We will model a cancer’s natural history in a population. We index people by k ∈ [K] := {1, …, K}. The following assumptions fix a simulation world.
All types of events can be modeleld with nonhomogeneous Poisson point processes (NHPPPs).
Persons are alive and cancer free at 40 years of age. No person will live past 110 years. All people can die from causes other than the cancer of interest (hereafter, death from other causes). Write ρk(t) for the corresponding intensity function.
Some people may be exposed to an environmental toxin, with exposure that varies over time. Write ξk(t) ≥ 0 for the exposure function. Positive values mean that a person is exposed at that particular instance. (The never exposed have zeros throughout their life.) We will assume that the exposure to said toxin is a risk factor only for cancer emergence, and that the toxin has no cumulative effects – only the instantaneous exposure levels matter. Write δk for the effect of the toxin instantaneous exposure on developing cancer.
Some persons will develop a preclinical cancer with a time-varying intensity function $\lambda_{k}(t) = \underbrace{\lambda_{k0}(t)}_{\textrm{non-risk factor part}} + \underbrace{\delta_k \ \xi_k(t)}_{\textrm{risk factor part}}$.
Some preclinical cancers may progress to clinical cancer with an intensity function μk(t), at which point they are considered diagnosed.
Once people develop preclinical cancer they can die from cancer with intensity function νk(t). The cancer death rate does not explicitly depend on whether the cancer has been diagnosed or not. Thus, we have two competing causes of death: death due to cancer and due to other causes.
Load nhppp
and data.table
. (If you prefer
to not use data.table
, you should be able to implement this
example in base R
with little trouble.)
We now fix the mathematical description of the model. We will simulate K = 104 males and females (with equal probability) from the 2015 birth cohort.
pop <- data.table(
id = 1:K,
birth_cohort = 2015,
spawn_age = 40,
max_simulation_age = 110,
sex = sample(c("male", "female"), K, replace = TRUE)
)
## It would make sense to execute the commented-out code now.
## It generates model parameters used in later stages.
## For expository clarity, we generate each parameter when it is introduced
# pop[, `:=`(
# param_cancer_emergence_shape = runif(.N, 7, 9),
# param_cancer_emergence_scale = rnorm(.N, 150, 20),
# param_toxin_exposure_diff = pmax(0.005, rnorm(.N, 0.01, 0.005)),
# param_cancer_death_intercept := rnorm(.N, -2, 0.5),
# param_cancer_death_slope := runif(n= .N, min = 0, max = 0.003),
# param_clinical_cancer_dx_rate := runif(.N, 0.20, 0.27)
# )]
The death from other causes ρk(t) depends on the age (t, measured in years), sex (male or female), and birth year of person k. Function ρ is is a piecewise constant over each year of age. It is a `regular’ step function (all steps have the same length of one year).
If the cancer is not a major cause of death, then the intensity
function for all cause deaths is a good approximation for the intensity
function for death from other causes. The internal dataset
annual_mortality_rates_2015
has all cause mortality data
for the 2015 birth cohort. It has the values of the piecewise constant
ρ per birth cohort, sex, and
age. Here is a peek at some columns.
annual_mortality_rates_2015[
sex %in% c("male", "female"),
c(1:5, 111:113)
]
#> Key: <birth_cohort, sex>
#> birth_cohort sex age_0 age_1 age_2 age_108 age_109 age_110+
#> <int> <fctr> <num> <num> <num> <num> <num> <num>
#> 1: 2015 female 0.005386 0.000350 0.000228 0.559371 0.541174 0.587413
#> 2: 2015 male 0.006404 0.000452 0.000277 0.511677 0.671391 0.386100
When we have a step (piecewise constant) intensity function
over regular time intervals (here, all one year long), we can
use nhppp
’s vdraw_sc_step_regular()
function.
We need to specify the following:
lambda_matrix
); the number of columns in the matrix are the
number of time intervals in the step function.rhos <- annual_mortality_rates_2015[
pop,
on = c("birth_cohort", "sex")
]
setindex(rhos, "id")
rho_matrix <- as.matrix(rhos[, c(paste0("age_", 0:109), "age_110+"),
with = FALSE
])
rm(list = "rhos") # cleanup
Give information about how long each time step is, by specifying
the age bounds rate_matrix_t_min
and
rate_matrix_t_max
over which the intensity matrix
applies;
Optionally, if we want to sample times in a sub-interval of
(rate_matrix_t_min, rate_matrix_t_max]
, we can specify even
narrower bounds, t_min
and t_max
. If you omit
t_min
or t_max
, the software uses
rate_matrix_t_min
or rate_matrix_t_max
,
respectively, to specify the sampling interval.
Because no person lives beyond the maximum simulation age of 110
years, we need to force the simulation of at least one death event over
the simulation interval. This means that we are sampling from a
zero-truncated NHPPP. Setting the option atleast1
to
TRUE
achieves this.
We only need to sample the earliest event from this NHPPP. So we
set the atmost1
option to TRUE
.
We will generate environmental exposure histories with a phenomenological model. We will assume that
People may be exposed to the environmental toxin with probability pstart = 0.20.
For those who will be exposed, the start age of exposure is tk0 ∼ U(12, 35), provided that they are still alive.
Among those who are exposed, the probability that their exposure will eventually stop is pstop = 0.60.
In the pertinent subgroup of persons, the duration of the exposure is dk ∼ U(1, 35), if they are still alive.
For people with at least some exposure to the toxin, for all times in the exposure window (tk0, tk1] the exposure levels are $\xi_k(t) = \Xi_k \cdot \Big(\frac{1}{2} +\frac{1}{4}\big(\cos(0.5 t) + \cos(0.45 t) \big) \Big)$, where t is a person’s age and the amplitude (maximum exposure) Ξk has model Ξk ∼ U(0.2, 1). Otherwise, ξk(t) = 0.
We now add the per-person parameters for exposure histories in the
population data.table. For people who will never be exposed we set Ξk to zero, and
their exposure start and stop ages at the
max_simuation_age
. This avoids if ... else
statements, and is still pretty fast. If you run a massive model,
though, you may want to be smarter about it.
pop[, `:=`(
exposure_start_age = max_simulation_age,
exposure_stop_age = max_simulation_age,
maximum_exposure = 0
)][
,
will_start_exposure := runif(.N) < 0.20
][
will_start_exposure == TRUE,
will_stop_exposure := runif(.N) < 0.60
][
will_start_exposure == TRUE,
exposure_start_age := pmin(runif(.N, 12, 35), age_dead_from_other_causes)
][
will_stop_exposure == TRUE,
exposure_stop_age := pmin(
exposure_start_age + runif(.N, 1, 35),
age_dead_from_other_causes
)
][
will_start_exposure == TRUE,
maximum_exposure := runif(.N, 1 / 5, 1)
]
# cleanup
pop[, will_start_exposure := NULL][, will_stop_exposure := NULL]
We implement ξk(t)
as a function that is vectorized over all its arguments. The arguments
start_age
, stop_age
, max_exposure
correspond to the variables tk0, tk1, Ξ
in the equation above.
Assume that the intensity function for cancer emergence in the absence of toxin exposure is
$\lambda_{k0}(t) = \frac{shape_k}{scale_k} \Big(\frac{t}{scale_k}\Big)^{shape_k -1}$,
where t is age in years.
This intensity function generates a Weibull point process (a special case of an NHPPP). The parameters shapek and scalek are assumed to vary across people according to the models shapek ∼ U(7, 9) and scalek ∼ N(150, 20), where U(⋅) and N(⋅) stand for uniform and normal distributions. We sample these values for each person in the population.
pop[, `:=`(
param_cancer_emergence_shape = runif(.N, 7, 9),
param_cancer_emergence_scale = rnorm(.N, 150, 20)
)]
Generating a Weibull point process is easy in R
using
the stats::rweibull()
function. (This would take care of
the cancer emergence times for people without toxin exposure, but not
for people with toxin exposures.) Accounting for toxin exposure
histories, the intensity function for cancer emergence is λk(t) = lk0(t) + δkξk(t).
We will assume that the toxin exposure effect δk is distributed as δk ∼ N+(2, 0.5), where N+(⋅) is a slab and smear normal distribution.
We need to sample from an NHPPP with an intensity function that
varies over time as per λk(t).
We will use nhppp
’s vdraw_intensity()
function, which needs
The intensity function (argument lambda
) in a
vectorized form, so that age t
is the only needed argument and all other arguments are set by
default.
A majorizer piecewise constant function, which will be specified
as a matrix lambda_maj_matrix
.
The rate_matrix_t_min
,
rate_matrix_t_max
arguments that specify the time bounds
for the matrix lambda_maj_matrix
.
t_min
, and t_max
arguments, for the
subinterval over whchi we will sample times. Here,
t_min = 40
– the spawn age in the simulation, and
t_max
is the
age_dead_from_other_causes
.
Let’s implement the above.
The intensity function is specified as follows. Observe that it is in vectorized form.
lambda <- function(t, P = pop, ...) {
# non-risk factor part: shape / scale * (t/scale)^(shape - 1)
(P$param_cancer_emergence_shape / P$param_cancer_emergence_scale) *
(t / P$param_cancer_emergence_scale)^(P$param_cancer_emergence_shape - 1) +
# risk factor (toxin exposure) part: delta_k * xi(t)
P$param_toxin_exposure_diff *
xi(
t = t,
max_exposure = P$maximum_exposure,
start_age = P$exposure_start_age,
stop_age = P$exposure_stop_age
)
}
We also need a piecewise constant majorizer function λ*(t). We say that λ*(t) majorizes λ(t) if λ*(t) ≥ λ(t) for all t of interest. The function expects a regular step majorizer function. We will create such a function with M = 10 equally-spaced intervals over the whole simulation window. First, generate the endpoints of the M intervals. This will be a matrix where the rows correspond to persons and the columns to the M + 1 = 11 interval bounds.
# define interval bounds for the step function, one row per person
M <- 10
time_breaks <- matrix(
data = rep(x = seq(from = 40, to = 110, length.out = M + 1), each = K),
byrow = FALSE,
nrow = K
)
time_breaks[1:3, ]
#> [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11]
#> [1,] 40 47 54 61 68 75 82 89 96 103 110
#> [2,] 40 47 54 61 68 75 82 89 96 103 110
#> [3,] 40 47 54 61 68 75 82 89 96 103 110
… and now generate the majorizer matrix using nhppp
’s
get_step_majorizer()
function. (The paper in the
Bibliography explains how this function works.)
lambda_star <- nhppp::get_step_majorizer(
fun = lambda,
breaks = time_breaks,
is_monotone = FALSE,
K = 1.9 / 4 # This is the maximum slope of xi() -- which you get with some calculus
)
lambda_star[1:3, ]
#> [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8]
#> [1,] 1.662507 1.662520 1.662549 1.662608 1.662719 1.662918 1.663257 1.663810
#> [2,] 1.662539 1.662591 1.662691 1.662869 1.663168 1.663648 1.664388 1.665489
#> [3,] 1.662542 1.662609 1.662752 1.663035 1.663554 1.664454 1.665944 1.668315
#> [,9] [,10]
#> [1,] 1.664681 1.666012
#> [2,] 1.667083 1.669331
#> [3,] 1.671963 1.677415
And now, we can sample the cancer generation times, and create a variable to identify patients with cancer.
pop[
,
age_cancer_emergence := nhppp::vdraw_intensity(
lambda = lambda,
lambda_maj_matrix = lambda_star,
rate_matrix_t_min = 40,
rate_matrix_t_max = 110,
t_min = pop$spawn_age,
t_max = pmin(pop$age_dead_from_other_causes, 110, na.rm = TRUE),
atmost1 = TRUE
)
][
,
with_cancer := !is.na(age_cancer_emergence),
]
People with preclinical cancer may die from cancer causes. We will assume that the intensity from cancer deaths is loglinear in time, that is
νk = eαk + βkt,
with parameters αk ∼ N(−3, 0.2) and βk U(0, 0.003).
pop[, param_cancer_death_intercept := rnorm(.N, -3, 0.2)]
pop[, param_cancer_death_slope := runif(.N, 0, 0.003)]
We could use the vdraw_intensity()
function again, since
we already know the intensity νk and we can
easily create a majorizer function for it, as we did when we generated
cancer emergence times. This would be plenty fast for our small
simulation with K = 104 and requires no
additional mathematics.
We can sample even faster if we can analytically obtain the
cumulative intensity function Nk(t) = ∫0tνk(s) ds,
and its inverse Nk−1(z).
(The inverse function recovers t from the value of Nk(t):
t = Nk−1(Nk(t))).
This sampling is done with nhppp
’s
vdraw_cumulative_intensity()
function.
A bit of calculus can yield $N_k(t) = \frac{1}{\beta_k} (e^{\alpha_k + \beta_k t} - e^{\alpha_k})$, which we can implement in vectorized form and with default parameters already set:
Nu <- function(t, Lambda_args = list(population), ...) {
P <- Lambda_args$population
(
exp(P$param_cancer_death_intercept + P$param_cancer_death_slope * t) -
exp(P$param_cancer_death_intercept)
) / P$param_cancer_death_slope
}
The inverse Nk−1(⋅) is
$N_k^{-1}(z) = ( ( _k z + e^_k ) - _k )/_k $
Nu_inv <- function(z, Lambda_inv_args = list(population), ...) {
P <- Lambda_inv_args$population
(
log(P$param_cancer_death_slope * z +
exp(P$param_cancer_death_intercept)) -
P$param_cancer_death_intercept
) / P$param_cancer_death_slope
}
Then, we can sample the times to cancer death.
args_list <- list(population = pop[!is.na(age_cancer_emergence), ])
pop[
!is.na(age_cancer_emergence),
age_dead_from_cancer_causes := nhppp::vdraw_cumulative_intensity(
Lambda = Nu,
Lambda_args = args_list,
Lambda_inv = Nu_inv,
Lambda_inv_args = args_list,
t_min = pop[!is.na(age_cancer_emergence), age_cancer_emergence],
t_max = pop[!is.na(age_cancer_emergence), age_dead_from_other_causes],
atmost1 = TRUE
)
]
rm(list = "args_list") # cleanup
The age of death from all causes is the minimum of the ages across both causes of death.
Cancers first emerge in a pre-clinical stage. Some will be diagnosed
as
clinical cancers with intensity function μk. We will
assume that clinical diagnosis has constant rate which is distributed
according to the model
μk(t) := μk ∼ U(0.20, 0.27),
where k indexes over people with cancer.
Constant rates result in exponential times, which we can easily
sample with the stats::rexp()
function, as per the
commented out code below.
### Using rexp()
tictoc::tic()
pop[
!is.na(age_cancer_emergence),
age_clinical_cancer_dx :=
age_cancer_emergence +
rexp(.N, rate = param_clinical_cancer_dx_rate)
]
pop[
age_clinical_cancer_dx >= age_dead,
age_clinical_cancer_dx := NA
]
tictoc::toc()
#> 0.002 sec elapsed
With nhppp
, we can use the
vdraw_sc_step_regular()
function that samples from
piecewise constant intensities. (A constant function over an interval is
still a piecewise constant function – with a single piece.) The
nhppp
implementation will be only a bit slower – but it is
worth showing.
tictoc::tic()
mu_mat <- as.matrix(pop[
!is.na(age_cancer_emergence),
param_clinical_cancer_dx_rate
])
pop[
!is.na(age_cancer_emergence),
age_clinical_cancer_dx := nhppp::vdraw_sc_step_regular(
lambda_matrix = mu_mat,
rate_matrix_t_min = pop[!is.na(age_cancer_emergence), age_cancer_emergence],
rate_matrix_t_max = pop[!is.na(age_cancer_emergence), age_dead],
atmost1 = TRUE
)
]
tictoc::toc()
#> 0.004 sec elapsed
# pop$age_cancer_emergence |> summary()
summary(pop)
#> id birth_cohort spawn_age max_simulation_age
#> Min. : 1 Min. :2015 Min. :40 Min. :110
#> 1st Qu.: 2501 1st Qu.:2015 1st Qu.:40 1st Qu.:110
#> Median : 5000 Median :2015 Median :40 Median :110
#> Mean : 5000 Mean :2015 Mean :40 Mean :110
#> 3rd Qu.: 7500 3rd Qu.:2015 3rd Qu.:40 3rd Qu.:110
#> Max. :10000 Max. :2015 Max. :40 Max. :110
#>
#> sex age_dead_from_other_causes exposure_start_age
#> Length:10000 Min. : 40.00 Min. : 12.01
#> Class :character 1st Qu.: 72.82 1st Qu.:110.00
#> Mode :character Median : 82.54 Median :110.00
#> Mean : 80.17 Mean : 92.71
#> 3rd Qu.: 89.55 3rd Qu.:110.00
#> Max. :110.00 Max. :110.00
#>
#> exposure_stop_age maximum_exposure param_cancer_emergence_shape
#> Min. : 13.78 Min. :0.0000 Min. :7.000
#> 1st Qu.:110.00 1st Qu.:0.0000 1st Qu.:7.491
#> Median :110.00 Median :0.0000 Median :7.987
#> Mean :101.92 Mean :0.1221 Mean :7.989
#> 3rd Qu.:110.00 3rd Qu.:0.0000 3rd Qu.:8.481
#> Max. :110.00 Max. :0.9998 Max. :9.000
#>
#> param_cancer_emergence_scale param_toxin_exposure_diff age_cancer_emergence
#> Min. : 81.73 Min. :0.000000 Min. : 40.19
#> 1st Qu.:136.20 1st Qu.:0.006734 1st Qu.: 59.45
#> Median :149.56 Median :0.010018 Median : 71.85
#> Mean :149.79 Mean :0.010122 Mean : 70.34
#> 3rd Qu.:163.17 3rd Qu.:0.013482 3rd Qu.: 81.85
#> Max. :231.62 Max. :0.028532 Max. :101.70
#> NA's :9548
#> with_cancer param_cancer_death_intercept param_cancer_death_slope
#> Mode :logical Min. :-3.733 Min. :4.129e-07
#> FALSE:9548 1st Qu.:-3.134 1st Qu.:7.549e-04
#> TRUE :452 Median :-3.002 Median :1.518e-03
#> Mean :-3.000 Mean :1.501e-03
#> 3rd Qu.:-2.866 3rd Qu.:2.239e-03
#> Max. :-2.226 Max. :2.999e-03
#>
#> age_dead_from_cancer_causes age_dead param_clinical_cancer_dx_rate
#> Min. : 42.96 Min. : 40.00 Min. :0.200
#> 1st Qu.: 62.55 1st Qu.: 72.25 1st Qu.:0.217
#> Median : 75.08 Median : 82.17 Median :0.235
#> Mean : 73.72 Mean : 79.81 Mean :0.235
#> 3rd Qu.: 85.19 3rd Qu.: 89.32 3rd Qu.:0.254
#> Max. :105.72 Max. :110.00 Max. :0.270
#> NA's :9749 NA's :9548
#> age_clinical_cancer_dx
#> Min. : 40.45
#> 1st Qu.: 60.03
#> Median : 73.32
#> Mean : 71.21
#> 3rd Qu.: 81.37
#> Max. :100.73
#> NA's :9689
Trikalinos TA, Sereda Y. nhppp: Simulating Nonhomogeneous Poisson Point Processes in R. arXiv preprint arXiv:2402.00358. 2024 Feb 1.
Since the publication of the paper, the syntax and options of the
nhppp
package have evolved. To reproduce the code in the
paper, you have to install the version of nhppp
used in the
paper. Alternatively, take a look at the vignettes, which are written to
work with the current package.