--- title: "Getting Started with BJM" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{Getting Started with BJM} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- ```{r, include = FALSE} knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ``` ## Overview BJM fits a *backward joint model* of multivariate longitudinal outcomes and time-to-event data, and uses it to make **dynamic predictions**: given a patient's longitudinal history up to some `prediction_time`, predict their risk of an event (and, if desired, their future biomarker values) conditional on survival to that point. Fitting and prediction is a four-step pipeline: 1. `survivalSub()` fits the marginal survival sub-model (and, optionally, a competing-risks sub-model). 2. `longitudinalSub()` fits the longitudinal sub-model(s), one per biomarker. 3. `dynamicPrediction()` combines the two fits to predict a patient's event risk over a future horizon. 4. `dynamicPredictionBio()` additionally predicts a future value of one specific biomarker. This vignette walks through all four steps on the `pbc3` data set that ships with the package, then covers two practical questions that come up once the mechanics are working: how to choose the `bandcount1`/ `bandcount2`/`bandcount3` numerical-integration tuning parameters, and what happens when the pipeline functions are called with malformed inputs. ```{r setup} library(BJM) data(pbc3) ``` `pbc3` is in long format: one row per longitudinal measurement, with baseline covariates (`age`, `sex`, ...) repeated on every row for a given patient, and event-time variables (`years`, `status3`, ...) that are also constant within patient. ## Step 1: Fit the survival sub-model with `survivalSub()` `survivalSub()` needs one row per patient, so we first drop the repeated longitudinal rows. `form_marginal_surv` is a standard `survival::Surv()` formula for the overall event. `form_conditional_cr` is optional: supply it when there is more than one competing event type and you want to predict event-specific risk (here, `status4` distinguishes the two causes among patients who had *some* event). ```{r survival-sub} data_survival_fitting <- pbc3[!duplicated(pbc3$id), ] survival_fit_all <- survivalSub( data_survival_fitting, form_marginal_surv = Surv(years, status3) ~ age + sex, form_conditional_cr = status4 ~ years + age + sex ) survival_fit_all ``` ## Step 2: Fit the longitudinal sub-models with `longitudinalSub()` Each biomarker gets its own fixed-effects formula and random-effects formula, supplied as same-length, same-order lists. `data_fit_all` is a matching list of fitting data sets (one per biomarker) — or a single `data.frame` that is reused for every biomarker, if all biomarkers are fit on the same data. Here we fit two biomarkers, `serBilir` and `albumin`, on the complete-case subset. ```{r longitudinal-sub} long_sub_fixed <- list( "serBilir" = serBilir ~ year + age + sex + (years) + (years) * year, "albumin" = albumin ~ year + age + sex + (years) + (years) * year ) long_sub_random <- list( "serBilir" = ~ year | id, "albumin" = ~ year | id ) data_fit_all <- list(pbc3[pbc3$status3 == 1, ], pbc3[pbc3$status3 == 1, ]) long_fit_all <- longitudinalSub(data_fit_all, long_sub_fixed, long_sub_random) long_fit_all ``` ## Step 3: Predict event risk with `dynamicPrediction()` To predict for a specific patient, build a `data_predict_all` list (one `data.frame` per biomarker, mirroring `data_fit_all`) containing only that patient's measurements *up to* `prediction_time` — later measurements would not be available yet in a real prediction setting. Below we predict, for patient 2, the risk of each event type within one year of `year = 5`. `survival_variable_all`/`survival_trans_function` describe how the raw event-time variable is transformed for the integration grid; see `?dynamicPrediction` for details. ```{r dynamic-prediction} survival_variable_all <- list("Tyears1", "Tyears2", "Tyears3", "Tyears4") survival_trans_function <- list( fun1 = function(x) abs(x - 1), fun2 = function(x) abs(x - 3), fun3 = function(x) abs(x - 5), fun4 = function(x) abs(x - 7) ) data_raw_predict <- pbc3[pbc3$id == 2, ] data_predict_all <- list(data_raw_predict, data_raw_predict) risk <- dynamicPrediction( data_predict_all, long_fit_all, survival_fit_all, prediction_time = 5, horizon = 1, time_variable = "year", survival_variable_all, survival_trans_function, bandcount1 = 10, bandcount2 = 20 ) risk ``` `survival_variable_all`/`survival_trans_function` almost always follow the same convention shown above: variables named `"Tyears1"`, `"Tyears2"`, ..., each the absolute distance from a fixed cut point. `survivalTrans()` builds exactly that pair from a plain vector of cut points, so you do not have to hand-write two matching parallel lists: ```{r survival-trans-helper} trans <- survivalTrans(c(1, 3, 5, 7)) identical(trans$survival_variable_all, survival_variable_all) trans$survival_trans_function[[1]](2) ``` `risk_prob_1` and `risk_prob_2` are the predicted probabilities of experiencing each of the two competing event types within the one-year horizon, conditional on the patient's longitudinal history and survival to `prediction_time`. (`risk_prob_2` is `NULL` whenever `survival_fit_all` was fit without `form_conditional_cr`.) ## Step 4: Predict a future biomarker value with `dynamicPredictionBio()` `dynamicPredictionBio()` answers a different question: not *whether* an event happens, but what a specific biomarker's value is likely to be at `prediction_time + horizon`, conditional on survival. `bio_i` selects the biomarker by its position in `long_fit_all` (`1` = `serBilir` here). ```{r dynamic-prediction-bio} bio_pred <- dynamicPredictionBio( bio_i = 1, data_predict_all, long_fit_all, survival_fit_all, prediction_time = 5, horizon = 1, time_variable = "year", survival_variable_all, survival_trans_function, bandcount2 = 20, bandcount3 = 50 ) bio_pred$Y_predict ``` `Y_predict` is the MAP (most likely) predicted value; `Y_density`/`Y_all` give the full predicted density over a grid of candidate values, which is what `predictPlot()` visualizes (see `?predictPlot`). ## Choosing `bandcount1`, `bandcount2`, `bandcount3` `dynamicPrediction()` and `dynamicPredictionBio()` estimate their outputs by numerical integration over patient-specific time and biomarker grids. The `bandcount*` arguments control how fine those grids are: - **`bandcount1`** (`dynamicPrediction()` only) is the number of grid points spanning the prediction window itself, from `prediction_time` to `prediction_time + horizon`. This is the numerator of the risk probability. - **`bandcount2`** is the number of grid points spanning `[prediction_time, upper_bound]`, where `upper_bound` is set internally to twice the longest observed survival/censoring time among at-risk patients. This approximates "integrating out to infinity" for the denominator that normalizes the risk probability. A wider follow-up range needs a larger `bandcount2` to keep the grid spacing comparable. - **`bandcount3`** (`dynamicPredictionBio()` only) is the number of points in the candidate-biomarker-value grid (`Y_all`) used to build the predicted density and locate its mode (`Y_predict`). It controls the resolution of the density curve, not a time integral. Larger values give more accurate, smoother results at the cost of more computation. There is no universal "correct" value because it depends on how quickly the underlying hazard and biomarker trajectories change and on the length of follow-up in your data — so the practical approach is a **convergence check**: run the prediction once with the defaults, once with every `bandcount*` doubled, and confirm the results barely move. ```{r bandcount-convergence} risk_default <- dynamicPrediction( data_predict_all, long_fit_all, survival_fit_all, prediction_time = 5, horizon = 1, time_variable = "year", survival_variable_all, survival_trans_function, bandcount1 = 10, bandcount2 = 20 ) risk_doubled <- dynamicPrediction( data_predict_all, long_fit_all, survival_fit_all, prediction_time = 5, horizon = 1, time_variable = "year", survival_variable_all, survival_trans_function, bandcount1 = 20, bandcount2 = 40 ) abs(risk_default$risk_prob_1 - risk_doubled$risk_prob_1) abs(risk_default$risk_prob_2 - risk_doubled$risk_prob_2) ``` If doubling the `bandcount*` values changes the result by more than you can tolerate, keep doubling until it doesn't; if it barely changes anything (as above), the smaller, cheaper value is fine to use. The same check applies to `bandcount3` for `dynamicPredictionBio()`. ## Friendly error messages The pipeline functions validate their arguments before doing any model fitting or numerical integration, so common mistakes fail fast with a message that names the offending argument — instead of a cryptic error from deep inside `model.matrix()` or list indexing. For example, passing a single `data.frame` instead of a list to `dynamicPrediction()`: ```{r validation-example, error = TRUE} dynamicPrediction( data_predict_all[[1]], long_fit_all, survival_fit_all, prediction_time = 5, horizon = 1, time_variable = "year", survival_variable_all, survival_trans_function, bandcount1 = 10, bandcount2 = 20 ) ``` or a formula referencing a column that doesn't exist: ```{r validation-example-2, error = TRUE} longitudinalSub(pbc3, serBilir ~ year + not_a_column, ~ year | id) ``` ## Where to go next - `?predictPlot` and `?riskPlot` visualize the outputs of `dynamicPredictionBio()`/`dynamicPrediction()` for a single patient. - `?cmtPlot` plots observed longitudinal trajectories stratified by eventual outcome, useful for checking whether a biomarker looks informative before fitting.