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. > # A reprise of tt.R, using (time1, time2) data. > library(survival) > library(splines) > aeq <- function(x, y) all.equal(as.vector(x), as.vector(y)) > > # A contrived example for the tt function > # > mkdata <- function(n, beta) { + age <- round(runif(n, 20, 60)) + x <- rbinom(n, 1, .5) + + futime <- rep(40, n) # everyone has 40 years of follow-up + entry <- pmax(0, seq(-10, 30, length=n)) # 1/4 enter at 0 + entry <- round(entry) + status <- rep(0, n) + dtime <- runif(n/2, 1, 40) # 1/2 of them die + dtime <- sort(dtime) + + # The risk is set to beta[1]*x + beta[2]* f(current_age) + # where f= 0 up to age 40, rises linear to age 70, flat after that + for (i in 1:length(dtime)) { + atrisk <- (futime >= dtime[i] & entry < dtime[i]) + c.age <- age + dtime + age2 <- pmin(30, pmax(0, c.age-40)) + xbeta <- beta[1]*x + beta[2]*age2 + + # Select a death according to risk + risk <- ifelse(atrisk, exp(xbeta), 0) + dead <- sample(1:n, 1, prob=risk/sum(risk)) + + futime[dead] <- dtime[i] + status[dead] <- 1 + } + out <- data.frame(time1= entry, time2=round(futime,1), status=status, + age=age, x=x, risk=risk, + casewt = sample(1:5, n, replace=TRUE), + grp = sample(1:15, n, replace=TRUE), id= 1:n) + subset(out, time1 < time2) + } > > set.seed(1953) # a good year > # Make n larger for the (time1, time2) case; more stress. > tdata <- mkdata(250, c(log(1.5), 2/30)) # data set has many ties > #tdata <- mkdata(100, c(log(1.5), 2/30)) # data set has many ties > tdata$strat <- floor(tdata$grp/10) > > dtime <- sort(unique(tdata$time2[tdata$status==1])) > data2 <- survSplit(Surv(time1, time2, status) ~., tdata, cut=dtime) > data2$c.age <- data2$age + data2$time2 # current age > > # fit1 uses data at the event times, fit2$c.age might have a > # wider range due to censorings. To make the two fits agree > # fix the knots. I know a priori that 20 to 101 will cover it. > ns2 <- function(x) ns(x, Boundary.knots=c(20, 101), knots=c(45, 60, 75)) > > fit1 <- coxph(Surv(time1, time2, status)~ x + tt(age), tdata, + tt= function(x, t, ...) ns2(x+t)) > > fit2 <- coxph(Surv(time1, time2, status) ~ x + ns2(c.age), data2) > > aeq(coef(fit1), coef(fit2)) [1] TRUE > aeq(vcov(fit1), vcov(fit2)) [1] TRUE > > # > # Check that cluster, weight, and offset were correctly expanded > # > fit3a <- coxph(Surv(time1, time2, status)~ x + tt(age), tdata, weights=casewt, + tt= function(x, t, ...) ns2(x+t), x=TRUE) > fit3b <- coxph(Surv(time1, time2, status) ~ x + ns2(c.age), data2, + weights=casewt) > aeq(coef(fit3a), coef(fit3b)) [1] TRUE > aeq(vcov(fit3a), vcov(fit3b)) [1] TRUE > > fit4a <- coxph(Surv(time1, time2, status)~ x + tt(age), tdata, + tt= function(x, t, ...) ns2(x+t), cluster=grp) > fit4b <- coxph(Surv(time1, time2, status) ~ x + ns2(c.age), data2, + cluster=grp) > fit4c <- coxph(Surv(time1, time2, status) ~ x + ns2(c.age) + cluster(grp), + data2) > aeq(coef(fit4a), coef(fit4b)) [1] TRUE > aeq(vcov(fit4a), vcov(fit4b)) [1] TRUE > aeq(coef(fit4a), coef(fit4c)) [1] TRUE > aeq(vcov(fit4a), vcov(fit4c)) [1] TRUE > > fit5a <- coxph(Surv(time1, time2, status)~ x + tt(age) + offset(grp/10), tdata, + tt= function(x, t, ...) ns2(x+t),) > fit5b <- coxph(Surv(time1, time2, status) ~ x + ns2(c.age)+ offset(grp/10) + , data=data2) > aeq(coef(fit5a), coef(fit5b)) [1] TRUE > aeq(vcov(fit5a), vcov(fit5b)) [1] TRUE > > # Check that strata is correct > fit6a <- coxph(Surv(time1, time2, status) ~ x + tt(age) + strata(strat), tdata, + tt = function(x, t, ...) (x+t)^2, x=TRUE) > fit6b <- coxph(Surv(time1, time2, status) ~ x + I(c.age^2) +strata(strat), data2) > aeq(coef(fit6a), coef(fit6b)) [1] TRUE > aeq(vcov(fit6a), vcov(fit6b)) [1] TRUE > > proc.time() user system elapsed 1.93 0.14 2.06