# Stochastic Process Model for Analysis of Longitudinal and Time-to-Event Outcomes

Utilities to estimate parameters of the models with survival functions induced by stochastic covariates. Miscellaneous functions for data preparation and simulation are also provided. For more information, see: (i)"Stochastic model for analysis of longitudinal data on aging and mortality" by Yashin A. et al. (2007), Mathematical Biosciences, 208(2), 538-551, ; (ii) "Health decline, aging and mortality: how are they related?" by Yashin A. et al. (2007), Biogerontology 8(3), 291(302), .

## Features

### Data simulation

• Continuous (one- and multiple-dimensions)
• Discrete (one- and multiple-dimensions)

### Optimisation

• Continuous (one- and multiple-dimensions)
• Discrete (one- and multiple-dimensions)
• Time-dependant coefficients (one-dimensional optimisation)

### How to install

Note: for Windows, please install Rtools: https://cran.r-project.org/bin/windows/Rtools/ Note: compilation under Windows may fail if you run Windows on a virtual machine! Then:

``````install.packages("devtools")
library(devtools)
install_github("izhbannikov/spm")
``````

## Examples

### Test discrete simulation

``````library(stpm)
## Test discrete
data <- simdata_discr(N=1000)
pars <- spm_discrete(data)
pars
``````

### Test projection

``````library(stpm)
# Setting up the model
model.par <- list()
model.par\$a <- matrix(c(-0.05, 1e-3, 2e-3, -0.05), nrow=2, ncol=2, byrow=TRUE)
model.par\$f1 <- matrix(c(90, 35), nrow=1, ncol=2)
model.par\$Q <- matrix(c(1e-8, 1e-9, 1e-9, 1e-8), nrow=2, ncol=2, byrow=TRUE)
model.par\$f <- matrix(c(80, 27), nrow=1, ncol=2)
model.par\$b <- matrix(c(6, 2), nrow=2, ncol=2)
model.par\$mu0 <- 1e-5
model.par\$theta <- 0.11
# Projection
# Discrete-time model
data.proj.discrete <- spm_projection(model.par, N=100, ystart=c(80, 27), tstart=c(30, 60))
plot(data.proj.discrete\$stat\$srv.prob, xlim = c(30, 115))
# Continuous-time model
data.proj.continuous <- spm_projection(model.par, N=100, ystart=c(80, 27), model="continuous", gomp=TRUE)
plot(data.proj.continuous\$stat\$srv.prob, xlim = c(30, 115))
``````

### Time-dependent model

``````library(stpm)
model.par <- list(at = "-0.05", f1t = "80", Qt = "2e-8", ft= "80", bt = "5", mu0t = "1e-5*exp(0.11*t)")
data.proj.time_dependent <- spm_projection(model.par, N=100, ystart=80, model="time-dependent")
plot(data.proj.time_dependent\$stat\$srv.prob, xlim = c(30,105))
``````

### Test prepare_data()

``````library(stpm)
data <- prepare_data(x=system.file("data","longdat.csv",package="stpm"))
``````

### Test sim_pobs()

``````library(stpm)
dat <- sim_pobs(N=500)
``````

### Test spm_pobs()

``````library(stpm)
data <- sim_pobs(N=100)
#Parameters estimation:
pars <- spm_pobs(x=data)
pars
``````

### Test simdata_cont()

``````library(stpm)
dat <- simdata_cont(N=50)
``````

### Test simdata_discr()

``````library(stpm)
data <- simdata_discr(N=100)
``````

### Test simdata_time-dep()

``````library(stpm)
dat <- simdata_time_dep(N=100)
``````

### Test spm_continuous()

``````library(stpm)
data <- simdata_cont(N=50)
pars <- spm_continuous(dat=data,a=-0.05, f1=80, Q=2e-8, f=80, b=5, mu0=2e-5)
pars
``````

### Test spm_discrete()

``````library(stpm)
data <- simdata_discr(N=10)
pars <- spm_discrete(data)
pars
``````

### Test spm()

``````library(stpm)
data.continuous <- simdata_cont(N=1000)
data.discrete <- simdata_discr(N=1000)
data <- list(data.continuous, data.discrete)
p.discr.model <- spm(data)
p.discr.model
p.cont.model <- spm(data, model="continuous")
p.cont.model
p.td.model <- spm(data, model="time-dependent",formulas=list(at="aa*t+bb", f1t="f1", Qt="Q", ft="f", bt="b", mu0t="mu0"), start=list(a=-0.001, bb=0.05, f1=80, Q=2e-8, f=80, b=5, mu0=1e-3))
p.td.model
``````

### Multiple imputation with spm.impute(...)

The SPM offers longitudinal data imputation with results that are better than from other imputation tools since it preserves data structure, i.e. relation between Y(t) and mu(Y(t),t). Below there are two examples of multiple data imputation with function spm.impute(...).

``````library(stpm)

#######################################################
############## One dimensional case ###################
#######################################################

# Data preparation (short format)#
data <- simdata_discr(N=1000, dt = 2, format="short")

miss.id <- sample(x=dim(data)[1], size=round(dim(data)[1]/4)) # ~25% missing data
incomplete.data <- data
incomplete.data[miss.id,4] <- NA
# End of data preparation #

##### Multiple imputation with SPM #####
imp.data <- spm.impute(x=incomplete.data, id=1, case="xi", t1=3, covariates="y1", minp=1, theta_range=seq(0.075, 0.09, by=0.001))\$imputed

##### Look at the incomplete data with missings #####

##### Look at the imputed data #####

#########################################################
################ Two-dimensional case ###################
#########################################################

# Parameters for data simulation #
a <- matrix(c(-0.05, 0.01, 0.01, -0.05), nrow=2)
f1 <- matrix(c(90, 30), nrow=1, byrow=FALSE)
Q <- matrix(c(1e-7, 1e-8, 1e-8, 1e-7), nrow=2)
f0 <- matrix(c(80, 25), nrow=1, byrow=FALSE)
b <- matrix(c(5, 3), nrow=2, byrow=TRUE)
mu0 <- 1e-04
theta <- 0.07
ystart <- matrix(c(80, 25), nrow=2, byrow=TRUE)

# Data preparation #
data <- simdata_discr(N=1000, a=a, f1=f1, Q=Q, f=f0, b=b, ystart=ystart, mu0 = mu0, theta=theta, dt=2, format="short")

# Delete some observations in order to have approx. 25% missing data
incomplete.data <- data
miss.id <- sample(x=dim(data)[1], size=round(dim(data)[1]/4))
incomplete.data <- data
incomplete.data[miss.id,4] <- NA
miss.id <- sample(x=dim(data)[1], size=round(dim(data)[1]/4))
incomplete.data[miss.id,5] <- NA
# End of data preparation #

##### Multiple imputation with SPM #####
imp.data <- spm.impute(x=incomplete.data, id=1, case="xi", t1=3, covariates=c("y1", "y2"), minp=1, theta_range=seq(0.060, 0.07, by=0.001))\$imputed

##### Look at the incomplete data with missings #####

##### Look at the imputed data #####

``````

# New for version 1.7.7

• Version released
• spm_con_1d_g: genetic test for parameter f1 added.

# Reference manual

install.packages("stpm")

1.7.10 by Ilya Y. Zhbannikov, 5 months ago

Browse source code at https://github.com/cran/stpm

Authors: I. Zhbannikov , Liang He , K. Arbeev , I. Akushevich , A. Yashin.

Documentation:   PDF Manual