--- title: "Fast Regression for the Accelerated Failure Time (AFT) Model" author: "Yijian Huang (yhuang5@emory.edu)" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{Fast Regression for the Accelerated Failure Time (AFT) Model} %\VignetteEngine{knitr::rmarkdown} \usepackage[utf8]{inputenc} --- ```{r setup, include = FALSE} knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ``` Package `fastAFT` performs fast censored linear regression for the accelerated failure time (AFT) model of Huang (2013). ## Installation `fastAFT` is available on CRAN: ```{r install, eval=FALSE, message=FALSE, warning=FALSE} install.packages("fastAFT") ``` ## Fast censored linear regression This procedure is illustrated with the Mayo primary biliary cholangitis dataset as given in package `survival`. ```{r faft, eval=TRUE, message=FALSE, warning=FALSE} ## Mayo PBC data library(survival) pbc_analy <- as.matrix(na.omit(pbc[,c("time","status","age","edema","bili","albumin","protime")])) # log transformation for time, bili, albumin, and protime pbc_analy[,c(1,5:7)] <- log(pbc_analy[,c(1,5:7)]) colnames(pbc_analy)[c(1,5:7)] <- paste("log",colnames(pbc_analy)[c(1,5:7)]) # convert status to censoring indicator pbc_analy[,2] <- pbc_analy[,2]>1 ## Fast censored linear regression # Gehan weight library(fastAFT) fit.g <- faft(pbc_analy[,1],pbc_analy[,2],pbc_analy[,-c(1,2)],weight="Gehan") fit.g # logrank weight fit.l <- faft(pbc_analy[,1],pbc_analy[,2],pbc_analy[,-c(1,2)],weight="logrank") fit.l ``` ## References Huang, Y. (2013) Fast censored linear regression. _Scandinavian Journal of Statistics_ 40, 789--806.