library(survival) aeq <- function(x,y) all.equal(as.vector(x), as.vector(y)) # One more test on coxph survival curves, to test out the individual # option. First fit a model with a time dependent covariate # test2 <- data.frame(start=c(1, 2, 5, 2, 1, 7, 3, 4, 8, 8), stop =c(2, 3, 6, 7, 8, 9, 9, 9,14,17), event=c(1, 1, 1, 1, 1, 1, 1, 0, 0, 0), x =c(1, 0, 0, 1, 0, 1, 1, 1, 0, 0) ) # True hazard function, from the validation document lambda <- function(beta, x=0, method='efron') { r <- exp(beta) lambda <- c(1/(r+1), 1/(r+2), 1/(3*r +2), 1/(3*r+1), 1/(3*r+1), 1/(3*r+2) + 1/(2*r +2)) if (method == 'breslow') lambda[9] <- 2/(3*r +2) list(time=c(2,3,6,7,8,9), lambda=lambda) } fit <- coxph(Surv(start, stop, event) ~x, test2) # A curve for someone who never changes surv1 <-survfit(fit, newdata=list(x=0), censor=FALSE) true <- lambda(fit$coef, 0) aeq(true$time, surv1$time) aeq(-log(surv1$surv), cumsum(true$lambda)) # Reprise it with a time dependent subject who doesn't change data2 <- data.frame(start=c(0, 4, 9, 11), stop=c(4, 9, 11, 17), event=c(0,0,0,0), x=c(0,0,0,0), patn=c(1,1,1,1)) surv2 <- survfit(fit, newdata=data2, id=patn, censor=FALSE) aeq(surv2$surv, surv1$surv) # # Now a more complex data set with multiple strata # test3 <- data.frame(start=c(1, 2, 5, 2, 1, 7, 3, 4, 8, 8, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0), stop =c(2, 3, 6, 7, 8, 9, 9, 9,14,17, 1:11), event=c(1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 1, 1, 0, 0, 1, 1, 0, 1, 0,1), x =c(1, 0, 0, 1, 0, 1, 1, 1, 0, 0, 1, 2, 3, 2, 1, 1, 1, 0, 2, 1,0), grp = c(rep('a', 10), rep('b', 11))) fit2 <- coxph(Surv(start, stop, event) ~ x + strata(grp), test3) # The above tests show the program works for a simple case, use it to # get a true baseline for strata 2 fit2b <- coxph(Surv(start, stop, event) ~x, test3, subset=(grp=='b'), init=fit2$coef, iter=0) temp <- survfit(fit2b, newdata=list(x=0), censor=F) true2 <- list(time=temp$time, lambda=diff(c(0, -log(temp$surv)))) true1 <- lambda(fit2$coef, x=0) # Separate strata, one value surv3 <- survfit(fit2, list(x=0), censor=FALSE) aeq(true1$time, (surv3[1])$time) aeq(-log(surv3[1]$surv), cumsum(true1$lambda)) data4 <- data.frame(start=c(0, 4, 9, 11), stop=c(4, 9, 11, 17), event=c(0,0,0,0), x=c(0,0,0,0), grp=rep('a', 4), patid= rep("Jones", 4)) surv4a <- survfit(fit2, newdata=data4, id=patid, censor=FALSE) aeq(-log(surv4a$surv), cumsum(true1$lambda)) data4$grp <- rep('b',4) surv4b <- survfit(fit2, newdata=data4, id=patid, censor=FALSE) aeq(-log(surv4b$surv), cumsum(true2$lambda)) # Now for something more complex # Subject 1 skips day 4. Since there were no events that day the survival # will be the same, but the times will be different. # Subject 2 spends some time in strata 1, some in strata 2, with # moving covariates # data5 <- data.frame(start=c(0,5,9,11, 0, 4, 3), stop =c(4,9,11,17, 4,8,7), event=rep(0,7), x=c(1,1,1,1, 0,1,2), grp=c('a', 'a', 'a', 'a', 'a', 'a', 'b'), subject=c(1,1,1,1, 2,2,2)) surv5 <- survfit(fit2, newdata=data5, censor=FALSE, id=subject) aeq(surv5[1]$time, c(2,3,5,6,7,8)) #surv1 has 2, 3, 6, 7, 8, 9 aeq(surv5[1]$surv, surv3[1]$surv ^ exp(fit2$coef)) tlam <- c(true1$lambda[1:2]* exp(fit2$coef * data5$x[5]), true1$lambda[3:5]* exp(fit2$coef * data5$x[6]), true2$lambda[3:4]* exp(fit2$coef * data5$x[7])) aeq(-log(surv5[2]$surv), cumsum(tlam))