73 lines
2.5 KiB
Plaintext
73 lines
2.5 KiB
Plaintext
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R version 3.0.0 (2013-04-03) -- "Masked Marvel"
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Copyright (C) 2013 The R Foundation for Statistical Computing
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Platform: i686-pc-linux-gnu (32-bit)
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R is free software and comes with ABSOLUTELY NO WARRANTY.
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You are welcome to redistribute it under certain conditions.
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Type 'license()' or 'licence()' for distribution details.
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R is a collaborative project with many contributors.
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Type 'contributors()' for more information and
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'citation()' on how to cite R or R packages in publications.
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Type 'demo()' for some demos, 'help()' for on-line help, or
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'help.start()' for an HTML browser interface to help.
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Type 'q()' to quit R.
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> options(na.action=na.exclude) # preserve missings
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> options(contrasts=c('contr.treatment', 'contr.poly')) #ensure constrast type
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> library(survival)
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Loading required package: splines
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>
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> #
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> # Verify that scale can be fixed at a value
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> # coefs will differ slightly due to different iteration paths
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> tol <- .001
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>
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> # Intercept only models
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> fit1 <- survreg(Surv(time,status) ~ 1, lung)
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> fit2 <- survreg(Surv(time,status) ~ 1, lung, scale=fit1$scale)
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> all.equal(fit1$coef, fit2$coef, tolerance= tol)
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[1] TRUE
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> all.equal(fit1$loglik, fit2$loglik, tolerance= tol)
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[1] TRUE
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>
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> # The two robust variance matrices are not the same, since removing
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> # an obs has a different effect on the two models. This just
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> # checks for failure, not for correctness
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> fit3 <- survreg(Surv(time,status) ~ 1, lung, robust=TRUE)
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> fit4 <- survreg(Surv(time,status) ~ 1, lung, scale=fit1$scale, robust=TRUE)
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>
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>
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> # multiple covariates
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> fit1 <- survreg(Surv(time,status) ~ age + ph.karno, lung)
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> fit2 <- survreg(Surv(time,status) ~ age + ph.karno, lung,
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+ scale=fit1$scale)
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> all.equal(fit1$coef, fit2$coef, tolerance=tol)
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[1] TRUE
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> all.equal(fit1$loglik[2], fit2$loglik[2], tolerance=tol)
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[1] TRUE
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>
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> fit3 <- survreg(Surv(time,status) ~ age + ph.karno, lung, robust=TRUE)
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> fit4 <- survreg(Surv(time,status) ~ age + ph.karno, lung,
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+ scale=fit1$scale, robust=TRUE)
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>
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> # penalized models
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> fit1 <- survreg(Surv(time, status) ~ pspline(age), lung)
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> fit2 <- survreg(Surv(time, status) ~ pspline(age), lung, scale=fit1$scale)
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> all.equal(fit1$coef, fit2$coef, tolerance=tol)
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[1] TRUE
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> all.equal(fit1$loglik[2], fit2$loglik[2], tolerance=tol)
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[1] TRUE
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>
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> fit3 <- survreg(Surv(time,status) ~ pspline(age) + ph.karno, lung, robust=TRUE)
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> fit4 <- survreg(Surv(time,status) ~ pspline(age) + ph.karno, lung,
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+ scale=fit1$scale, robust=TRUE)
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>
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>
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>
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> proc.time()
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user system elapsed
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0.304 0.044 0.344
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