Type: | Package |
Title: | The Self-Consistent, Competing Risks (SC-CR) Algorithms |
Version: | 2.1 |
Date: | 2020-12-11 |
Author: | Peter Adamic, Alicja Wolny-Dominiak |
Maintainer: | Alicja Wolny-Dominiak<woali@ue.katowice.pl> |
Description: | The SC-SR Algorithm is used to calculate fully non-parametric and self-consistent estimators of the cause-specific failure probabilities in the presence of interval-censoring and possible making of the failure cause in a competing risks environment. In the version 2.0 the function creating the probability matrix from double-censored data is added. |
Imports: | dplyr |
License: | GPL-2 |
NeedsCompilation: | no |
Packaged: | 2020-12-11 11:29:20 UTC; woali |
Depends: | R (≥ 3.5.0) |
Repository: | CRAN |
Date/Publication: | 2020-12-11 12:10:03 UTC |
The Self-Consistent, Competing Risks (SC-CR) Algorithms
Description
The SC-SR Algorithm is used to calculate the cause-deleted life expectancy improvement for left and right censored data. In the version 2.0 the function creating the probability matrix from double-censored data is added.
Author(s)
Peter Adamic, Alicja Wolny-Dominiak Maintainer: <alicja.wolny-dominiak@ue.katowice.pl>
References
1. Adamic, P., Caron, S. (2014),
"SC-CR Algorithms with Informative Masking",
Scandinavian Actuarial Journal, 2014(4), 339-351.
2. Adamic, P., Dixon, S., Gillis, D. (2010),
"Multiple Decrement Modeling in the Presence of Interval
Censoring and Masking", Scandinavian Actuarial Journal, 2010(4), 312-327.
3. Adamic, P., Ouadah, S. (2009),
"A Kernel Method for Modeling Interval Censored Competing
Risks", South African Statistical Journal, 43(1), 1-20.
4. Turnbull, B. (1976). The Empirical Distribution Function with Arbitrarily Grouped, Censored and Truncated Data, Journal of the Royal Statistical Society. Series B (Methodological), 38(3), 290-295.
The alpha matrix
Description
The matrix corresponding I_(ijy) function
Usage
alpha(data, tau)
Arguments
data |
input matrix of probabilities |
tau |
the vector of time points corresponding to columns in input matrix |
References
Adamic, P., Caron, S. (2014), "SC-CR Algorithms with Informative Masking", Scandinavian Actuarial Journal, 2014(4), 339-351.
Examples
data(censoredMatrix)
res <- inputM(censoredMatrix)
alpha(res$input, res$tau)
The double-censored data
Description
A data frame with 8 observations on the following 5 variables.
Format
L
a numeric vector
R
a numeric vector
C1
a numeric vector
C2
a numeric vector
C3
a numeric vector
Examples
data(censoredMatrix)
str(censoredMatrix)
The probability matrix creator
Description
The function creating the probability matrix and tau time vector from the double-censored data.
Arguments
data |
censored data |
Value
input |
the probability matrix |
tau |
time tau |
Author(s)
Alicja Wolny-Dominiak, Peter Adamic
Examples
data(censoredMatrix)
res <- inputM(censoredMatrix)
res$input
res$tau
Self-Consistent, Competing Risks (SC-CR) Algorithms
Description
This package describes an algorithm for producing fully non-parametric and self-consistent estimators of the cause-specific failure probabilities in the presence of interval-censoring and possible masking of the failure cause in a competing risks environment. It is a generalization of Turnbull's (1976) classic univariate algorithm. The algorithm was published in Adamic et al. (2010) and Adamic & Caron (2014).
Usage
survCompeting(data, tau, n, nc, epsilon)
Arguments
data |
input matrix of probabilities |
tau |
the vector of time points corresponding to columns in input matrix |
n |
the number of intervals in the dataset corresponding to rows in input matrix |
nc |
the number of causes (competing risks) |
epsilon |
small predermined value > 0 |
Value
Yj |
estimated number at risk at time tau_j |
djc |
estimated number of events occuring at time tau_j by cause c |
pjc |
estimated probability for risk at time tau_j by cause c |
djList |
the list of d_j for every cause c |
pjList |
the list of p_j for every cause c |
pjListold |
the list of p_j for every cause c in the (iter - 1) iteration |
iter |
the number of iterations in the algorithm |
Author(s)
Peter Adamic, Alicja Wolny-Dominiak
References
1. Adamic, P., Caron, S. (2014),
"SC-CR Algorithms with Informative Masking",
Scandinavian Actuarial Journal, 2014(4), 339-351.
2. Adamic, P., Dixon, S., Gillis, D. (2010),
"Multiple Decrement Modeling in the Presence of Interval
Censoring and Masking", Scandinavian Actuarial Journal, 2010(4), 312-327.
3. Adamic, P., Ouadah, S. (2009),
"A Kernel Method for Modeling Interval Censored Competing
Risks", South African Statistical Journal, 43(1), 1-20.
4. Turnbull, B. (1976). The Empirical Distribution Function with Arbitrarily Grouped, Censored and Truncated Data, Journal of the Royal Statistical Society. Series B (Methodological), 38(3), 290-295.
Examples
data(censoredMatrix)
df <- inputM(censoredMatrix)
res <- survCompeting(df$input, df$tau, 8, 3, 0.01)
res
#summary
round(res$Yj, 2)
round(res$djc, 2)
round(res$pjc, 2)
res$iter
sum(unlist(res$pjList))
sum(unlist(res$pjListold))