93 lines
2.8 KiB
Plaintext
93 lines
2.8 KiB
Plaintext
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R Under development (unstable) (2024-04-17 r86441) -- "Unsuffered Consequences"
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Copyright (C) 2024 The R Foundation for Statistical Computing
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Platform: aarch64-unknown-linux-gnu
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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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> library(survival)
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> options(na.action=na.exclude)
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> options(contrasts=c('contr.treatment', 'contr.poly')) #ensure constrast type
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>
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> #
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> # Tests from the appendix of Therneau and Grambsch
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> # Data set 1 + exact method
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>
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> test1 <- data.frame(time= c(9, 3,1,1,6,6,8),
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+ status=c(1,NA,1,0,1,1,0),
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+ x= c(0, 2,1,1,1,0,0))
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>
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> byhand7 <- function(beta) {
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+ r <- exp(beta)
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+ loglik <- 2*(beta - log(3*r + 3))
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+ u <- 2/(r+1)
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+ imat <- 2*r/(r+1)^2
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+ haz <- c(1/(3*r+3), 2/(r+3), 0, 1 )
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+
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+ ties <- c(1,1,2,2,3,4)
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+ wt <- c(r,r,r,1,1,1)
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+ mart <- c(1,0,1,1,0,1) - wt* (cumsum(haz))[ties] #martingale residual
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+
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+ list(loglik=loglik, u=u, imat=imat, mart=mart)
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+ }
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> aeq <- function(x,y) all.equal(as.vector(x), as.vector(y))
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>
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> fit0 <-coxph(Surv(time, status) ~x, test1, iter=0, method='exact')
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> truth0 <- byhand7(0)
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> aeq(truth0$loglik, fit0$loglik[1])
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[1] TRUE
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> aeq(1/truth0$imat, fit0$var)
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[1] TRUE
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> aeq(truth0$mart, fit0$residuals[c(2:6,1)])
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[1] TRUE
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>
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> fit1 <- coxph(Surv(time, status) ~x, test1, iter=1, method='exact')
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> aeq(fit1$coefficients, truth0$u*fit0$var)
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[1] TRUE
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> truth1 <- byhand7(fit1$coefficients)
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> aeq(fit1$loglik[2], truth1$loglik)
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[1] TRUE
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> aeq(1/truth1$imat, fit1$var)
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[1] TRUE
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> aeq(truth1$mart, resid(fit1)[c(3:7,1)])
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[1] TRUE
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>
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> # Beta is infinite for this model, so we will get a warning message
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> fit2 <- coxph(Surv(time, status) ~x, test1, method='exact')
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Warning message:
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In coxexact.fit(X, Y, istrat, offset, init, control, weights = weights, :
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Loglik converged before variable 1 ; beta may be infinite.
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> aeq(resid(fit2)[-2], c(0, 2/3, -1/3, -4/3, 1, 0)) #values from the book
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[1] TRUE
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>
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>
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> #
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> # Now a multivariate case: start/stop data uses a different C routine
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> #
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> zz <- rep(0, nrow(lung))
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> fit1 <- coxph(Surv(time, status) ~ age + ph.ecog + sex, lung, method="exact")
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> fit2 <- coxph(Surv(zz, time, status) ~ age + ph.ecog + sex, lung,
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+ method="exact")
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> aeq(fit1$loglik, fit2$loglik)
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[1] TRUE
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> aeq(fit1$var, fit2$var)
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[1] TRUE
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> aeq(fit1$score, fit2$score)
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[1] TRUE
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> aeq(fit1$residuals, fit2$residuals)
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[1] TRUE
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>
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> proc.time()
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user system elapsed
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0.603 0.027 0.633
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