R Under development (unstable) (2023-08-12 r84939 ucrt) -- "Unsuffered Consequences" Copyright (C) 2023 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > options(na.action=na.exclude) # preserve missings > options(contrasts=c('contr.treatment', 'contr.poly')) #ensure constrast type > library(survival) > > # > # Test the logic of the penalized code by fitting some no-frailty models > # (theta=0). It should give exactly the same answers as 'ordinary' coxph. > # > test1 <- data.frame(time= c(4, 3,1,1,2,2,3), + status=c(1,NA,1,0,1,1,0), + x= c(0, 2,1,1,1,0,0)) > > 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) ) > > zz <- zz2 <- rep(0, nrow(test1)) > tfit1 <- coxph(Surv(time,status) ~x, test1, eps=1e-7) > tfit2 <- coxph(Surv(time,status) ~x + frailty(zz, theta=0, sparse=T), test1) > tfit3 <- coxph(Surv(zz,time,status) ~x + frailty(zz2, theta=0, sparse=T), test1) > > temp <- c('coefficients', 'var', 'loglik', 'linear.predictors', + 'means', 'n', 'concordance') > > all.equal(tfit1[temp], tfit2[temp]) [1] TRUE > all.equal(tfit2[temp], tfit3[temp]) [1] TRUE > > zz <- rep(0, nrow(test2)) > tfit1 <- coxph(Surv(start, stop, event) ~x, test2, eps=1e-7) > tfit2 <- coxph(Surv(start, stop, event) ~ x + frailty(zz, theta=0, sparse=T), + test2) > all.equal(tfit1[temp], tfit2[temp]) [1] TRUE > > > # > # Repeat the above tests, but with a strata added > # Because the data set is simply doubled, the loglik will double, > # beta is the same, variance is halved. > # > test3 <- rbind(test1, test1) > test3$x2 <- rep(1:2, rep(nrow(test1),2)) > zz <- zz2 <- rep(0, nrow(test3)) > tfit1 <- coxph(Surv(time,status) ~x + strata(x2), test3, eps=1e-7) > tfit2 <- coxph(Surv(time,status) ~x + frailty(zz, theta=0, sparse=T) + + strata(x2), test3) > tfit3 <- coxph(Surv(zz,time,status) ~x + frailty(zz2, theta=0, sparse=T) + + strata(x2), test3) > > all.equal(tfit1[temp], tfit2[temp]) [1] TRUE > all.equal(tfit2[temp], tfit3[temp]) [1] TRUE > > > test4 <- rbind(test2, test2) > test4$x2 <- rep(1:2, rep(nrow(test2),2)) > zz <- rep(0, nrow(test4)) > tfit1 <- coxph(Surv(start, stop, event) ~x, test4, eps=1e-7) > tfit2 <- coxph(Surv(start, stop, event) ~ x + frailty(zz, theta=0, sparse=T), + test4) > all.equal(tfit1[temp], tfit2[temp]) [1] TRUE > > rm(test3, test4, tfit1, tfit2, tfit3, temp, zz, zz2) > > proc.time() user system elapsed 1.17 0.04 1.20