library(survival) aeq <- function(x, y, ...) all.equal(as.vector(x), as.vector(y), ...) # # Tests of the residuals.survfit function # # The influence argument of survfit returns all the residuals at every time # point, but for large data sets the result will be huge. This function uses # a different algorithm which will be faster when the number of time # points being reported out is small. # Start with small data sets and work up. First simple survival. test1 <- data.frame(time= c(9, 3,1,1,6,6,8), status=c(1,NA,1,0,1,1,0), x= c(0, 2,1,1,1,0,0)) indx <- order(test1$time[!is.na(test1$status)]) s1 <- survfit(Surv(time, status) ~1, test1, influence=3) # true influence for survival and hazard, in time order inf1 <- matrix(c(-20, rep(4,5), -10, 2, -13, -13, 17, 17, rep(0,6))/144, ncol=3, dimnames=list(1:6, c(1,6,9))) inf2 <- matrix(c(10, rep(-2,5), 10, -2, 7,7, -11, -11)/72, ncol=2) aeq(s1$influence.surv[indx,], inf1[, c(1,2,2,3)]) aeq(s1$influence.chaz[indx,], inf2[,c(1,2,2,2)]) r1 <- resid(s1, times=c(0, 3, 5, 8, 10)) all(r1[,1] ==0) aeq(r1[indx,2:5], inf1[,c(1,1,2,3)]) r2 <- resid(s1, times=c(0, 3, 5, 8, 10), type="cumhaz") all(r2[,1] ==0) aeq(r2[indx,2:5], inf2[,c(1,1,2,2)]) # AUC is a sum of rectangles, height= S, width based on time points, # so the leverage is a weighted sum of dfbeta values for S r3 <- resid(s1, times=c(1,4, 8, 10), type="sojourn") inf3 <- inf1 %*% cbind(c(0,0,0), c(3,0,0), c(5,2,0), c(5,3,1)) aeq(r3[indx,], inf3) # exp(Nelson-Aalen) s2 <- survfit(Surv(time, status) ~1, test1, stype=2, influence=3) r4 <- resid(s2, times=c(0, 3, 5, 8, 10), type="pstate") inf4 <- -inf2[, c(1,2,2)] %*% diag(s2$surv[c(1,2,4)]) aeq(r4[indx,2:5], inf4[,c(1,1,2,3)]) aeq(s2$influence.surv[indx,], inf4[,c(1,2,2,3)]) r5 <- resid(s2, times=c(1,4, 8, 10), type="sojourn") inf5 <- inf4 %*% cbind(c(0,0,0), c(3,0,0), c(5,2,0), c(5,3,1)) aeq(r5[indx,], inf5) # Fleming-Harrington # This one is hard, the code still fails s3 <- survfit(Surv(time, status) ~1, test1, ctype=2, influence=2) inf6 <- matrix(c( rep(c(5, -1), c(1, 5))/36, c(5,-1)/36, c(21,21,-29, -29)/144), ncol=2) # r6 <- resid(s3, times =c(0, 3, 5, 8, 10), type="cumhaz") # Part 2: single state, with start/stop data, multiple curves, # second curve is identical to test1 # Then put it out of order. test2 <- data.frame(t1 =c(1, 2, 5, 2, 1, 7, 3, 4, 8, 8, 0,0,0,0,0,0), t2 =c(2, 3, 6, 7, 8, 9, 9, 9,14, 17, 9, 1, 1, 6, 6, 8), event=c(1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 1, 1, 0, 1, 1, 0), x = rep(1:2, c(10, 6)), id = 1:16) s4 <- survfit(Surv(t1, t2, event) ~ x, test2, influence=TRUE) r6 <- resid(s4, time=c(4, 8, 10), type="surv") aeq(r6[1:10,], s4$influence.surv[[1]][,c(2, 5, 6)]) aeq(r6[11:16,],s4$influence.surv[[2]][,c(1,3, 4)]) aeq(r6[11:16,2:3], r1[,4:5]) r7 <- resid(s4, time=c(4, 8, 10), type="cumhaz") aeq(r7[1:10,], s4$influence.chaz[[1]][,c(2, 5, 6)]) aeq(r7[11:16,],s4$influence.chaz[[2]][,c(1,3, 4)]) aeq(r7[11:16, 2:3], r2[,4:5]) # Compute the AUC at times 8 and 10, the first is a reporting time, the # second is in between r8 <- resid(s4, time= c(8, 10), type="auc") aeq(r8[11:16,], r3[,3:4]) # curve1: inf1 <- s4$influence.surv[[1]] d1 <- inf1[,1:4] %*% diff(s4$time[1:5]) d2 <- inf1[,1:6] %*% diff(c(s4$time[1:6], 10)) aeq(cbind(d1, d2), r8[1:10,]) # curve2: inf2 <- s4$influence.surv[[2]] d3 <- inf2[,1:2] %*% diff(s4$time[9:11]) d4 <- inf2[,1:4] %*% diff(c(s4$time[9:12], 10)) aeq(cbind(d3, d4), r8[11:16,]) # scramble the data reord <- c(1,3,5,7,9,11,13, 15,2,4,6,8,10,12,14,16) test2b <-test2[reord,] s5 <- survfit(Surv(t1, t2, event) ~x, test2b, influence=TRUE) r9 <- resid(s5, time=c(4, 8, 10), type="surv") aeq(r6[reord,], r9) # # For multistate use the same data set as mstate.R, where results have been # worked out by hand. # tdata <- data.frame(id= LETTERS[3*c(1, 1, 1, 2, 3, 4, 4, 4, 5, 5)], t1= c(0, 4, 9, 1, 2, 0, 2, 8, 1, 3), t2= c(4, 9, 10, 5, 9, 2, 8, 9, 3, 11), st= c(1, 2, 1, 2, 3, 1, 3, 0, 3, 0), i0= c(1, 2, 3, 2, 1, 1, 2, 4, 3, 4), wt= 1:10) tdata$st <- factor(tdata$st, c(0:3), labels=c("censor", "a", "b", "c")) tdata$i0 <- factor(tdata$i0, 1:4, labels=c("entry", "a", "b", "c")) tfun <- function(data=tdata) { reorder <- c(10, 9, 1, 2, 5, 4, 3, 7, 8, 6) new <- data[reorder,] new } mtest2 <- tfun(tdata) # scrambled version mfit1 <- survfit(Surv(t1, t2, st) ~ 1, tdata, id=id, istate=i0, influence=1) test1a <- resid(mfit1, time=c(3, 7, 9), method=1) #test1b <- resid(mfit1, time=c(3, 7, 9), method=2) #aeq(test1a, test1b) aeq(test1a, mfit1$influence.pstate[,c(3,5,7),]) # AUC, start simple - auc at final time test3 <- resid(mfit1, time=11, type='RMST') delta <- diff(c(0, mfit1$time)) s1 <- apply(mfit1$influence[, 1:8, ], c(1,3), function(x) sum(delta*x)) aeq(test3, s1) # extend to an earlier and later time test3b <- resid(mfit1, time=c(-1,11,15), type='RMST') all(test3b[,1,] ==0) aeq(test3b[,2,], s1) aeq(test3b[,3,], s1 + mfit1$influence[,9,]*4) # # competing risks # mdata <- mgus2 mdata$etime <- with(mdata, ifelse(pstat==1, ptime, futime)) temp <- with(mdata, ifelse(pstat==1, 1, 2*death)) mdata$event <- factor(temp, 0:2, c("censor", "PCM", "Death")) mfit <- survfit(Surv(etime, event) ~1, mdata, influence=1) rr <- resid(mfit, time=360) index <- sum(mfit$time <= 360) +1 # influence has time 0 too aeq(mfit$influence.pstate[,index,], rr)