Statistical Methods for Survival Data with Dependent Censoring


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Documentation for package ‘depCensoring’ version 0.1.7

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A B C D E F G I K L M N O P S T U V Y

-- A --

A_step A-step in the EAM algorithm described in KMS19

-- B --

boot.fun Nonparametric bootstrap approach for the dependent censoring model
boot.funI Nonparametric bootstrap approach for the independent censoring model
boot.nonparTrans Nonparametric bootstrap approach for a Semiparametric transformation model under dependent censpring
Bspline.unit.interval Evaluate the specified B-spline, defined on the unit interval
Bvprob Compute bivariate survival probability

-- C --

cbMV Combine bounds based on majority vote.
check.args.pisurv Check argument consistency.
chol2par Transform Cholesky decomposition to covariance matrix
chol2par.elem Transform Cholesky decomposition to covariance matrix parameter element.
Chronometer Chronometer object
clear.plt.wdw Clear plotting window
CompC Compute phi function
control.arguments Prepare initial values within the control arguments
copdist.Archimedean The distribution function of the Archimedean copula
cophfunc The h-function of the copula
coppar.to.ktau Convert the copula parameter the Kendall's tau
cr.lik Competing risk likelihood function.

-- D --

D.hat Obtain the diagonal matrix of sample variances of moment functions
dat.sim.reg.comp.risks Data generation function for competing risks data
dchol2par Derivative of transform Cholesky decomposition to covariance matrix.
dchol2par.elem Derivative of transform Cholesky decomposition to covariance matrix element.
dD.hat Obtain the matrix of partial derivatives of the sample variances.
Distance Distance between vectors
dLambda_AFT_ll Derivative of link function (AFT model)
dLambda_Cox_wb Derivative of link function (Cox model)
dm.bar Vector of sample average of each moment function (\bar{m}_n(theta)).
do.optimization.Mstep Optimize the expected improvement
draw.sv.init Draw initial set of starting values for optimizing the expected improvement.
DYJtrans Derivative of the Yeo-Johnson transformation function

-- E --

EAM Main function to run the EAM algorithm
EAM.converged Check convergence of the EAM algorithm.
EI Expected improvement
estimate.cf Estimate the control function
estimate.cmprsk Estimate the competing risks model of Rutten, Willems et al. (20XX).
E_step E-step in the EAM algorithm as described in KMS19.

-- F --

feasible_point_search Method for finding initial points of the EAM algorithm
fitDepCens Fit Dependent Censoring Models
fitIndepCens Fit Independent Censoring Models

-- G --

G.box Family of box functions
G.cd Family of continuous/discrete instrumental function
G.cd.mc Family of discrete/continuous instrumental functions, in the case of many covariates.
G.hat Compute the Gn matrix in step 3b of Bei (2024).
G.spline Family of spline instrumental functions
generator.Archimedean The generator function of the Archimedean copula
get.anchor.points Get anchor points on which to base the instrumental functions
get.cond.moment.evals Compute the conditional moment evaluations
get.cvLLn Compute the critical value of the test statistic.
get.deriv.mom.func Matrix of derivatives of conditional moment functions
get.dmi.tens Faster implementation to obtain the tensor of the evaluations of the derivatives of the moment functions at each observation.
get.extra.Estep.points Get extra evaluation points for E-step
get.instrumental.function.evals Evaluate each instrumental function at each of the observations.
get.mi.mat Faster implementation of vector of moment functions.
get.next.point Obtain next point for feasible point search.
get.starting.values Main function for obtaining the starting values of the expected improvement maximization step.
get.test.statistic Obtain the test statistic by minimizing the S-function over the feasible region beta(r).
gridSearch Grid search algorithm for finding the identified set
gs.algo.bidir Rudimentary, bidirectional 1D grid search algorithm.
gs.binary Return the next point to evaluate when doing binary search
gs.interpolation Return the next point to evaluate when doing interpolation search
gs.regular Return the next point to evaluate when doing regular grid search

-- I --

insert.row Insert row into a matrix at a given row index
IYJtrans Inverse Yeo-Johnson transformation function

-- K --

Kernel Calculate the kernel function
ktau.to.coppar Convert the Kendall's tau into the copula parameter

-- L --

Lambda_AFT_ll Link function (AFT model)
Lambda_Cox_wb Link function (Cox model)
Lambda_inverse_AFT_ll Inverse of link function (AFT model)
Lambda_inverse_Cox_wb Inverse of link function (Cox model)
lf.delta.beta1 Loss function to compute Delta(beta).
lf.ts 'Loss function' of the test statistic.
LikCopInd Loglikehood function under independent censoring
Likelihood.Parametric Calculate the likelihood function for the fully parametric joint distribution
Likelihood.Profile.Kernel Calculate the profiled likelihood function with kernel smoothing
Likelihood.Profile.Solve Solve the profiled likelihood function
Likelihood.Semiparametric Calculate the semiparametric version of profiled likelihood function
LikF.cmprsk Second step log-likelihood function.
likF.cmprsk.Cholesky Wrapper implementing likelihood function using Cholesky factorization.
LikGamma1 First step log-likelihood function for Z continuous
LikGamma2 First step log-likelihood function for Z binary.
LikI.bis Second likelihood function needed to fit the independence model in the second step of the estimation procedure.
LikI.cmprsk Second step log-likelihood function under independence assumption.
LikI.cmprsk.Cholesky Wrapper implementing likelihood function assuming independence between competing risks and censoring using Cholesky factorization.
likIFG.cmprsk.Cholesky Full likelihood (including estimation of control function).
loglike.clayton.unconstrained Log-likelihood function for the Clayton copula.
loglike.frank.unconstrained Log-likelihood function for the Frank copula.
loglike.gaussian.unconstrained Log-likelihood function for the Gaussian copula.
loglike.gumbel.unconstrained Log-likelihood function for the Gumbel copula.
loglike.indep.unconstrained Log-likelihood function for the independence copula.
log_transform Logarithmic transformation function.
Longfun Long format
LongNPT Change H to long format

-- M --

m.bar Vector of sample average of each moment function (\bar{m}_n(theta)).
MSpoint Analogue to KMS_AUX4_MSpoints(...) in MATLAB code of Bei (2024).
M_step M-step in the EAM algorithm described in KMS19.

-- N --

NonParTrans Fit a semiparametric transformation model for dependent censoring
normalize.covariates Normalize the covariates of a data set to lie in the unit interval by scaling based on the ranges of the covariates.
normalize.covariates2 Normalize the covariates of a data set to lie in the unit interval by transforming based on PCA.

-- O --

Omega.hat Obtain the correlation matrix of the moment functions
optimlikelihood Fit the dependent censoring models.

-- P --

parafam.d Obtain the value of the density function
parafam.p Obtain the value of the distribution function
parafam.trunc Obtain the adjustment value of truncation
ParamCop Estimation of a parametric dependent censoring model without covariates.
Parameters.Constraints Generate constraints of parameters
pi.surv Estimate the model of Willems et al. (2024+).
plot_addpte Draw points to be evaluated
plot_addpte.eval Draw evaluated points.
plot_base Draw base plot
power_transform Power transformation function.
PseudoL Likelihood function under dependent censoring

-- S --

S.func S-function
ScoreEqn Score equations of finite parameters
SearchIndicate Search function
set.EAM.hyperparameters Set default hyperparameters for EAM algorithm
set.GS.hyperparameters Set default hyperparameters for grid search algorithm
set.hyperparameters Define the hyperparameters used for finding the identified interval
Sigma.hat Compute the variance-covariance matrix of the moment functions.
SolveH Estimate a nonparametric transformation function
SolveHt1 Estimating equation for Ht1
SolveL Cumulative hazard function of survival time under dependent censoring
SolveLI Cumulative hazard function of survival time under independent censoring
SolveScore Estimate finite parameters based on score equations
summary.depFit Summary of 'depCensoringFit' object
summary.indepFit Summary of 'indepCensoringFit' object
SurvDC Semiparametric Estimation of the Survival Function under Dependent Censoring
SurvDC.GoF Calculate the goodness-of-fit test statistic
SurvFunc.CG Estimated survival function based on copula-graphic estimator (Archimedean copula only)
SurvFunc.KM Estimated survival function based on Kaplan-Meier estimator
SurvMLE Maximum likelihood estimator for a given parametric distribution
SurvMLE.Likelihood Likelihood for a given parametric distribution

-- T --

TCsim Function to simulate (Y,Delta) from the copula based model for (T,C).
test.point_Bei Perform the test of Bei (2024) for a given point
test.point_Bei_MT Perform the test of Bei (2024) simultaneously for multiple time points.

-- U --

uniformize.data Standardize data format

-- V --

variance.cmprsk Compute the variance of the estimates.

-- Y --

YJtrans Yeo-Johnson transformation function