Title: | Penalized Parametric and Semiparametric Bayesian Survival Models with Shrinkage and Grouping Priors |
---|---|
Description: | Algorithms to implement various Bayesian penalized survival regression models including: semiparametric proportional hazards models with lasso priors (Lee et al., Int J Biostat, 2011 <doi:10.2202/1557-4679.1301>) and three other shrinkage and group priors (Lee et al., Stat Anal Data Min, 2015 <doi:10.1002/sam.11266>); parametric accelerated failure time models with group/ordinary lasso prior (Lee et al. Comput Stat Data Anal, 2017 <doi:10.1016/j.csda.2017.02.014>). |
Authors: | Kyu Ha Lee, Sounak Chakraborty, Harrison Reeder, (Tony) Jianguo Sun |
Maintainer: | Kyu Ha Lee <[email protected]> |
License: | GPL (>= 2) |
Version: | 1.7 |
Built: | 2024-12-05 06:45:19 UTC |
Source: | CRAN |
Penalized parametric Bayesian accelerated failure time model with group lasso prior is implemented to analyze survival data with high-dimensional covariates.
aftGL(Y, data, grpInx, hyperParams, startValues, mcmc)
aftGL(Y, data, grpInx, hyperParams, startValues, mcmc)
Y |
a data.frame containing univariate time-to-event outcomes from |
data |
a data.frame containing |
grpInx |
a vector of |
hyperParams |
a list containing hyperparameter values in hierarchical models:
( |
startValues |
a list containing starting values for model parameters. See Examples below. |
mcmc |
a list containing variables required for MCMC sampling. Components include,
|
aftGL
returns an object of class aftGL
.
Kyu Ha Lee, Sounak Chakraborty, (Tony) Jianguo Sun
Lee, K. H., Chakraborty, S., and Sun, J. (2017).
Variable Selection for High-Dimensional Genomic Data with Censored Outcomes Using Group Lasso Prior. Computational Statistics and Data Analysis, Volume 112, pages 1-13.
# generate some survival data set.seed(204542) p = 20 n = 200 logHR.true <- c(rep(4, 10), rep(0, (p-10))) CovX<-matrix(0,p,p) for(i in 1:10){ for(j in 1:10){ CovX[i,j] <- 0.3^abs(i-j) } } diag(CovX) <- 1 data <- apply(rmvnorm(n, sigma=CovX, method="chol"), 2, scale) pred <- as.vector(exp(rowSums(scale(data, center = FALSE, scale = 1/logHR.true)))) t <- rexp(n, rate = pred) cen <- runif(n, 0, 8) tcen <- pmin(t, cen) di <- as.numeric(t <= cen) n <- dim(data)[1] p <- dim(data)[2] Y <- data.frame(cbind(tcen, di)) colnames(Y) <- c("time", "event") grpInx <- 1:p K <- length(unique(grpInx)) ############################ hyperParams <- list(nu0=3, sigSq0=1, alpha0=0, h0=10^6, rLam=0.5, deltaLam=2) ############################ startValues <- list(alpha=0.1, beta=rep(1,p), sigSq=1, tauSq=rep(0.4,p), lambdaSq=5, w=log(tcen)) ############################ mcmc <- list(numReps=100, thin=1, burninPerc=0.5) ############################ fit <- aftGL(Y, data, grpInx, hyperParams, startValues, mcmc) ## Not run: vs <- VS(fit, X=data) ## End(Not run)
# generate some survival data set.seed(204542) p = 20 n = 200 logHR.true <- c(rep(4, 10), rep(0, (p-10))) CovX<-matrix(0,p,p) for(i in 1:10){ for(j in 1:10){ CovX[i,j] <- 0.3^abs(i-j) } } diag(CovX) <- 1 data <- apply(rmvnorm(n, sigma=CovX, method="chol"), 2, scale) pred <- as.vector(exp(rowSums(scale(data, center = FALSE, scale = 1/logHR.true)))) t <- rexp(n, rate = pred) cen <- runif(n, 0, 8) tcen <- pmin(t, cen) di <- as.numeric(t <= cen) n <- dim(data)[1] p <- dim(data)[2] Y <- data.frame(cbind(tcen, di)) colnames(Y) <- c("time", "event") grpInx <- 1:p K <- length(unique(grpInx)) ############################ hyperParams <- list(nu0=3, sigSq0=1, alpha0=0, h0=10^6, rLam=0.5, deltaLam=2) ############################ startValues <- list(alpha=0.1, beta=rep(1,p), sigSq=1, tauSq=rep(0.4,p), lambdaSq=5, w=log(tcen)) ############################ mcmc <- list(numReps=100, thin=1, burninPerc=0.5) ############################ fit <- aftGL(Y, data, grpInx, hyperParams, startValues, mcmc) ## Not run: vs <- VS(fit, X=data) ## End(Not run)
Penalized parametric Bayesian accelerated failure time model with group lasso prior is implemented to analyze left-truncated and interval-censored survival data with high-dimensional covariates.
aftGL_LT(Y, X, XC, grpInx, hyperParams, startValues, mcmcParams)
aftGL_LT(Y, X, XC, grpInx, hyperParams, startValues, mcmcParams)
Y |
Outcome matrix with three column vectors corresponding to lower and upper bounds of interval-censored data and left-truncation time |
X |
Covariate matrix |
XC |
Matrix for confound variables: |
grpInx |
a vector of |
hyperParams |
a list containing hyperparameter values in hierarchical models:
( |
startValues |
a list containing starting values for model parameters. See Examples below. |
mcmcParams |
a list containing variables required for MCMC sampling. Components include,
|
aftGL_LT
returns an object of class aftGL_LT
.
Kyu Ha Lee, Harrison Reeder
Reeder, H., Haneuse, S., Lee, K. H. (2024+).
Group Lasso Priors for Bayesian Accelerated Failure Time Models with Left-Truncated and Interval-Censored Data. under review
## Not run: data(survData) X <- survData[,c(4:5)] XC <- NULL n <- dim(survData)[1] p <- dim(X)[2] q <- 0 c0 <- rep(0, n) yL <- yU <- survData[,1] yU[which(survData[,2] == 0)] <- Inf Y <- cbind(yL, yU, c0) grpInx <- 1:p K <- length(unique(grpInx)) ##################### ## Hyperparameters a.sigSq= 0.7 b.sigSq= 0.7 mu0 <- 0 h0 <- 10^6 v = 10^6 hyperParams <- list(a.sigSq=a.sigSq, b.sigSq=b.sigSq, mu0=mu0, h0=h0, v=v) ################### ## MCMC SETTINGS ## Setting for the overall run ## numReps <- 100 thin <- 1 burninPerc <- 0.5 ## Tuning parameters for specific updates ## L.beC <- 50 M.beC <- 1 eps.beC <- 0.001 L.be <- 100 M.be <- 1 eps.be <- 0.001 mu.prop.var <- 0.5 sigSq.prop.var <- 0.01 ## mcmcParams <- list(run=list(numReps=numReps, thin=thin, burninPerc=burninPerc), tuning=list(mu.prop.var=mu.prop.var, sigSq.prop.var=sigSq.prop.var, L.beC=L.beC, M.beC=M.beC, eps.beC=eps.beC, L.be=L.be, M.be=M.be, eps.be=eps.be)) ##################### ## Starting Values w <- log(Y[,1]) mu <- 0.1 beta <- rep(2, p) sigSq <- 0.5 tauSq <- rep(0.4, p) lambdaSq <- 100 betaC <- rep(0.11, q) startValues <- list(w=w, beta=beta, tauSq=tauSq, mu=mu, sigSq=sigSq, lambdaSq=lambdaSq, betaC=betaC) fit <- aftGL_LT(Y, X, XC, grpInx, hyperParams, startValues, mcmcParams) ## End(Not run)
## Not run: data(survData) X <- survData[,c(4:5)] XC <- NULL n <- dim(survData)[1] p <- dim(X)[2] q <- 0 c0 <- rep(0, n) yL <- yU <- survData[,1] yU[which(survData[,2] == 0)] <- Inf Y <- cbind(yL, yU, c0) grpInx <- 1:p K <- length(unique(grpInx)) ##################### ## Hyperparameters a.sigSq= 0.7 b.sigSq= 0.7 mu0 <- 0 h0 <- 10^6 v = 10^6 hyperParams <- list(a.sigSq=a.sigSq, b.sigSq=b.sigSq, mu0=mu0, h0=h0, v=v) ################### ## MCMC SETTINGS ## Setting for the overall run ## numReps <- 100 thin <- 1 burninPerc <- 0.5 ## Tuning parameters for specific updates ## L.beC <- 50 M.beC <- 1 eps.beC <- 0.001 L.be <- 100 M.be <- 1 eps.be <- 0.001 mu.prop.var <- 0.5 sigSq.prop.var <- 0.01 ## mcmcParams <- list(run=list(numReps=numReps, thin=thin, burninPerc=burninPerc), tuning=list(mu.prop.var=mu.prop.var, sigSq.prop.var=sigSq.prop.var, L.beC=L.beC, M.beC=M.beC, eps.beC=eps.beC, L.be=L.be, M.be=M.be, eps.be=eps.be)) ##################### ## Starting Values w <- log(Y[,1]) mu <- 0.1 beta <- rep(2, p) sigSq <- 0.5 tauSq <- rep(0.4, p) lambdaSq <- 100 betaC <- rep(0.11, q) startValues <- list(w=w, beta=beta, tauSq=tauSq, mu=mu, sigSq=sigSq, lambdaSq=lambdaSq, betaC=betaC) fit <- aftGL_LT(Y, X, XC, grpInx, hyperParams, startValues, mcmcParams) ## End(Not run)
Penalized semiparametric Bayesian Cox (PSBC) model with elastic net prior is implemented to analyze survival data with high-dimensional covariates.
psbcEN(survObj, priorPara, initial, rw=FALSE, mcmcPara, num.reps, thin, chain = 1, save = 1000)
psbcEN(survObj, priorPara, initial, rw=FALSE, mcmcPara, num.reps, thin, chain = 1, save = 1000)
survObj |
The list containing observed data from |
priorPara |
The list containing prior parameter values;
|
initial |
The list containing the starting values of the parameters;
|
rw |
When setting to "TRUE", the conventional random walk Metropolis Hastings algorithm is used. Otherwise, the mean and the variance of the proposal density is updated using the jumping rule described in Lee et al. (2011). |
mcmcPara |
The list containing the values of options for Metropolis-Hastings step for |
num.reps |
the number of iterations of the chain |
thin |
thinning |
chain |
the numeric name of chain in the case when running multiple chains. |
save |
frequency of storing the results in .Rdata file. For example, by setting "save = 1000", the algorithm saves the results every 1000 iterations. |
t |
a vector of n times to the event |
di |
a vector of n censoring indicators for the event time (1=event occurred, 0=censored) |
x |
covariate matrix, n observations by p variables |
eta0 |
scale parameter of gamma process prior for the cumulative baseline hazard,
|
kappa0 |
shape parameter of gamma process prior for the cumulative baseline hazard,
|
c0 |
the confidence parameter of gamma process prior for the cumulative baseline hazard,
|
r1 |
the shape parameter of the gamma prior for
|
r2 |
the shape parameter of the gamma prior for
|
delta1 |
the rate parameter of the gamma prior for
|
delta2 |
the rate parameter of the gamma prior for
|
s |
the set of time partitions for specification of the cumulative baseline hazard function |
beta.ini |
the starting values for
|
lambda1Sq |
the starting value for
|
lambda2 |
the starting value for
|
sigmaSq |
the starting value for
|
tauSq |
the starting values for
|
h |
the starting values for
|
numBeta |
the number of components in to be updated at one iteration |
beta.prop.var |
the variance of the proposal density for when rw is set to "TRUE" |
psbcEN
returns an object of class psbcEN
beta.p |
posterior samples for |
h.p |
posterior samples for |
tauSq.p |
posterior samples for |
mcmcOutcome |
The list containing posterior samples for the remaining model parameters |
If the prespecified value of save
is less than that of num.reps
, the results are saved
as .Rdata
file under the directory working directory/mcmcOutcome
.
Kyu Ha Lee, Sounak Chakraborty, (Tony) Jianguo Sun
Lee, K. H., Chakraborty, S., and Sun, J. (2011).
Bayesian Variable Selection in Semiparametric Proportional Hazards Model for High Dimensional Survival Data.
The International Journal of Biostatistics, Volume 7, Issue 1, Pages 1-32.
Lee, K. H., Chakraborty, S., and Sun, J. (2015). Survival Prediction and Variable Selection with Simultaneous Shrinkage and Grouping Priors. Statistical Analysis and Data Mining, Volume 8, Issue 2, pages 114-127.
## Not run: # generate some survival data set.seed(204542) p = 20 n = 100 beta.true <- c(rep(4, 10), rep(0, (p-10))) CovX<- diag(0.1, p) survObj <- list() survObj$x <- apply(rmvnorm(n, sigma=CovX, method="chol"), 2, scale) pred <- as.vector(exp(rowSums(scale(survObj$x, center = FALSE, scale = 1/beta.true)))) t <- rexp(n, rate = pred) cen <- runif(n, 0, 8) survObj$t <- pmin(t, cen) survObj$di <- as.numeric(t <= cen) priorPara <- list() priorPara$eta0 <- 1 priorPara$kappa0 <- 1 priorPara$c0 <- 2 priorPara$r1 <- 0.1 priorPara$r2 <- 1 priorPara$delta1 <- 0.1 priorPara$delta2 <- 1 priorPara$s <- sort(survObj$t[survObj$di == 1]) priorPara$s <- c(priorPara$s, 2*max(survObj$t) - max(survObj$t[-which(survObj$t==max(survObj$t))])) priorPara$J <- length(priorPara$s) mcmcPara <- list() mcmcPara$numBeta <- p mcmcPara$beta.prop.var <- 1 initial <- list() initial$beta.ini <- rep(0.5, p) initial$lambda1Sq <- 1 initial$lambda2 <- 1 initial$sigmaSq <- runif(1, 0.1, 10) initial$tauSq <- rexp(p, rate = initial$lambda1Sq/2) initial$h <- rgamma(priorPara$J, 1, 1) rw = FALSE num.reps = 20000 chain = 1 thin = 5 save = 5 fitEN <- psbcEN(survObj, priorPara, initial, rw=FALSE, mcmcPara, num.reps, thin, chain, save) vs <- VS(fitEN, X=survObj$x) ## End(Not run)
## Not run: # generate some survival data set.seed(204542) p = 20 n = 100 beta.true <- c(rep(4, 10), rep(0, (p-10))) CovX<- diag(0.1, p) survObj <- list() survObj$x <- apply(rmvnorm(n, sigma=CovX, method="chol"), 2, scale) pred <- as.vector(exp(rowSums(scale(survObj$x, center = FALSE, scale = 1/beta.true)))) t <- rexp(n, rate = pred) cen <- runif(n, 0, 8) survObj$t <- pmin(t, cen) survObj$di <- as.numeric(t <= cen) priorPara <- list() priorPara$eta0 <- 1 priorPara$kappa0 <- 1 priorPara$c0 <- 2 priorPara$r1 <- 0.1 priorPara$r2 <- 1 priorPara$delta1 <- 0.1 priorPara$delta2 <- 1 priorPara$s <- sort(survObj$t[survObj$di == 1]) priorPara$s <- c(priorPara$s, 2*max(survObj$t) - max(survObj$t[-which(survObj$t==max(survObj$t))])) priorPara$J <- length(priorPara$s) mcmcPara <- list() mcmcPara$numBeta <- p mcmcPara$beta.prop.var <- 1 initial <- list() initial$beta.ini <- rep(0.5, p) initial$lambda1Sq <- 1 initial$lambda2 <- 1 initial$sigmaSq <- runif(1, 0.1, 10) initial$tauSq <- rexp(p, rate = initial$lambda1Sq/2) initial$h <- rgamma(priorPara$J, 1, 1) rw = FALSE num.reps = 20000 chain = 1 thin = 5 save = 5 fitEN <- psbcEN(survObj, priorPara, initial, rw=FALSE, mcmcPara, num.reps, thin, chain, save) vs <- VS(fitEN, X=survObj$x) ## End(Not run)
Penalized semiparametric Bayesian Cox (PSBC) model with fused lasso prior is implemented to analyze survival data with high-dimensional covariates.
psbcFL(survObj, priorPara, initial, rw=FALSE, mcmcPara, num.reps, thin, chain = 1, save = 1000)
psbcFL(survObj, priorPara, initial, rw=FALSE, mcmcPara, num.reps, thin, chain = 1, save = 1000)
survObj |
The list containing observed data from |
priorPara |
The list containing prior parameter values;
|
initial |
The list containing the starting values of the parameters;
|
rw |
When setting to "TRUE", the conventional random walk Metropolis Hastings algorithm is used. Otherwise, the mean and the variance of the proposal density is updated using the jumping rule described in Lee et al. (2011). |
mcmcPara |
The list containing the values of options for Metropolis-Hastings step for |
num.reps |
the number of iterations of the chain |
thin |
thinning |
chain |
the numeric name of chain in the case when running multiple chains. |
save |
frequency of storing the results in .Rdata file. For example, by setting "save = 1000", the algorithm saves the results every 1000 iterations. |
t |
a vector of n times to the event |
di |
a vector of n censoring indicators for the event time (1=event occurred, 0=censored) |
x |
covariate matrix, n observations by p variables |
eta0 |
scale parameter of gamma process prior for the cumulative baseline hazard,
|
kappa0 |
shape parameter of gamma process prior for the cumulative baseline hazard,
|
c0 |
the confidence parameter of gamma process prior for the cumulative baseline hazard,
|
r1 |
the shape parameter of the gamma prior for
|
r2 |
the shape parameter of the gamma prior for
|
delta1 |
the rate parameter of the gamma prior for
|
delta2 |
the rate parameter of the gamma prior for
|
s |
the set of time partitions for specification of the cumulative baseline hazard function |
beta.ini |
the starting values for
|
lambda1Sq |
the starting value for
|
lambda2Sq |
the starting value for
|
sigmaSq |
the starting value for
|
tauSq |
the starting values for
|
h |
the starting values for
|
wSq |
the starting values for
|
numBeta |
the number of components in to be updated at one iteration |
beta.prop.var |
the variance of the proposal density for when rw is set to "TRUE" |
psbcFL
returns an object of class psbcFL
beta.p |
posterior samples for |
h.p |
posterior samples for |
tauSq.p |
posterior samples for |
mcmcOutcome |
The list containing posterior samples for the remaining model parameters |
If the prespecified value of save
is less than that of num.reps
, the results are saved
as .Rdata
file under the directory working directory/mcmcOutcome
.
Kyu Ha Lee, Sounak Chakraborty, (Tony) Jianguo Sun
Lee, K. H., Chakraborty, S., and Sun, J. (2011).
Bayesian Variable Selection in Semiparametric Proportional Hazards Model for High Dimensional Survival Data.
The International Journal of Biostatistics, Volume 7, Issue 1, Pages 1-32.
Lee, K. H., Chakraborty, S., and Sun, J. (2015). Survival Prediction and Variable Selection with Simultaneous Shrinkage and Grouping Priors. Statistical Analysis and Data Mining, Volume 8, Issue 2, pages 114-127.
## Not run: # generate some survival data set.seed(204542) p = 20 n = 100 beta.true <- c(rep(4, 10), rep(0, (p-10))) CovX<- diag(0.1, p) survObj <- list() survObj$x <- apply(rmvnorm(n, sigma=CovX, method="chol"), 2, scale) pred <- as.vector(exp(rowSums(scale(survObj$x, center = FALSE, scale = 1/beta.true)))) t <- rexp(n, rate = pred) cen <- runif(n, 0, 8) survObj$t <- pmin(t, cen) survObj$di <- as.numeric(t <= cen) priorPara <- list() priorPara$eta0 <- 2 priorPara$kappa0 <- 2 priorPara$c0 <- 2 priorPara$r1 <- 0.5 priorPara$r2 <- 0.5 priorPara$delta1 <- 0.0001 priorPara$delta2 <- 0.0001 priorPara$s <- sort(survObj$t[survObj$di == 1]) priorPara$s <- c(priorPara$s, 2*max(survObj$t) -max(survObj$t[-which(survObj$t==max(survObj$t))])) priorPara$J <- length(priorPara$s) mcmcPara <- list() mcmcPara$numBeta <- p mcmcPara$beta.prop.var <- 1 initial <- list() initial$beta.ini <- rep(0.5, p) initial$lambda1Sq <- 1 initial$lambda2Sq <- 1 initial$sigmaSq <- runif(1, 0.1, 10) initial$tauSq <- rexp(p, rate = initial$lambda1Sq/2) initial$h <- rgamma(priorPara$J, 1, 1) initial$wSq <- rexp((p-1), rate = initial$lambda2Sq/2) rw = FALSE num.reps = 20000 chain = 1 thin = 5 save = 5 fitFL <- psbcFL(survObj, priorPara, initial, rw=FALSE, mcmcPara, num.reps, thin, chain, save) vs <- VS(fitFL, X=survObj$x) ## End(Not run)
## Not run: # generate some survival data set.seed(204542) p = 20 n = 100 beta.true <- c(rep(4, 10), rep(0, (p-10))) CovX<- diag(0.1, p) survObj <- list() survObj$x <- apply(rmvnorm(n, sigma=CovX, method="chol"), 2, scale) pred <- as.vector(exp(rowSums(scale(survObj$x, center = FALSE, scale = 1/beta.true)))) t <- rexp(n, rate = pred) cen <- runif(n, 0, 8) survObj$t <- pmin(t, cen) survObj$di <- as.numeric(t <= cen) priorPara <- list() priorPara$eta0 <- 2 priorPara$kappa0 <- 2 priorPara$c0 <- 2 priorPara$r1 <- 0.5 priorPara$r2 <- 0.5 priorPara$delta1 <- 0.0001 priorPara$delta2 <- 0.0001 priorPara$s <- sort(survObj$t[survObj$di == 1]) priorPara$s <- c(priorPara$s, 2*max(survObj$t) -max(survObj$t[-which(survObj$t==max(survObj$t))])) priorPara$J <- length(priorPara$s) mcmcPara <- list() mcmcPara$numBeta <- p mcmcPara$beta.prop.var <- 1 initial <- list() initial$beta.ini <- rep(0.5, p) initial$lambda1Sq <- 1 initial$lambda2Sq <- 1 initial$sigmaSq <- runif(1, 0.1, 10) initial$tauSq <- rexp(p, rate = initial$lambda1Sq/2) initial$h <- rgamma(priorPara$J, 1, 1) initial$wSq <- rexp((p-1), rate = initial$lambda2Sq/2) rw = FALSE num.reps = 20000 chain = 1 thin = 5 save = 5 fitFL <- psbcFL(survObj, priorPara, initial, rw=FALSE, mcmcPara, num.reps, thin, chain, save) vs <- VS(fitFL, X=survObj$x) ## End(Not run)
Penalized semiparametric Bayesian Cox (PSBC) model with group lasso prior is implemented to analyze survival data with high-dimensional covariates.
psbcGL(survObj, priorPara, initial, rw=FALSE, mcmcPara, num.reps, thin, chain = 1, save = 1000)
psbcGL(survObj, priorPara, initial, rw=FALSE, mcmcPara, num.reps, thin, chain = 1, save = 1000)
survObj |
The list containing observed data from |
priorPara |
The list containing prior parameter values;
|
initial |
The list containing the starting values of the parameters;
|
rw |
When setting to "TRUE", the conventional random walk Metropolis Hastings algorithm is used. Otherwise, the mean and the variance of the proposal density is updated using the jumping rule described in Lee et al. (2011). |
mcmcPara |
The list containing the values of options for Metropolis-Hastings step for |
num.reps |
the number of iterations of the chain |
thin |
thinning |
chain |
the numeric name of chain in the case when running multiple chains. |
save |
frequency of storing the results in .Rdata file. For example, by setting "save = 1000", the algorithm saves the results every 1000 iterations. |
t |
a vector of n times to the event |
di |
a vector of n censoring indicators for the event time (1=event occurred, 0=censored) |
x |
covariate matrix, n observations by p variables |
eta0 |
scale parameter of gamma process prior for the cumulative baseline hazard,
|
kappa0 |
shape parameter of gamma process prior for the cumulative baseline hazard,
|
c0 |
the confidence parameter of gamma process prior for the cumulative baseline hazard,
|
r |
the shape parameter of the gamma prior for
|
delta |
the rate parameter of the gamma prior for
|
s |
the set of time partitions for specification of the cumulative baseline hazard function |
groupInd |
a vector of p group indicator for each variable |
beta.ini |
the starting values for
|
lambdaSq |
the starting value for
|
sigmaSq |
the starting value for
|
tauSq |
the starting values for
|
h |
the starting values for
|
numBeta |
the number of components in to be updated at one iteration |
beta.prop.var |
the variance of the proposal density for when rw is set to "TRUE" |
psbcGL
returns an object of class psbcGL
beta.p |
posterior samples for |
h.p |
posterior samples for |
tauSq.p |
posterior samples for |
mcmcOutcome |
The list containing posterior samples for the remaining model parameters |
To fit the PSBC model with the ordinary Bayesian lasso prior (Lee et al., 2011), groupInd
needs to be set to 1:p
.
If the prespecified value of save
is less than that of num.reps
, the results are saved
as .Rdata
file under the directory working directory/mcmcOutcome
.
Kyu Ha Lee, Sounak Chakraborty, (Tony) Jianguo Sun
Lee, K. H., Chakraborty, S., and Sun, J. (2011).
Bayesian Variable Selection in Semiparametric Proportional Hazards Model for High Dimensional Survival Data.
The International Journal of Biostatistics, Volume 7, Issue 1, Pages 1-32.
Lee, K. H., Chakraborty, S., and Sun, J. (2015). Survival Prediction and Variable Selection with Simultaneous Shrinkage and Grouping Priors. Statistical Analysis and Data Mining, Volume 8, Issue 2, pages 114-127.
## Not run: # generate some survival data set.seed(204542) p = 20 n = 100 beta.true <- c(rep(4, 10), rep(0, (p-10))) CovX<-matrix(0,p,p) for(i in 1:10){ for(j in 1:10){ CovX[i,j] <- 0.5^abs(i-j) } } diag(CovX) <- 1 survObj <- list() survObj$x <- apply(rmvnorm(n, sigma=CovX, method="chol"), 2, scale) pred <- as.vector(exp(rowSums(scale(survObj$x, center = FALSE, scale = 1/beta.true)))) t <- rexp(n, rate = pred) cen <- runif(n, 0, 8) survObj$t <- pmin(t, cen) survObj$di <- as.numeric(t <= cen) priorPara <- list() priorPara$eta0 <- 1 priorPara$kappa0 <- 1 priorPara$c0 <- 2 priorPara$r <- 0.5 priorPara$delta <- 0.0001 priorPara$s <- sort(survObj$t[survObj$di == 1]) priorPara$s <- c(priorPara$s, 2*max(survObj$t) -max(survObj$t[-which(survObj$t==max(survObj$t))])) priorPara$J <- length(priorPara$s) priorPara$groupInd <- c(rep(1,10),2:11) mcmcPara <- list() mcmcPara$numBeta <- p mcmcPara$beta.prop.var <- 1 initial <- list() initial$beta.ini <- rep(0.5, p) initial$lambdaSq <- 1 initial$sigmaSq <- runif(1, 0.1, 10) initial$tauSq <- rexp(length(unique(priorPara$groupInd)), rate = initial$lambdaSq/2) initial$h <- rgamma(priorPara$J, 1, 1) rw = FALSE num.reps = 20000 chain = 1 thin = 5 save = 5 fitGL <- psbcGL(survObj, priorPara, initial, rw=FALSE, mcmcPara, num.reps, thin, chain, save) vs <- VS(fitGL, X=survObj$x) ## End(Not run)
## Not run: # generate some survival data set.seed(204542) p = 20 n = 100 beta.true <- c(rep(4, 10), rep(0, (p-10))) CovX<-matrix(0,p,p) for(i in 1:10){ for(j in 1:10){ CovX[i,j] <- 0.5^abs(i-j) } } diag(CovX) <- 1 survObj <- list() survObj$x <- apply(rmvnorm(n, sigma=CovX, method="chol"), 2, scale) pred <- as.vector(exp(rowSums(scale(survObj$x, center = FALSE, scale = 1/beta.true)))) t <- rexp(n, rate = pred) cen <- runif(n, 0, 8) survObj$t <- pmin(t, cen) survObj$di <- as.numeric(t <= cen) priorPara <- list() priorPara$eta0 <- 1 priorPara$kappa0 <- 1 priorPara$c0 <- 2 priorPara$r <- 0.5 priorPara$delta <- 0.0001 priorPara$s <- sort(survObj$t[survObj$di == 1]) priorPara$s <- c(priorPara$s, 2*max(survObj$t) -max(survObj$t[-which(survObj$t==max(survObj$t))])) priorPara$J <- length(priorPara$s) priorPara$groupInd <- c(rep(1,10),2:11) mcmcPara <- list() mcmcPara$numBeta <- p mcmcPara$beta.prop.var <- 1 initial <- list() initial$beta.ini <- rep(0.5, p) initial$lambdaSq <- 1 initial$sigmaSq <- runif(1, 0.1, 10) initial$tauSq <- rexp(length(unique(priorPara$groupInd)), rate = initial$lambdaSq/2) initial$h <- rgamma(priorPara$J, 1, 1) rw = FALSE num.reps = 20000 chain = 1 thin = 5 save = 5 fitGL <- psbcGL(survObj, priorPara, initial, rw=FALSE, mcmcPara, num.reps, thin, chain, save) vs <- VS(fitGL, X=survObj$x) ## End(Not run)
The package provides algorithms for fitting penalized parametric and semiparametric Bayesian survival models with elastic net, fused lasso, and group lasso priors.
The package includes following functions:
psbcEN |
The function to fit the PSBC model with elastic net prior |
psbcFL |
The function to fit the PSBC model with fused lasso prior |
psbcGL |
The function to fit the PSBC model with group lasso or Bayesian lasso prior |
aftGL |
The function to fit the parametric accelerated failure time model with group lasso |
aftGL_LT |
The function to fit the parametric accelerated failure time model with group lasso for left-truncated and interval-censored data |
Package: | psbcGroup |
Type: | Package |
Version: | 1.7 |
Date: | 2024-1-9 |
License: | GPL (>= 2) |
LazyLoad: | yes |
Kyu Ha Lee, Sounak Chakraborty, Harrison Reeder, (Tony) Jianguo Sun
Maintainer: Kyu Ha Lee <[email protected]>
Lee, K. H., Chakraborty, S., and Sun, J. (2011).
Bayesian Variable Selection in Semiparametric Proportional Hazards Model for High Dimensional Survival Data.
The International Journal of Biostatistics, Volume 7, Issue 1, Pages 1-32.
Lee, K. H., Chakraborty, S., and Sun, J. (2015).
Survival Prediction and Variable Selection with Simultaneous Shrinkage and Grouping Priors. Statistical Analysis and Data Mining, Volume 8, Issue 2, pages 114-127.
Lee, K. H., Chakraborty, S., and Sun, J. (2017).
Variable Selection for High-Dimensional Genomic Data with Censored Outcomes Using Group Lasso Prior. Computational Statistics and Data Analysis, Volume 112, pages 1-13.
Reeder, H., Haneuse, S., Lee, K. H. (2023+).
Group Lasso Priors for Bayesian Accelerated Failure Time Models with Left-Truncated and Interval-Censored Time-to-Event Data. under review
Univariate survival data.
data(survData)
data(survData)
a data frame with 2000 observations on the following 4 variables.
time
the time to event
event
the censoring indicators for the event time; 1=event observed, 0=censored
cluster
cluster numbers
cov1
the first column of covariate matrix x
cov2
the second column of covariate matrix x
data(survData)
data(survData)
The VS
is a function to perform variable selection using SNC-BIC thresholding method
VS(fit, X, psiVec=seq(0.001, 1, 0.001))
VS(fit, X, psiVec=seq(0.001, 1, 0.001))
fit |
an object of class |
X |
a covariate matrix, |
psiVec |
a vector of candidate threshold values for the SNC step |
Kyu Ha Lee
Lee, K. H., Chakraborty, S., and Sun, J. (2017).
Variable Selection for High-Dimensional Genomic Data with Censored Outcomes Using Group Lasso Prior. Computational Statistics and Data Analysis, Volume 112, pages 1-13.