## ----setup, include = FALSE--------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) have_survival <- requireNamespace("survival", quietly = TRUE) have_survRM2 <- requireNamespace("survRM2", quietly = TRUE) have_survAH <- requireNamespace("survAH", quietly = TRUE) have_nph <- requireNamespace("nph", quietly = TRUE) have_nphRCT <- requireNamespace("nphRCT", quietly = TRUE) ## ----load--------------------------------------------------------------------- library(FastSurvival) ## ----data, eval = have_survival----------------------------------------------- library(survival) # German Breast Cancer Study Group cohort str(gbsg[, c("rfstime", "status", "hormon")]) table(hormon = gbsg$hormon) ## ----km, eval = have_survival------------------------------------------------- # survfit_fast assumes time-sorted input; the C++ core groups tied times in the # survival::survfit risk-set convention, so the data only need ordering by time. ord <- order(gbsg$rfstime) fast <- survfit_fast(gbsg$rfstime[ord], gbsg$status[ord], t_eval = 1000, conf.type = "log-log") fit <- survfit(Surv(rfstime, status) ~ 1, data = gbsg) ref <- summary(fit, times = 1000) data.frame( quantity = c("survival", "std.err"), fast = c(unclass(fast)["surv"], unclass(fast)["std.err"]), survival = c(ref$surv, ref$std.err), row.names = NULL ) ## ----logrank, eval = have_survival-------------------------------------------- fast_lr <- survdiff_fast(gbsg$rfstime, gbsg$status, gbsg$hormon, control = 0, side = 1) ref_lr <- survdiff(Surv(rfstime, status) ~ hormon, data = gbsg) c(fast = as.numeric(fast_lr)^2, survival = ref_lr$chisq) ## ----wlr, eval = have_survival && have_nph------------------------------------ fh_grid <- data.frame(rho = c(0, 1, 0, 1), gamma = c(1, 0, 0, 1)) do.call(rbind, lapply(seq_len(nrow(fh_grid)), function(i) { r <- fh_grid$rho[i] g <- fh_grid$gamma[i] fast <- as.numeric(survdiff_fast(gbsg$rfstime, gbsg$status, gbsg$hormon, control = 0, side = 1, weight = "fh", rho = r, gamma = g)) nph_chisq <- nph::logrank.test(gbsg$rfstime, gbsg$status, gbsg$hormon, rho = r, gamma = g)$test$Chisq data.frame(rho = r, gamma = g, fast = fast^2, nph = nph_chisq) })) ## ----cox, eval = have_survival------------------------------------------------ fast_hr <- coxph_fast(gbsg$rfstime, gbsg$status, gbsg$hormon, control = 0, side = 1) ref_cox <- coxph(Surv(rfstime, status) ~ hormon, data = gbsg) c(fast = unclass(fast_hr)["coef"], cox = unname(coef(ref_cox))) ## ----rmst, eval = have_survival && have_survRM2------------------------------- library(survRM2) tau <- 1000 fast_rmst <- rmst_fast(gbsg$rfstime, gbsg$status, gbsg$hormon, control = 0, tau = tau, side = 1) ref_rmst <- rmst2(time = gbsg$rfstime, status = gbsg$status, arm = gbsg$hormon, tau = tau) c(fast = unclass(fast_rmst)["diff"], survRM2 = ref_rmst$unadjusted.result[1, 1]) ## ----wmst, eval = have_survival----------------------------------------------- tau1 <- 200 tau2 <- 1000 fast_wm <- wmst_fast(gbsg$rfstime, gbsg$status, gbsg$hormon, control = 0, side = 1, tau1 = tau1, tau2 = tau2) # Integral of the Kaplan-Meier step function over [lo, hi] for one group. km_window_area <- function(gi, lo, hi) { sf <- survfit(Surv(rfstime, status) ~ 1, data = gbsg[gbsg$hormon == gi, ]) tk <- c(0, sf$time) sk <- c(1, sf$surv) brk <- sort(unique(c(lo, hi, sf$time[sf$time > lo & sf$time < hi]))) area <- 0 for (b in seq_len(length(brk) - 1L)) { u <- brk[b] su <- sk[max(which(tk <= u))] area <- area + su * (brk[b + 1L] - u) } area } data.frame( group = c("control", "treatment"), fast = unclass(fast_wm)[c("wmst.control", "wmst.treatment")], survfit = c(km_window_area(0, tau1, tau2), km_window_area(1, tau1, tau2)), row.names = NULL ) ## ----wkm, eval = have_survival------------------------------------------------ tmax <- max(gbsg$rfstime) fast_wk <- wkm_fast(gbsg$rfstime, gbsg$status, gbsg$hormon, control = 0, side = 1, weight = "constant") ref_rm <- rmst_fast(gbsg$rfstime, gbsg$status, gbsg$hormon, control = 0, tau = tmax, side = 1) c(wkm.constant = unclass(fast_wk)["wdiff"], rmst = unclass(ref_rm)["diff"]) ## ----milestone, eval = have_survival------------------------------------------ tstar <- 1000 fast_ms <- milestone_fast(gbsg$rfstime, gbsg$status, gbsg$hormon, control = 0, tau = tstar, method = "loglog", side = 1) fit_g <- survfit(Surv(rfstime, status) ~ hormon, data = gbsg) ref_g <- summary(fit_g, times = tstar) data.frame( group = c("control", "treatment"), fast = fast_ms$surv[c("control", "treatment")], survival = ref_g$surv, row.names = NULL ) ## ----medsurv, eval = have_survival-------------------------------------------- fast_med <- medsurv_fast(gbsg$rfstime, gbsg$status, gbsg$hormon, control = 0, side = 1, method = "nph") fit_med <- survfit(Surv(rfstime, status) ~ hormon, data = gbsg) med_ref <- summary(fit_med)$table[, "median"] data.frame( group = c("control", "treatment"), fast = unclass(fast_med)[c("median.control", "median.treatment")], survival = c(med_ref[1], med_ref[2]), row.names = NULL ) ## ----ahsw, eval = have_survival && have_survAH-------------------------------- library(survAH) tau <- 1000 fast_ah <- ahsw_fast(gbsg$rfstime, gbsg$status, gbsg$hormon, control = 0, tau = tau, side = 1) ref_ah <- ah2(time = gbsg$rfstime, status = gbsg$status, arm = gbsg$hormon, tau = tau) data.frame( quantity = c("AH (control)", "AH (treatment)"), fast = unclass(fast_ah)[c("ah.ctrl", "ah.trt")], survAH = c(ref_ah$ah["AH (arm0)", "Est."], ref_ah$ah["AH (arm1)", "Est."]), row.names = NULL ) ## ----ahr, eval = have_survival------------------------------------------------ tau <- 1000 fast_ahr <- ahr_fast(gbsg$rfstime, gbsg$status, gbsg$hormon, control = 0, tau = tau, side = 1) g <- gbsg$hormon ev <- c(gbsg$rfstime[g == 0 & gbsg$status == 1], gbsg$rfstime[g == 1 & gbsg$status == 1]) grid <- sort(unique(c(0, ev[ev <= tau], tau))) km_on_grid <- function(gi) { sf <- survfit(Surv(rfstime, status) ~ 1, data = gbsg[g == gi, ]) approxfun(sf$time, sf$surv, method = "constant", yleft = 1, rule = 2, f = 0)(grid) } S0 <- km_on_grid(0) S1 <- km_on_grid(1) m <- length(grid) dS0 <- S0 - c(1, S0[-m]) GL <- S0[m] * S1[m] ref_theta_ctrl <- -sum(S1 * dS0) / (1 - GL) data.frame( quantity = c("theta (control)", "theta (treatment)", "AHR"), fast = c(fast_ahr$theta[[1]], fast_ahr$theta[[2]], fast_ahr$ahr), reference = c(ref_theta_ctrl, 1 - ref_theta_ctrl, (1 - ref_theta_ctrl) / ref_theta_ctrl), row.names = NULL ) ## ----maxcombo, eval = have_survival && have_nph------------------------------- rho <- c(0, 0, 1) gamma <- c(0, 1, 0) fast_mc <- maxcombo_fast(gbsg$rfstime, gbsg$status, gbsg$hormon, control = 0, side = 1, rho = rho, gamma = gamma) nph_mc <- nph::logrank.maxtest(gbsg$rfstime, gbsg$status, gbsg$hormon) data.frame( weight = c("FH(0,0)", "FH(0,1)", "FH(1,0)"), fast = abs(attr(fast_mc, "z")), nph = abs(nph_mc$tests$z), row.names = NULL ) ## ----rmw, eval = have_survival && have_nphRCT--------------------------------- gbsg_df <- data.frame( time = gbsg$rfstime, event = gbsg$status, arm = factor(ifelse(gbsg$hormon == 0, "control", "experimental"), levels = c("control", "experimental")) ) fit_rmw <- rmw_fast(gbsg_df$time, gbsg_df$event, gbsg_df$arm, control = "control", side = 1, s_star = 0.5) z_lr_nph <- nphRCT::wlrt(Surv(time, event) ~ arm, data = gbsg_df, method = "mw", s_star = 1)$z z_mw_nph <- nphRCT::wlrt(Surv(time, event) ~ arm, data = gbsg_df, method = "mw", s_star = 0.5)$z data.frame( component = c("log-rank (s_star = 1)", "modestly-weighted (s_star = 0.5)"), fast = abs(attr(fit_rmw, "z")), nphRCT = abs(c(z_lr_nph, z_mw_nph)), row.names = NULL )