simulate-methods

simulate,stpm2-method

simulate,pstpm2-method

Given an <code>stpm2</code> fit and a data-frame
 of new data, return simulated values

methods

R implementation of generalized survival models (GSMs), smooth accelerated failure time (AFT) models and Markov multi-state models. For the GSMs, g(S(t|x))=eta(t,x) for a link function g, survival S at time t with covariates x and a linear predictor eta(t,x). The main assumption is that the time effect(s) are smooth <doi:10.1177/0962280216664760>. For fully parametric models with natural splines, this re-implements Stata's 'stpm2' function, which are flexible parametric survival models developed by Royston and colleagues. We have extended the parametric models to include any smooth parametric smoothers for time. We have also extended the model to include any smooth penalized smoothers from the 'mgcv' package, using penalized likelihood. These models include left truncation, right censoring, interval censoring, gamma frailties and normal random effects <doi:10.1002/sim.7451>, and copulas. For the smooth AFTs, S(t|x) = S_0(t*eta(t,x)), where the baseline survival function S_0(t)=exp(-exp(eta_0(t))) is modelled for natural splines for eta_0, and the time-dependent cumulative acceleration factor eta(t,x)=\int_0^t exp(eta_1(u,x)) du for log acceleration factor eta_1(u,x). The Markov multi-state models allow for a range of models with smooth transitions to predict transition probabilities, length of stay, utilities and costs, with differences, ratios and standardisation.

Mark Clements

rstpm2

Smooth Survival Models, Including Generalized Survival Models

Xing-Rong Liu

Benjamin Christoffersen

Paul Lambert

Lasse Hjort Jakobsen

Alessandro Gasparini

Gordon Smyth

Patrick Alken

Simon Wood

Rhys Ulerich

simulate-methods function

<dl>
 <dt>object = "stpm2"</dt>
<dd>an <code>stpm2</code> fit</dd>
</dl>

Methods

<dl> <dt>object</dt>
<dd>an stpm2 or pstpm2 object</dd> <dt>nsim</dt>
<dd>number of simulations per row in newdata</dd> <dt>seed</dt>
<dd>optional random number seed</dd> <dt>newdata</dt>
<dd>list of new data. If not specified, then defaults to object@data</dd> <dt>lower</dt>
<dd>smallest possible time</dd> <dt>upper</dt>
<dd>largest possible time</dd> <dt>start</dt>
<dd>left truncated entry time (assumed to be zero if NULL)</dd> <dt>...</dt>
<dd>additional arguments (for generic compatibility)</dd></dl>

Arguments

Simulate values from an stpm2 or pstpm2 fit — simulate-methods

<dl>
 <dt>object = "stpm2"</dt>
<dd>an <code>stpm2</code> fit</dd>


</dl>

<dl>

 <dt>object</dt>
<dd>an stpm2 or pstpm2 object</dd>

 <dt>nsim</dt>
<dd>number of simulations per row in newdata</dd>

 <dt>seed</dt>
<dd>optional random number seed</dd>

 <dt>newdata</dt>
<dd>list of new data. If not specified, then defaults to object@data</dd>

 <dt>lower</dt>
<dd>smallest possible time</dd>

 <dt>upper</dt>
<dd>largest possible time</dd>

 <dt>start</dt>
<dd>left truncated entry time (assumed to be zero if NULL)</dd>

 <dt>...</dt>
<dd>additional arguments (for generic compatibility)</dd>

</dl>

simulate-methods: Simulate values from an stpm2 or pstpm2 fit

Description

Usage

Methods

Arguments

Examples