[英]Defining a distribution for survival::survreg()
我嘗試使用伽瑪分布擬合survreg模型。
在?survreg.distributions
我定義了我的自定義分布,如下所示:
gamma <- list(name = 'gamma',
parms = c(2,2),
init = function(x, weights, ...){
c(median(x), mad(x))
},
density = function(x, parms){
shape <- parms[1]
scale <- parms[2]
cbind(pgamma(x, shape=shape, scale=scale),
1-pgamma(x, shape=shape, scale=scale),
dgamma(x, shape=shape, scale=scale),
(shape-1)/x - 1/scale,
(shape-1)*(shape-2)/x^2 - 2*(shape-1)/(x*scale) + 1/scale^2)
},
quantile = function(p, parms) {
qgamma(p, shape=parms[1], scale=parms[2])
},
deviance = function(...) stop('deviance residuals not defined')
)
但是我不能讓它運行:
require(survival)
survreg(Surv(log(time), status) ~ ph.ecog + sex, lung, dist=gamma)
#Error in coxph.wtest(t(x) %*% (wt * x), c((wt * eta + weights * deriv$dg) %*% :
# NA/NaN/Inf in foreign function call (arg 3)
該錯誤來自某些C代碼,但我認為它是更早產生的...
有任何關於survreg的提示/建議/替代方法嗎?
我找到了實現通用伽瑪分布的flexsurv
軟件包。
對於Weibull分布, survreg
和flexsurvreg
的估計值相似(但請注意不同的參數化:
require(survival)
summary(survreg(Surv(log(time), status) ~ ph.ecog + sex, data = lung, dist='weibull'))
Call:
survreg(formula = Surv(log(time), status) ~ ph.ecog + sex, data = lung,
dist = "weibull")
Value Std. Error z p
(Intercept) 1.7504 0.0364 48.13 0.00e+00
ph.ecog -0.0660 0.0158 -4.17 3.10e-05
sex 0.0763 0.0237 3.22 1.27e-03
Log(scale) -1.9670 0.0639 -30.77 6.36e-208
Scale= 0.14
Weibull distribution
Loglik(model)= -270.5 Loglik(intercept only)= -284.3
Chisq= 27.62 on 2 degrees of freedom, p= 1e-06
Number of Newton-Raphson Iterations: 6
n=227 (1 observation deleted due to missingness)
require(flexsurv)
flexsurvreg(Surv(log(time), status) ~ ph.ecog + sex, data = lung, dist='weibull')
Call:
flexsurvreg(formula = Surv(log(time), status) ~ ph.ecog + sex, data = lung, dist = "weibull")
Maximum likelihood estimates:
est L95% U95%
shape 7.1500 6.3100 8.1000
scale 5.7600 5.3600 6.1800
ph.ecog -0.0660 -0.0970 -0.0349
sex 0.0763 0.0299 0.1230
N = 227, Events: 164, Censored: 63
Total time at risk: 1232.1
Log-likelihood = -270.5, df = 4
AIC = 549
使用flexsurvreg,我們可以將廣義伽馬分布擬合到此數據:
flexsurvreg(Surv(log(time), status) ~ ph.ecog + sex, data = lung, dist='gengamma')
Call:
flexsurvreg(formula = Surv(log(time), status) ~ ph.ecog + sex, data = lung, dist = "gengamma")
Maximum likelihood estimates:
est L95% U95%
mu 1.7800 1.7100 1.8600
sigma 0.1180 0.0971 0.1440
Q 1.4600 1.0200 1.9100
ph.ecog -0.0559 -0.0853 -0.0266
sex 0.0621 0.0178 0.1060
N = 227, Events: 164, Censored: 63
Total time at risk: 1232.1
Log-likelihood = -267.57, df = 5
AIC = 545.15
loguristic分布不是內置的(與survreg
相反),但是可以很容易地歸類(請參閱flexsurvreg
示例)。
我還沒有對它進行過多的測試,但是flexsurv
似乎是survival
一個不錯的選擇。
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