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Package fastAFT performs fast censored linear regression
for the accelerated failure time (AFT) model of Huang (2013).
This procedure is illustrated with the Mayo primary biliary
cholangitis dataset as given in package survival.
## 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
#> $weight
#> [1] "Gehan"
#>
#> $beta
#> [1] -0.02549952 -0.92412231 -0.55811512 1.49837857 -2.77646687
#>
#> $va
#> [,1] [,2] [,3] [,4] [,5]
#> [1,] 0.0000366406 -0.0003577235 0.0001358624 0.0004583965 -0.001044045
#> [2,] -0.0003577235 0.0455455105 -0.0010112747 0.0249373432 -0.036766480
#> [3,] 0.0001358624 -0.0010112747 0.0045359974 0.0072801994 -0.022131922
#> [4,] 0.0004583965 0.0249373432 0.0072801994 0.2643719225 0.074493701
#> [5,] -0.0010440445 -0.0367664801 -0.0221319222 0.0744937012 0.604187156
#>
#> $qif
#> [1] 1.652073e-06
#>
#> $message
#> [1] "success"
#>
#> $imsg
#> [1] 0
#>
#> $beta1stp
#> [1] -0.02513122 -0.91952836 -0.55245514 1.49800515 -2.73113455
#>
#> $qif1stp
#> [1] 0.02322713
#>
#> $betainit
#> [1] -0.02499105 -0.83864113 -0.55202403 1.46409001 -2.11973992
#>
#> $qifinit
#> [1] 1.790893
# logrank weight
fit.l <- faft(pbc_analy[,1],pbc_analy[,2],pbc_analy[,-c(1,2)],weight="logrank")
fit.l
#> $weight
#> [1] "logrank"
#>
#> $beta
#> [1] -0.02578363 -0.71082797 -0.57494006 1.63506302 -1.84854122
#>
#> $va
#> [,1] [,2] [,3] [,4] [,5]
#> [1,] 2.657226e-05 -0.0001535839 4.308784e-05 0.0003384092 -5.294887e-05
#> [2,] -1.535839e-04 0.0543384863 -3.602356e-04 0.0433629858 -2.580506e-02
#> [3,] 4.308784e-05 -0.0003602356 3.358849e-03 0.0042775322 -9.645149e-03
#> [4,] 3.384092e-04 0.0433629858 4.277532e-03 0.2672978288 4.598259e-02
#> [5,] -5.294887e-05 -0.0258050586 -9.645149e-03 0.0459825945 4.787629e-01
#>
#> $qif
#> [1] 3.209577e-06
#>
#> $message
#> [1] "success"
#>
#> $imsg
#> [1] 0
#>
#> $beta1stp
#> [1] -0.02601255 -0.74051774 -0.57580009 1.60894096 -1.81817896
#>
#> $qif1stp
#> [1] 0.00877687
#>
#> $betainit
#> [1] -0.02499105 -0.83864113 -0.55202403 1.46409001 -2.11973992
#>
#> $qifinit
#> [1] 0.5322754Huang, Y. (2013) Fast censored linear regression. Scandinavian Journal of Statistics 40, 789–806.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.