FALSE, ...)
## S3 method for class 'msfit'
clos(x, aw = FALSE, ratio = FALSE, cox_model, ...)

Arguments

x

An object of class etm. Argument delta.na in etm must be set to TRUE in order to use this function.

aw

Logical. Whether to compute the expected change of LOS using alternative weighting. Default is FALSE.

ratio

Logical. Compute the ratio of the expected length-of-stay given instermediate event status instead of a difference. Default value is FALSE

cox_model

TODO

...

Further arguments

Details

The approach for evaluating the impact of an intermediate event on the expected change in length of stay is based on Schulgen and Schumacher (1996). They suggested to consider the difference of the expected subsequent stay given infectious status at time s.

Extensions to the methods of Schulgen and Schumacher and the earlier implementation in the changeLOS include the possibility to compute the extra length of stay both for competing endpoints and the more simple case of one absorbing state, as well as the possibility to compute this quantity for left-truncated data.

Value

An object of class clos.etm with the following components:

e.phi

Change in length of stay

phi.case

Estimates of E(LOSXs=intermediate event)E(\mbox{LOS} | X_s = \mbox{intermediate event}) for all observed transition times ss, where XsX_sdenotes the state by time ss

phi.control

Estimates of E(LOSXs=initial state)E(\mbox{LOS} | X_s = \mbox{initial state}) for all observed transition times ss.

e.phi2

Weighted average of the difference between phi2.case and phi2.control.

phi2.case

Estimates of E(LOS1(XLOS=discharge)Xs=intermediate event)E(\mbox{LOS} \mathbf{1}(X_{\mbox{LOS}} = \mbox{discharge}) | X_s = \mbox{intermediate event}), where 1\mathbf{1} denotes the indicator function.

phi2.control

E(LOS1(XLOS=discharge)Xs=initial state)E(\mbox{LOS} \mathbf{1}(X_{\mbox{LOS}} = \mbox{discharge}) | X_s = \mbox{initial state}).

e.phi3

Weighted average of the difference between phi3.case and phi3.control.

phi3.case

Estimates of E(LOS1(XLOS=death)Xs=intermediate event)E(\mbox{LOS} \mathbf{1}(X_{\mbox{LOS}} = \mbox{death}) | X_s = \mbox{intermediate event}).

phi3.control

E(LOS1(XLOS=death)Xs=initial state)E(\mbox{LOS} \mathbf{1}(X_{\mbox{LOS}} = \mbox{death}) | X_s = \mbox{initial state}).

weights

Weights used to compute the weighted averages.

w.time

Times at which the weights are computed.

time

All transition times.

e.phi.weights.1

Expected change in LOS using weights.1

e.phi.weights.other

Expected change in LOS using weights.other

weights.1

Weights corresponding to the conditional waiting time in the intial state given one experiences the intermediate event.

weights.other

Weights corresponding to the conditional waiting time given one does not experience the intermediate event.

Author(s)

Arthur Allignol [email protected], Matthias Wangler, Jan Beyersmann

References

G Schulgen and M Schumacher (1996). Estimation of prolongation of hospital stay attributable to nosocomial infections. Lifetime Data Analysis 2, 219-240.

J Beyersmann, P Gastmeier, H Grundmann, S Baerwolf, C Geffers, M Behnke, H Rueden, and M Schumacher (2006). Use of Multistate Models to Assess Prolongation of Intensive Care Unit Stay Due to Nosocomial Infection. Infection Control and Hospital Epidemiology 27, 493-499.

Allignol A, Schumacher M, Beyersmann J: Estimating summary functionals in multistate models with an application to hospital infection data. Computation Stat, 2011; 26: 181-197.

M Wrangler, J Beyersmann and M Schumacher (2006). changeLOS: An R-package for change in length of hospital stay based on the Aalen-Johansen estimator. R News 6(2), 31–35.

See Also

etm

Examples

data(los.data)

## putting los.data in the long format
my.observ <- prepare.los.data(x=los.data)

tra <- matrix(FALSE, 4, 4)
tra[1, 2:4] <- TRUE
tra[2, 3:4] <- TRUE

tr.prob <- etm(my.observ, c("0","1","2","3"), tra, NULL, 0)

cLOS <- etm::clos(tr.prob)
plot(cLOS)


### Compute bootstrapped SE

## function that performs the bootstrap
## nboot: number of bootstrap samples. Other arguments are as in etm()
boot.clos <- function(data, state.names, tra, cens.name, s = 0, nboot) {
    res <- double(nboot)
    for (i in seq_len(nboot)) {
        index <- sample(unique(data$id), replace = TRUE)
        inds <- new.id <- NULL
        for (j in seq_along(index)){
            ind <- which(data$id == index[j])
            new.id <- c(new.id, rep(j, length(ind)))
            inds <- c(inds, ind)
        }
        dboot <- cbind(data[inds, ], new.id)
        dboot[, which(names(dboot) == "id")]
        dboot$id <- dboot$new.id
        tr.prob <- etm(dboot, state.names, tra, cens.name, s, cova = FALSE)
        res[i] <- etm::clos(tr.prob)$e.phi
    }
    res
}

## bootstrap
se <- sqrt(var(boot.clos(my.observ, c("0","1","2","3"), tra, NULL, 0,
                         nboot = 10)))

Pseudo Value Regression for the Extra Length-of-Stay

Description

Pseudo Value Regression for the Extra Length-of-Stay

Usage

closPseudo(data, state.names, tra, cens.name, s = 0,
           formula, na.action,
           aw = FALSE, ratio = FALSE,
           ncores = 1,
           trick_ties = FALSE)

Arguments

data

data.frame of the form data.frame(id,from,to,time) or (id,from,to,entry,exit)

id:

patient id

from:

the state from where the transition occurs

to:

the state to which a transition occurs

time:

time when a transition occurs

entry:

entry time in a state

exit:

exit time from a state

state.names

A vector of characters giving the states names.

tra

A quadratic matrix of logical values describing the possible transitions within the multistate model.

cens.name

A character giving the code for censored observations in the column 'to' of data. If there is no censored observations in your data, put 'NULL'.

s

Starting value for computing the transition probabilities.

formula

A formula with the covariates at the right of a ~ operator. Leave the left part empty.

na.action

A function which indicates what should happen when the data contain 'NA's. The default is set by the 'na.action' setting of 'options', and is 'na.fail' if that is unset. The 'factory-fresh' default is 'na.omit'.

aw

Logical. Whether to compute the expected change of LOS using alternative weighting. Default is FALSE.

ratio

Logical. Compute the ratio of the expected length-of-stay given instermediate event status instead of a difference. Default value is FALSE

ncores

Number of cores used if doing parallel computation using the parallel package

trick_ties

If TRUE, pseudo values are computed only one per subject sharing the same entry, exit times / transition types.

Details

The function calculates the pseudo-observations for the extra length-of-stay for each individual. These pseudo-observations can then be used to fit a direct regression model using generalized estimating equation (e.g., package geepack).

Computation of the pseudo-observations can be parallelised using the mclapply function of the parallel package. See argument ncores.

Recent versions of R have changed the data.frame function, where the default for the stringsAsFactors argument from TRUE to FALSE. etm currently depends on the states being factors, so that the user should use data.frame(..., stringsAsFactors=TRUE).

Value

An object of class closPseudo with the following components:

pseudoData

a data.frame containing id, computed pseudo values (see details) and the covariates as specified in the formula

theta

Estimates of excess LoS in the whole sample

aw

like in the function call

call

Function call

Author(s)

Arthur Allignol [email protected]

References

Andersen, P.K, Klein, J.P, Rosthoj, S. (2003). Generalised linear models for correlated pseudo-observations, with applications to multi-state models. Biometrika, 90(1):15–27.

See Also

mclapply, clos

Examples

if(require("kmi", quietly = TRUE)) {

    ## data in kmi package
    data(icu.pneu)
    my.icu.pneu <- icu.pneu
    
    my.icu.pneu <- my.icu.pneu[order(my.icu.pneu$id, my.icu.pneu$start), ]
    masque <- diff(my.icu.pneu$id)
    
    my.icu.pneu$from <- 0
    my.icu.pneu$from[c(1, masque) == 0] <- 1
    
    my.icu.pneu$to2 <- my.icu.pneu$event
    my.icu.pneu$to2[my.icu.pneu$status == 0] <- "cens"
    my.icu.pneu$to2[c(masque, 1) == 0] <- 1
    
    
    my.icu.pneu$to <- ifelse(my.icu.pneu$to2 %in% c(2, 3), 2,
                             my.icu.pneu$to2)

    my.icu.pneu <- my.icu.pneu[, c("id", "start", "stop", "from", "to",
                                   "to2", "age", "sex")]
    names(my.icu.pneu)[c(2, 3)] <- c("entry", "exit")

    ## computation of the pseudo-observations
    ## Not run: 
        ps.icu.pneu <- closPseudo(my.icu.pneu, c("0", "1", "2"), tra_ill(), "cens",
                                  formula = ~ sex + age)
        
        ## regression model using geepack
        require(geepack)
        fit <- geeglm(ps.e.phi ~ sex + age, id = id, data = ps.icu.pneu$pseudoData,
                      family = gaussian)
        
        summary(fit)
    
## End(Not run)
} else {
    print("This example requires the kmi package")
}

Computation of the empirical transition matrix

Description

This function computes the empirical transition matrix, also called Aalen-Johansen estimator, of the transition probability matrix of any multistate model. The covariance matrix is also computed.

Usage

## S3 method for class 'data.frame'
etm(data, state.names, tra, cens.name, s, t = "last",
    covariance = TRUE, delta.na = TRUE, modif = FALSE,
    c = 1, alpha = NULL, strata, ...)

Arguments

data

data.frame of the form data.frame(id,from,to,time) or (id,from,to,entry,exit)

id:

patient id

from:

the state from where the transition occurs

to:

the state to which a transition occurs

time:

time when a transition occurs

entry:

entry time in a state

exit:

exit time from a state

This data.frame is transition-oriented, i.e. it contains one row per transition, and possibly several rows per patient. Specifying an entry and exit time permits to take into account left-truncation.

state.names

A vector of characters giving the states names.

tra

A quadratic matrix of logical values describing the possible transitions within the multistate model.

cens.name

A character giving the code for censored observations in the column 'to' of data. If there is no censored observations in your data, put 'NULL'.

s

Starting value for computing the transition probabilities.

t

Ending value. Default is "last", meaning that the transition probabilities are computed over (s,t](s, t], tt being the last time in the data set.

covariance

Logical. Decide whether or not computing the covariance matrix. May be useful for, say, simulations, as the variance computation is a bit long. Default is TRUE.

delta.na

Logical. Whether to export the array containing the increments of the Nelson-Aalen estimator. Default is TRUE.

modif

Logical. Whether to apply the modification of Lai and Ying for small risk sets

c

Constant for the Lai and Ying modification. Either c contains only one value that will be used for all the states, otherwise c should be the same length as state.names.

alpha

Constant for the Lai and Ying modification. If NULL (the default) then only c is used and the Lai and Ying modification discards the event times for which Y(t)tY(t) \geq t. Otherwise cnαcn^\alpha is used. It is recommanded to let alpha equal NULL for multistate models.

strata

Character vector giving variables on which to stratify the analysis.

...

Not used

Details

Data are considered to arise from a time-inhomogeneous Markovian multistate model with finite state space, and possibly subject to independent right-censoring and left-truncation.

The matrix of the transition probabilities is estimated by the Aalen-Johansen estimator / empirical transition matrix (Andersen et al., 1993), which is the product integral over the time period (s,t](s, t] of I + the matrix of the increments of the Nelson-Aalen estimates of the cumulative transition hazards. The (i,j)th(i, j)-th entry of the empirical transition matrix estimates the transition probability of being in state jj at time tt given that one has been in state j at time ss.

The covariance matrix is computed using the recursion formula (4.4.19) in Anderson et al. (1993, p. 295). This estimator of the covariance matrix is an estimator of the Greenwood type.

If the multistate model is not Markov, but censorship is entirely random, the Aalen-Johansen estimator still consistently estimates the state occupation probabilities of being in state ii at time tt (Datta & Satten, 2001; Glidden, 2002)

Recent versions of R have changed the data.frame function, where the default for the stringsAsFactors argument from TRUE to FALSE. etm currently depends on the states being factors, so that the user should use data.frame(..., stringsAsFactors=TRUE).

Value

est

Transition probability estimates. This is a 3 dimension array with the first dimension being the state from where transitions occur, the second the state to which transitions occur, and the last one being the event times.

cov

Estimated covariance matrix. Each cell of the matrix gives the covariance between the transition probabilities given by the rownames and the colnames, respectively.

time

Event times at which the transition probabilities are computed. That is all the observed times between (s,t](s, t].

s

Start of the time interval.

t

End of the time interval.

trans

A data.frame giving the possible transitions.

state.names

A vector of character giving the state names.

cens.name

How the censored observation are coded in the data set.

n.risk

Matrix indicating the number of individuals at risk just before an event

n.event

Array containing the number of transitions at each times

delta.na

A 3d array containing the increments of the Nelson-Aalen estimator.

ind.n.risk

When modif is true, risk set size for which the indicator function is 1

If the analysis is stratified, a list of etm objects is returned.

Note

Transitions into a same state, mathematically superfluous, are not allowed. If transitions into the same state are detected in the data, the function will stop. Equally, diag(tra) must be set to FALSE, see the example below.

Author(s)

Arthur Allignol, [email protected]

References

Beyersmann J, Allignol A, Schumacher M: Competing Risks and Multistate Models with R (Use R!), Springer Verlag, 2012 (Use R!)

Allignol, A., Schumacher, M. and Beyersmann, J. (2011). Empirical Transition Matrix of Multi-State Models: The etm Package. Journal of Statistical Software, 38.

Andersen, P.K., Borgan, O., Gill, R.D. and Keiding, N. (1993). Statistical models based on counting processes. Springer Series in Statistics. New York, NY: Springer.

Aalen, O. and Johansen, S. (1978). An empirical transition matrix for non-homogeneous Markov chains based on censored observations. Scandinavian Journal of Statistics, 5: 141-150.

Gill, R.D. and Johansen, S. (1990). A survey of product-integration with a view towards application in survival analysis. Annals of statistics, 18(4): 1501-1555.

Datta, S. and Satten G.A. (2001). Validity of the Aalen-Johansen estimators of stage occupation probabilities and Nelson-Aalen estimators of integrated transition hazards for non-Markov models. Statistics and Probability Letters, 55(4): 403-411.

Glidden, D. (2002). Robust inference for event probabilities with non-Markov data. Biometrics, 58: 361-368.

See Also

print.etm, summary.etm, sir.cont, xyplot.etm

Examples

data(sir.cont)

# Modification for patients entering and leaving a state
# at the same date
# Change on ventilation status is considered
# to happen before end of hospital stay
sir.cont <- sir.cont[order(sir.cont$id, sir.cont$time), ]
for (i in 2:nrow(sir.cont)) {
  if (sir.cont$id[i]==sir.cont$id[i-1]) {
    if (sir.cont$time[i]==sir.cont$time[i-1]) {
      sir.cont$time[i-1] <- sir.cont$time[i-1] - 0.5
    }
  }
}

### Computation of the transition probabilities
# Possible transitions.
tra <- matrix(ncol=3,nrow=3,FALSE)
tra[1, 2:3] <- TRUE
tra[2, c(1, 3)] <- TRUE

# etm
tr.prob <- etm(sir.cont, c("0", "1", "2"), tra, "cens", 1)

tr.prob
summary(tr.prob)

# plotting
if (require("lattice")) {
xyplot(tr.prob, tr.choice=c("0 0", "1 1", "0 1", "0 2", "1 0", "1 2"),
       layout=c(2, 3), strip=strip.custom(bg="white",
         factor.levels=
     c("0 to 0", "1 to 1", "0 to 1", "0 to 2", "1 to 0", "1 to 2")))
}

### example with left-truncation

data(abortion)

# Data set modification in order to be used by etm
names(abortion) <- c("id", "entry", "exit", "from", "to")
abortion$to <- abortion$to + 1

## computation of the matrix giving the possible transitions
tra <- matrix(FALSE, nrow = 5, ncol = 5)
tra[1:2, 3:5] <- TRUE

## etm
fit <- etm(abortion, as.character(0:4), tra, NULL, s = 0)

## plot
xyplot(fit, tr.choice = c("0 0", "1 1", "0 4", "1 4"),
       ci.fun = c("log-log", "log-log", "cloglog", "cloglog"),
       strip = strip.custom(factor.levels = c("P(T > t) -- control",
                                              "P(T > t) -- exposed",
                                 "CIF spontaneous abortion -- control",
                                 "CIF spontaneous abortion --
exposed")))

Cumulative incidence functions of competing risks

Description

etmCIF is a wrapper around the etm function for facilitating the computation of the cumulative incidence functions in the competing risks framework.

Usage

etmCIF(formula, data, etype, subset, na.action, failcode = 1)

Arguments

formula

A formula object, that must have a Surv object on the left of ~ operator, and a discrete covariate (or 1) on the right. The status indicator should be 1 (or TRUE) for an event (whatever the type of this event, 0 (or FALSE) for censored observations.)

data

A data.frame in which to interpret the terms of the formula

etype

Competing risks event indicator. When the status indicator is 1 (or TRUE) in the formula, etype describes the type of event, otherwise, for censored observation, the value of etype is ignored

subset

Expression saying that only a subset of the data should be used.

na.action

Missing-data filter function. Default is options()$na.action.

failcode

Indicates the failure type of interest. Default is one. This option is only relevant for some options of the plot function.

Details

This function computes the cumulative incidence functions in a competing risks setting using the etm machinery, without having to specify the matrix of possible transitions and using the more usual formula specification with Surv

Value

Returns a list of etm objects (1 per covariate level) plus additional informations:

failcode

As in function call

call

Function call

X

A matrix giving the name of the covariate (if present) and the levels of this covariate.

Author(s)

Arthur Allignol [email protected]

See Also

etm, print.etmCIF, summary.etmCIF, plot.etmCIF

Examples

data(abortion)

cif.ab <- etmCIF(survival::Surv(entry, exit, cause != 0) ~ group, abortion,
                 etype = cause, failcode = 3)

cif.ab

plot(cif.ab, ci.type = "bars", pos.ci = 24,
     col = c(1, 2), lty = 1, curvlab = c("Control", "Exposed"))

Data transformation function for using etm

Description

The function transforms a data set in the wide format (i.e., one raw per subject) into the long format (i.e., one raw per transition, and possibly several raws per subjects) in a suitable way for using the etm function

Usage

etmprep(time, status, data, tra, state.names, cens.name = NULL,
start = NULL, id = NULL, keep)

Arguments

time

A character vector giving the name of the columns containing the transition times or last follow-up times. The length of time have to be equal to the number of states, some elements may be NA. See Details.

status

A character vector giving the name of the columns indicating whether a state has been visited (0 if not, 1 otherwise).

data

A data frame in which to look for the columns specified in time and status.

tra

A quadratic matrix of logical values describing the possible transitions within the multistate model. The (i,j)(i, j)th element of tra is TRUE if a transition from state ii to state jj is possible, FALSE otherwise. The diagonal must be set to FALSE.

state.names

A vector of characters giving the states names. If missing, state names are set to be 0:(number of states).

cens.name

A character string specifying how censored observations will be indicated in the new data set. Default is NULL, i.e., no censored observation.

start

A list containing two elements, state and time, giving the starting states and times for all individuals. Default is NULL, in which case all individuals are considered to start in the initial state at time 0.

id

A character string specifying in which column of data the user ids are. Default is NULL, and the ids will be 1:n.

keep

A character vector indicating the column names of the covariate one might want to keep in the new data.frame.

Details

This function only works for irreversible acyclic Markov processes. Therefore, the multistate model will have initial states, into which no transition are possible. For these, NAs are allowed in time and status.

Value

The function returns a data.frame suitable for using the etm function. The data frame contains the following components:

id

Individual id number

entry

Entry time into a state

exit

Exit time from a state

from

State from which a transition occurs

to

State into which a transition occurs

...

Further columns specified in keep

Author(s)

Arthur Allignol, [email protected]

See Also

etm

Examples

### creation of fake data in the wild format, following an illness-death model
## transition times
tdisease <- c(3, 4, 3, 6, 8, 9)
tdeath <- c(6, 9, 8, 6, 8, 9)

## transition status
stat.disease <- c(1, 1, 1, 0, 0, 0)
stat.death <- c(1, 1, 1, 1, 1, 0)

## a covariate that we want to keep in the new data
cova <- rbinom(6, 1, 0.5)

dat <- data.frame(tdisease, tdeath,
                  stat.disease, stat.death,
                  cova, stringsAsFactors = TRUE)

## Possible transitions
tra <- matrix(FALSE, 3, 3)
tra[1, 2:3] <- TRUE
tra[2, 3] <- TRUE

## data preparation
newdat <- etmprep(c(NA, "tdisease", "tdeath"),
                  c(NA, "stat.disease", "stat.death"),
                  data = dat, tra = tra, cens.name = "cens")

Placebo data from the 4D study

Description

Data from the placebo group of the 4D study. This study aimed at comparing atorvastatin to placebo for patients with type 2 diabetes and receiving hemodialysis in terms of cariovascular events. The primary endpoint was a composite of death from cardiac causes, stroke and non-fatal myocardial infarction. Competing event was death from other causes.

Usage

data(fourD)

Format

A data frame with 636 observations on the following 7 variables.

id

Patients' id number

sex

Patients' gender

age

Patients' age

medication

Character vector indicating treatment affiliation. Here only equal to "Placebo"

status

Status at the end of the follow-up. 1 for the event of interest, 2 for death from other causes and 0 for censored observations

time

Survival time

treated

Numeric vector indicated whether patients are treated or not. Here always equal to zero

Source

Wanner, C., Krane, V., Maerz, W., Olschewski, M., Mann, J., Ruf, G., Ritz, E (2005). Atorvastatin in patients with type 2 diabetes mellitus undergoing hemodialysis. New England Journal of Medicine, 353(3), 238–248.

References

Allignol, A., Schumacher, M., Wanner, C., Dreschler, C. and Beyersmann, J. (2010). Understanding competing risks: a simulation point of view. Research report.

Examples

data(fourD)

Lines method for 'etm' objects

Description

Lines method for etm objects

Usage

## S3 method for class 'etm'
lines(x, tr.choice, col = 1, lty,
      conf.int = FALSE, level = 0.95, ci.fun = "linear",
      ci.col = col, ci.lty = 3, ...)

Arguments

x

An object of class etm.

tr.choice

character vector of the form c("from to","from to") specifying which transitions should be plotted. By default, all the direct transition probabilities are plotted

col

Vector of colours. Default is black.

lty

Vector of line type. Default is 1:number of transitions

conf.int

Logical specifying whether to plot confidence intervals. Default is FALSE.

level

Level of the confidence interval. Default is 0.95.

ci.fun

Transformation applied to the confidence intervals. It could be different for all transition probabilities, though if length(ci.fun) != number of transitions, only ci.fun[1] will be used. Possible choices are "linear", "log", "log-log" and "cloglog". Default is "linear".

ci.col

Colours of the confidence intervals. Default value is the same as col.

ci.lty

Line types for the confidence intervals. Default is 3.

...

Further arguments for lines.

Value

No value returned.

Author(s)

Arthur Allignol, [email protected]

See Also

etm, plot.etm, xyplot.etm


Length of hospital stay

Description

The los.data data frame has 756 rows, one row for each patient, and 7 columns.

Usage

data(los.data)

Format

A data frame with the following columns:

adm.id

admision id of the patient

j.01

observed time for jump from 0 (initial state) to 1 (intermediate state)

j.02

observed time for jump from 0 to 2 (discharge)

j.03

observed time for jump from 0 to 3 (death)

j.12

observed time for jump from 1 to 2

j.13

observed time for jump from 1 to 3

cens

censoring time (either in initial or intermediate state)

Examples

data(los.data)
my.data <- prepare.los.data(los.data)

Plot method for 'clos.etm' objects

Description

Plot method for objects of class clos.etm.

Usage

## S3 method for class 'clos.etm'
plot(x, xlab = "Time", ylab.e = "Expected LOS",
ylab.w = "Weights", xlim, ylim.e, ylim.w, col.e = c(1, 2), col.w = 1,
lty.e = c(1, 1), lty.w = 1, legend = TRUE, legend.pos, curvlab,
legend.bty = "n", ...)

Arguments

x

An object of class clos.etm

xlab

Label for the x-axis

ylab.e

Label for the y-axis in the plot of the expected LOS

ylab.w

Label for the y-axis in the plot of the weights

xlim

Limits of x-axis for the plots

ylim.e

Limits of the y-axis for the expected LOS plot

ylim.w

Limits of the y-axis for the weights plot

col.e

Vector of colours for the plot of expected LOS

col.w

Vector of colours for the plot of the weights

lty.e

Vector of line type for the plot of expected LOS

lty.w

Vector of line type for the plot of the weights

legend

Logical. Whether to draw a legend for the plot of expected LOS

legend.pos

A vector giving the legend's position. See legend for details

curvlab

Character or expression vector to appear in the legend. Default is c("Intermediate event by time t", "No intermediate event by time t")

legend.bty

Box type for the legend

...

Further arguments for plot

Details

Two graphs are drawn. The lower graph displays the expected LOS for patients who have experienced the intermediate event and for those who have not. The upper graph displays the weights used to compute the weighted average.

Value

No value returned

Author(s)

Arthur Allignol [email protected], Matthias Wangler

See Also

clos


Plot method for an etm object

Description

Plot method for an object of class 'etm'. It draws the estimated transition probabilities in a basic scatterplot.

Usage

## S3 method for class 'etm'
plot(x, tr.choice, xlab = "Time",
     ylab = "Transition Probability", col = 1, lty, xlim, ylim,
     conf.int = FALSE, level = 0.95, ci.fun = "linear",
     ci.col = col, ci.lty = 3,
     legend = TRUE, legend.pos, curvlab, legend.bty = "n", ...)

Arguments

x

An object of class 'etm'

tr.choice

character vector of the form 'c("from to","from to")' specifying which transitions should be plotted. Default, all the transition probabilities are plotted

xlab

x-axis label. Default is "Time"

ylab

y-axis label. Default is "Transition Probability"

col

Vector of colour. Default is black

lty

Vector of line type. Default is 1:number of transitions

xlim

Limits of x-axis for the plot

ylim

Limits of y-axis for the plot

conf.int

Logical. Whether to display pointwise confidence intervals. Default is FALSE.

level

Level of the conficence intervals. Default is 0.95.

ci.fun

Transformation applied to the confidence intervals. It could be different for all transition probabilities, though if length(ci.fun) != number of transitions, only ci.fun[1] will be used. Possible choices are "linear", "log", "log-log" and "cloglog". Default is "linear".

ci.col

Colour of the confidence intervals. Default is col.

ci.lty

Line type of the confidence intervals. Default is 3.

legend

A logical specifying if a legend should be added

legend.pos

A vector giving the legend's position. See legend for further details

curvlab

A character or expression vector to appear in the legend. Default is the name of the transitions

legend.bty

Box type for the legend

...

Further arguments for plot

Details

By default, if the argument strata was used for creating the etm object, the first transition probability for all strata will be plotted. If there is no strata, all transition probabilities are plotted by default.

In any case, a legend with be created by the labels are likely to be ugly. Please use the curvlab argument to control the test or use legend = FALSE and build your own legend.

Value

No value returned

Author(s)

Arthur Allignol, [email protected]

See Also

plot.default, legend, etm

Examples

data(sir.cont)

# Modification for patients entering and leaving a state
# at the same date
sir.cont <- sir.cont[order(sir.cont$id, sir.cont$time), ]
for (i in 2:nrow(sir.cont)) {
  if (sir.cont$id[i]==sir.cont$id[i-1]) {
    if (sir.cont$time[i]==sir.cont$time[i-1]) {
      sir.cont$time[i-1] <- sir.cont$time[i-1] - 0.5
    }
  }
}

tra <- matrix(ncol=3,nrow=3,FALSE)
tra[1, 2:3] <- TRUE
tra[2, c(1, 3)] <- TRUE

my.etm <- etm(sir.cont,c("0","1","2"),tra,"cens", s = 0)

plot(my.etm, tr.choice = c("0 0"))

Plot cumulative incidence functions

Description

Plot function for etmCIF objects. The function plots cumulative incidence curves, possibly with pointwise confidence intervals.

Usage

## S3 method for class 'etmCIF'
plot(x, which.cif, xlim, ylim,
    ylab = "Cumulative Incidence", xlab = "Time", col = 1, lty, lwd = 1,
    ci.type = c("none", "bars", "pointwise"), ci.fun = "cloglog",
    ci.col = col, ci.lty = 3, legend = TRUE, legend.pos, curvlab,
    legend.bty = "n", pos.ci = 27, ci.lwd = 3, ...)

Arguments

x

A etmCIF object

which.cif

A numeric vector indicating which CIFs should be plotted. When missing, only the CIF of interest is plotted (determined through the failcode argument in etmCIF.)

xlim

x-axis limits for the plot. By default, c(0, max(time))

ylim

y-axis limits. Default is c(0, 1)

ylab

Label for y-axis. Default is "Cumulative Incidence"

xlab

Label for x-axis. Default is "Time"

col

Vector describing colours used for the CIF curves. Default is black

lty

Vector of line type

lwd

Thickness of the lines

ci.type

One of c("none", "bars", "pointwise"). none plots no confidence interval, bars plots the confidence intervals in the form of a segment for one time point, and pointwise draws pointwise confidence intervals for the whole follow-up period.

ci.fun

Transformation used for the confidence intervals. Default is "clolog", and is a better choice for cumulative incidences. Other choices are "log" and "log-log"

ci.col

Colour for the pointwise confidence interval curves. Default is same as the CIF curves

ci.lty

Line type for the confidence intervals. Default is 3

legend

Logical. Whether to draw a legend. Default is TRUE

legend.pos

A vector giving the legend's position. See legend for further details

curvlab

A character or expression vector to appear in the legend. Default is CIF + event label

legend.bty

Box type for the legend. Default is none ("n")

pos.ci

If ci.type = "bars", vector of integers indicating at which time point to put the confidence interval bars. Default is 27

ci.lwd

Thickness of the confidence interval segment (for ci.type = "bars")

...

Further graphical arguments

Details

The function relies on plot.etm and lines.etm with more or less the same options. Exception is the drawing of the confidence intervals, for which several displays are possible.

Value

No value returned

Author(s)

Arthur Allignol [email protected]

See Also

etmCIF, plot.etm, lines.etm

Examples

data(abortion)

cif.ab <- etmCIF(survival::Surv(entry, exit, cause != 0) ~ group, abortion,
                 etype = cause, failcode = 3)

cif.ab

plot(cif.ab, ci.type = "bars", pos.ci = 24,
     col = c(1, 2), lty = 1, curvlab = c("Control", "Exposed"))

plot(cif.ab, which = c(1, 2))

Prepare the data for clos

Description

Prepare data to be passed to clos() in package etm.

Usage

prepare.los.data(x)

Arguments

x

data.frame of the form data.frame(id, j.01, j.02, j.03, j.12, j.13, cens):

id:

id (patient id, admision id)

j.01:

observed time for jump from 0 to 1

j.02:

observed time for jump from 0 to 2

j.03:

observed time for jump from 0 to 3

j.12:

observed time for jump from 1 to 2

j.13:

observed time for jump from 1 to 3

cens:

censoring time (either in initial or intermediate state)

Value

a data.frame of the form data.frame(id, from, to, time, oid):

id:

id (patient id, admision id)

from:

the state from where a transition occurs

to:

the state to which a transition occurs

time:

time of the transition

oid:

the observation id

Author(s)

Matthias Wangler

See Also

clos

Examples

data(los.data)
my.observ <- prepare.los.data(x=los.data)

Print function for 'clos.etm' objects

Description

Print method for object of class clos.etm

Usage

## S3 method for class 'clos.etm'
print(x, ...)

Arguments

x

An object of class clos.etm

...

Further arguments

Value

No value returned

Author(s)

Arthur Allignol, [email protected]

See Also

clos


Print method for object of class 'etm'

Description

Print method for objects of class etm.

Usage

## S3 method for class 'etm'
print(x, covariance = FALSE, whole = TRUE, ...)

Arguments

x

An object of class etm.

covariance

Whether print the covariance matrix. Default is TRUE

whole

Whether to plot the entire covariance matrix. If set to FALSE, rows and columns containing only 0 will be removed for printing.

...

Further arguments for print or summary.

Details

The function prints a matrix giving the possible transitions, along with the estimates of P(s,t)P(s, t) and cov(P(s,t))cov(P(s, t)).

Value

No value returned

Author(s)

Arthur Allignol, [email protected]

See Also

etm


Print function for cifETM objects

Description

Print method for cifETM objects

Usage

## S3 method for class 'etmCIF'
print(x, ...)

Arguments

x

An object of class etmCIF

...

Further arguments

Value

No value returned

Author(s)

Arthur Allignol [email protected]

See Also

etmCIF


Ventilation status in intensive care unit patients

Description

Time-dependent ventilation status for intensive care unit (ICU) patients, a random sample from the SIR-3 study.

Usage

data(sir.cont)

Format

A data frame with 1141 rows and 6 columns:

id:

Randomly generated patient id

from:

State from which a transition occurs

to:

State to which a transition occurs

time:

Time when a transition occurs

age:

Age at inclusion

sex:

Sex. F for female and M for male

The possible states are:

0: No ventilation

1: Ventilation

2: End of stay

And cens stands for censored observations.

Details

This data frame consists in a random sample of the SIR-3 cohort data. It focuses on the effect of ventilation on the length of stay (combined endpoint discharge/death). Ventilation status is considered as a transcient state in an illness-death model.

The data frame is directly formated to be used with the etm function, i.e. it is transition-oriented with one row per transition.

References

Beyersmann, J., Gastmeier, P., Grundmann, H., Baerwolff, S., Geffers, C., Behnke, M., Rueden, H., and Schumacher, M. Use of multistate models to assess prolongation of intensive care unit stay due to nosocomial infection. Infection Control and Hospital Epidemiology, 27:493-499, 2006.

Examples

data(sir.cont)

Summary methods for an 'etm' object

Description

Summary method for objects of class etm

Usage

## S3 method for class 'etm'
summary(object, tr.choice,
        ci.fun = "linear", level = 0.95, times, ...)
## S3 method for class 'summary.etm'
print(x, ...)

Arguments

object

An object of class etm.

tr.choice

Character vector of the form 'c("from to","from to")' specifying which transitions should be summarized. Default to all the transition probabilities

ci.fun

A character vector specifying the transformation to be applied to the pointwise confidence intervals. It could be different for each transition probability, though if length(ci.fun) != number of transitions, only ci.fun[1] will be used. The function displays the transition probabilities in the following order: first the direct transitions in alphabetical order, e.g., 0 to 1, 0 to 2, 1 to 2, ..., then the state occupation probabilities in alphabetical order, e.g., 0 to 0, 1 to 1, ... The possible transformations are "linear", "log", "log-log" and "cloglog". Default is "linear".

level

Level of the two-sided confidence intervals. Default is 0.95.

x

A summary.cpf object

times

Time points for which estimates should be returned. Default to all transition times.

...

Further arguments

Value

A list of data.frames giving the transition probability and stage occupation probability estimates. List items are named after the possible transition.

P

Transition probability estimates

var

Variance estimates

lower

Lower confidence limit

upper

Upper confidence limit

time

Transition times

n.risk

Number of individuals at risk of experiencing a transition just before time tt

n.event

Number of events at time tt

Author(s)

Arthur Allignol [email protected]

See Also

etm


Summary function for cifETM

Description

Summary function for objects of class cifETM

Usage

## S3 method for class 'etmCIF'
summary(object, ci.fun = "cloglog",
        level = 0.95, ...)
## S3 method for class 'summary.etmCIF'
print(x, ...)

Arguments

object

An object of class etmCIF

ci.fun

Transformation applied to the pointwise confidence intervals. On of "linear", "log", "log-log", "cloglog". Default is "cloglog".

level

Level of the confidence intervals. Default is 0.95.

x

An object of class cifETM.

...

Further arguments

Value

A data.frame per covariate level and competing event

P

Transition probability estimates

var

Variance estimates

lower

Lower confidence limit

upper

Upper confidence limit

time

Transition times

n.risk

Number of individuals at risk of experiencing a transition just before time tt

n.event

Number of events at time tt

Author(s)

Arthur Allignol [email protected]

See Also

etmCIF


Matrix of possible transitions

Description

Miscellaneous functions that compute the matrix of possible transitions used as argument in the etm function.

Usage

tra_ill(state.names = c("0", "1", "2"))
tra_ill_comp(nComp = 2,
     state.names = as.character(seq(0, nComp + 1, 1)))
tra_comp(nComp = 2,
         state.names = as.character(seq(0, nComp)))
tra_surv(state.names = c("0", "1"))

Arguments

state.names

A vector of characters giving the states names

nComp

For the competing risks models, the number of competing events

Details

These functions compute the matrix of possible transitions that is used as argument in, e.g., the etm function. tra_surv is for the usual survival model, tra_comp for the competing risks model, tra_ill for the illness-death model and tra_ill_comp for the illness-death model with competing terminal events. By default, state names are from 0 to ...

Value

A quadratic matrix with TRUE if a transition is possible, FALSE otherwise.

Author(s)

Arthur Allignol [email protected]

See Also

etm

Examples

tra_ill()

## competing risks model with 4 competing events non-default state names
tra_comp(4, state.names = c("healthy", "Cardiac problems", "Cancer",
                           "Rhenal failure", "Other"))

Function to extract transition probabilities and (co)variance

Description

The trprob method is used to extract transition probabilities, while trcov is used to obtain the (co)variance.

Usage

## S3 method for class 'etm'
trprob(x, tr.choice, timepoints, ...)
## S3 method for class 'etm'
trcov(x, tr.choice, timepoints, ...)

Arguments

x

An object of class etm.

tr.choice

A character vector of the form "from to" describing for which transition one wishes to obtain the transition probabilities or covariance estimates. For trprob, tr.choice must be of length 1, while it can be of length 2 for trcov.

timepoints

Time points at which one want the estimates. When missing, estimates are obtained for all event times.

...

Further arguments.

Value

A vector containing the transition probabilities or covariance estimates either at the time specified in timepoints or at all transition times.

Author(s)

Arthur Allignol, [email protected]

See Also

etm

Examples

data(sir.cont)

# Modification for patients entering and leaving a state
# at the same date
# Change on ventilation status is considered
# to happen before end of hospital stay
sir.cont <- sir.cont[order(sir.cont$id, sir.cont$time), ]
for (i in 2:nrow(sir.cont)) {
  if (sir.cont$id[i]==sir.cont$id[i-1]) {
    if (sir.cont$time[i]==sir.cont$time[i-1]) {
      sir.cont$time[i-1] <- sir.cont$time[i-1] - 0.5
    }
  }
}

### Computation of the transition probabilities
# Possible transitions.
tra <- matrix(ncol=3,nrow=3,FALSE)
tra[1, 2:3] <- TRUE
tra[2, c(1, 3)] <- TRUE

# etm
fit.etm <- etm(sir.cont, c("0", "1", "2"), tra, "cens", 0)

## extract P_01(0, t) and variance
p01 <- trprob(fit.etm, "0 1")
var.p01 <- trcov(fit.etm, "0 1")

## covariance between P_00 and P_01
cov.00.01 <- trcov(fit.etm, c("0 0", "0 1"))

## P_01 at some time points
trprob(fit.etm, "0 1", c(0, 15, 50, 100))

xyplot method for object of class 'etm'

Description

xyplot function for objects of class etm. Estimates of the transition probabilities are plotted as a function of time for all the transitions specified by the user.

Usage

## S3 method for class 'etm'
xyplot(x, data = NULL, tr.choice, col = c(1, 1, 1),
       lty = c(1, 3, 3),  xlab = "Time",
       ylab = "Transition probability",
       conf.int = TRUE, ci.fun = "linear", level = 0.95, ...)

Arguments

x

An object of class etm.

data

Useless.

tr.choice

A character vector of the form c("from to", "from to", ...) specifying the transition probabilities to be plotted. By default, all the direct transition probabilities are displayed.

col

Vector of colours for the curves.

lty

Vector of line types.

xlab

x-axis label. Default is "Time".

ylab

y-axis label. Default is "Estimated transition probability".

conf.int

Logical. Whether to draw pointwise confidence intervals. Default is TRUE.

ci.fun

A character vector specifying the transformation to be applied to the pointwise confidence intervals. It could be different for each transition probability, though if length(ci.fun) != length(tr.choice), only ci.fun[1] will be used. The possible transformations are "linear", "log", "log-log" and "cloglog". Default is "linear".

level

Level of the two-sided confidence intervals. Default is 0.95.

...

Further arguments for xyplot.

Value

An object of class trellis.

Author(s)

Arthur Allignol, [email protected]

See Also

etm, xyplot