transKMW {TPmsm} | R Documentation |
Kaplan-Meier weighted transition probabilities
Description
Provides estimates for the transition probabilities based on Kaplan-Meier weighted estimators, KMW.
Usage
transKMW(object, s, t, state.names=c("1", "2", "3"), conf=FALSE, n.boot=1000,
conf.level=0.95, method.boot="percentile", method.est=3)
Arguments
object |
An object of class ‘survTP’. |
s |
The first time for obtaining estimates for the transition probabilities. If missing, 0 will be used. |
t |
The second time for obtaining estimates for the transition probabilities.
If missing, the maximum of |
state.names |
A vector of characters giving the state names. |
conf |
Provides pointwise confidence bands. Defaults to |
n.boot |
The number of bootstrap samples. Defaults to 1000 samples. |
conf.level |
Level of confidence. Defaults to 0.95 (corresponding to 95%). |
method.boot |
The method used to compute bootstrap confidence bands. Possible options are “percentile” and “basic”. Defaults to “percentile”. |
method.est |
The method used to compute the estimate. Possible options are 1, 2, 3 or 4. |
Details
If method.est=1
then p_{11}(s,t)
, p_{12}(s,t)
and p_{22}(s,t)
are estimated according to the following expressions:
p_{11}(s,t)=\frac{1-P(Z \leq t)}{1-P(Z \leq s)}
,
p_{12}(s,t)=\frac{P(Z \leq t)-P(Z \leq s)-P(s<Z \leq t, T \leq t)}{1-P(Z \leq s)}
,
p_{22}(s,t) =\frac{P(Z \leq s)-P(Z \leq s,T \leq t)}{P(Z \leq s)-P(T \leq s)}
.
Then, p_{13}(s,t)=1-p_{11}(s,t)-p_{12}(s,t)
and p_{23}(s,t)=1-p_{22}(s,t)
.
If method.est=2
then p_{11}(s,t)
, p_{12}(s,t)
and p_{22}(s,t)
are estimated according to the following expressions:
p_{11}(s,t)=\frac{P(Z>t)}{P(Z>s)}
,
p_{12}(s,t)=\frac{P(s<Z \leq t,T>t)}{P(Z>s)}
,
p_{22}(s,t) =\frac{P(Z \leq s,T>t)}{P(Z \leq s,T>s)}
.
Then, p_{13}(s,t)=1-p_{11}(s,t)-p_{12}(s,t)
and p_{23}(s,t)=1-p_{22}(s,t)
.
If method.est=3
then p_{11}(s,t)
, p_{13}(s,t)
and p_{23}(s,t)
are estimated according to the following expressions:
p_{11}(s,t)=\frac{1-P(Z \leq t)}{1-P(Z \leq s)}
,
p_{13}(s,t)=\frac{P(Z>s,T \leq t)}{1-P(Z \leq s)}
,
p_{23}(s,t) =\frac{P(Z \leq s,s<T \leq t)}{P(Z \leq s)-P(T \leq s)}
.
Then, p_{12}(s,t)=1-p_{11}(s,t)-p_{13}(s,t)
and p_{22}(s,t)=1-p_{23}(s,t)
.
If method.est=4
then p_{11}(s,t)
, p_{13}(s,t)
and p_{23}(s,t)
are estimated according to the following expressions:
p_{11}(s,t)=\frac{P(Z>t)}{P(Z>s)}
,
p_{13}(s,t)=\frac{P(Z>s,T \leq t)}{P(Z>s)}
,
p_{23}(s,t) =\frac{P(Z \leq s,s<T \leq t)}{P(Z \leq s,T>s)}
.
Then, p_{12}(s,t)=1-p_{11}(s,t)-p_{13}(s,t)
and p_{22}(s,t)=1-p_{23}(s,t)
.
Value
An object of class ‘TPmsm’. There are methods for contour
, image
, print
and plot
.
‘TPmsm’ objects are implemented as a list with elements:
method |
A string indicating the type of estimator used in the computation. |
est |
A matrix with transition probability estimates. The rows being the event times and the columns the 5 possible transitions. |
inf |
A matrix with the lower transition probabilities of the confidence band. The rows being the event times and the columns the 5 possible transitions. |
sup |
A matrix with the upper transition probabilities of the confidence band. The rows being the event times and the columns the 5 possible transitions. |
time |
Vector of times where the transition probabilities are computed. |
s |
Start of the time interval. |
t |
End of the time interval. |
h |
The bandwidth used. If the estimator doesn't require a bandwidth, it's set to |
state.names |
A vector of characters giving the states names. |
n.boot |
Number of bootstrap samples used in the computation of the confidence band. |
conf.level |
Level of confidence used to compute the confidence band. |
Author(s)
Artur Araújo, Javier Roca-Pardiñas and Luís Meira-Machado
References
Araújo A, Meira-Machado L, Roca-Pardiñas J (2014). TPmsm: Estimation of the Transition Probabilities in 3-State Models. Journal of Statistical Software, 62(4), 1-29. doi:10.18637/jss.v062.i04
Meira Machado L. F., de Uña-Álvarez J., Cadarso-Suárez C. (2006). Nonparametric estimation of transition probabilities in a non-Markov illness-death model. Lifetime Data Anal, 12(3), 325-344. doi:10.1007/s10985-006-9009-x
Davison, A. C., Hinkley, D. V. (1997). Bootstrap Methods and their Application, Chapter 5, Cambridge University Press.
See Also
transAJ
,
transIPCW
,
transKMPW
,
transLIN
,
transLS
,
transPAJ
.
Examples
# Set the number of threads
nth <- setThreadsTP(2);
# Create survTP object
data(heartTP);
heartTP_obj <- with( heartTP, survTP(time1, event1, Stime, event) );
# Compute transition probabilities
transKMW(object=heartTP_obj, s=33, t=412);
# Compute transition probabilities with confidence band
transKMW(object=heartTP_obj, s=33, t=412, conf=TRUE, conf.level=0.9,
method.boot="basic", method.est=2);
# Restore the number of threads
setThreadsTP(nth);