NEWS | R Documentation |
NEWS file for the survival package
Changes in version 3.7-0
Add n.id element to the coxph object, for a call that uses the id argument
Remove as.integer.Surv and as.numeric.Surv; essentially treat Surv as a matrix for this purpose. The as.numeric.Surv method never worked anyway, as it should have been as.double.Surv
Run all tests and submit to CRAN
Changes in version 3.6-5
Update nearly all uses of partially matched arguments, e.g., fit$coef to fit$coefficients. (MichaelChirico)
Fix error in concordance for a coxph model with (time1, time2) data and timewt='S'. Add new test to tests/concordance3.R. Error pointed out by Shaunson26.
Begin movement of many vignettes to the survivalVignettes package. See the "other vignettes" vignette stub for more information.
Fix error in predict.coxph pointed out by Julianna Harwood. Add text to the help file to clarify prediction at per-subject vs a global time. Add new test file predsurv.R
Add a data.frame option to summary.survfit and summary.survfitms; it causes the result to be in data frame form.
Changes in version 3.6-4
Oversight in final CRAN submission, change version number and resubmit
Changes in version 3.6-3
Fix small bug in residuals.survfit wrt labeling rows of the output. Update helpfile to describe the dimnames.
Submit to CRAN
Changes in version 3.6-2
Change survfitaj.c to avert a spurious compiler warning which made the CRAN input unhappy
Changes in version 3.6-1
Major update to survfit routines. Infinitesimal jackknife (IJ) residuals are now primarily computed using the residuals() function post fit, de-emphasizing return of an influence component from the fit, with significant work to make the residuals function computationally efficient. New tests for many edge cases.
Addition of a "methods" vignette to more fully document formulas and code, begining a move away from noweb documentation.
Add test case for the 'extended KM', one where subjects change arms in mid-stream. (I'm not a fan, but some advocate it.) This uncovered some inconsistencies in the n.risk and n.censor values; the survival estimates themselves were correct. For a subject with data of (1, 5+), (5, 7), say, there is no "censor" at time 5; the prior code sometimes emited an unneeded output line for such rows.
Add n.id to the survfit object= number of unique id values used in creating a curve; available when the survfit call contains an id argument. This is used as "n" in the default printout. Useful when a subject spans multiple rows.
Add a new option to survfit. If
entry=TRUE
the output will containn.enter
= the number of entries at this time; new rows are added for each unique entry time. The default option of FALSE creates rows only at event/censor times; the historical behavior.Fix a bug in survfit.coxph. If the start.time option resulted in 0 subjects for a curve it didn't catch it properly.
Update the US and Minnesota rate tables, adding years up to 2020.
Updates to the Aalen-Johansen, i.e., survfit when 'status' is a factor variable. 1. If case weights varied between rows in the same cluster, the infinitesimal jackknife could be wrong and hence the variance incorrect. 2. n.censor is now reported per state 3. new elements of n.transtions and count.
Changes in version 3.5-7
Improve the algorithm for score residuals from O(ndp) to O((n+d)p), where n= number of observations, d= number of events, p = number of covariates. For large data sets this can have a substantial impact. (Score residuals are used for robust variance.)
Add short vignette on how we compute mulitstate Cox model curves.
13Aug23, check dependent CRAN packages (860) and submit to CRAN
Changes in version 3.5-6
Fix error in a (time1, time2) coxph model with both strata and tt() terms; pointed out by Pierre Joly. Add a new test case for this to the tests directory.
Small update to coxph prompted by a user query: for a model with an offset, the mean offset is no longer subtracted from the linear.predictor component. This make it agree with predict.coxph.
Add the brier function, along with tests and a new vignette. Update rttright and strengthen the tests.
Update coxph.detail; the roder argument now applies to the x, y, and riskmat components.
Changes in version 3.5-5
Add the hoel data set, cancer in irradiated male mice, found in Kalbfleisch and Prentice. It is useful for illustrating competing risks.
Update some S3 methods in NAMESPACE, and rename the internal terms.inner function to innerterms. Both were generating warnings with the latest CRAN check suite.
Submit to CRAN
Changes in version 3.5-4
Update the help file for the finegray command. It was incorrect with respect to time-dependent covariates.
Add model= as an option to survfit, and add a model.frame.survfit method. These are needed to call the survfit/pseudo pair inside another function.
Small bug in survfit: if start.time was present, the 'type' element could be missing from the output object.
Enhance the concordance command: one can now put multiple predictions on the right hand side of the equation; this will give the set of concordances and their variance-covariance matrix.
Add a couple of overlooked S3 methods to the NAMESPACE
Changes in version 3.5-3
Fix final compiler warnings that affect CRAN
Restore backwards compatability for ratetable() calls in a formula. The feature is used by the relsurv package.
Add information on trust regions to the fail directory.
Changes in version 3.5-2
New release for CRAN; chase down some challenging (for me) C-code memory issues
Clean up test case for drop.special
Changes in version 3.5-1
Minor edits to survreg (fit$coef to fit$coefficients) and summary.coxph (a model with only an offset)
Fix error in fastkm.c (new routine, edge case, no one had found it yet.)
Fix a few niggles in .c code, found by the new compiler chain
Remove backwards compatability for ratetable() calls in a formula; this was changed in the main code many years ago.
Changes in version 3.5-0
Final check and updates for CRAN submission
Changes in version 3.4-2
For a multi-state coxph model, the default is now ties='breslow'. When there is a tied transition of the same type, A:B and A:B say, the Efron approx is justified and was correctly computed. However, ties of different types such as an A:B and A:C (competing risks) transition at the same time or A:B and C:D are effectively ignored by the code; and this would be very hard to change. Using Breslow rather than a partial Efron was felt to be more defensible.
Add the survcondense function.
Improve tmerge handling of a wide data set and add a test case for it. Add a caution to the vignette wrt using wide data sets.
Improve the speed of concordance (request of Frank H). Update the vignette and add more tests.
Fix bug in cox.zph: if there was any NA coefficient in the coxph fit, the residuals used for the plot would also be NA.
Run all tests and submit to CRAN (2023-01-06)
Changes in version 3.4-1
Add newdata argument to basehaz, along with more documentation
survfit.coxph would fail for the combination of newdata and a model with only an offset term, fixed
Add a check to pseudo. The algorithm was not designed for a survfit curve from interval censored data, but still produced a result (assuredly an incorrect one). Interval censored curves now have type='interval' to help support this.
Predict.coxph with reference='zero' and missing newdata incorrectly assumed it could simply return fit$residuals. Pointed out by David Collett.
Change the prototype in a few .c routines, per a request from CRAN. (chinv.c for instance was using the old K&R style declaration, which shows how long ago it was written.)
Check and submit to CRAN
Changes in version 3.4-0
Replace .[terms call in predict.coxph with drop.term(); due to an error in [.term discovered by Jorge Menezes. Add dropterm.R to the test suite.
Fix all errors in R CMD check, and submit to CRAN
Changes in version 3.3-2
Error in concordance(fit, newdata) if newdata had missing values: the derived x and y could be different lengths.
Add test cases for the (rather difficult) case of predicted survival for multi-state coxph model that has shared hazards
nsk(..., Boundary.knots=FALSE) was not being handled properly.
Fix error in terms.inner; it failed for a function with no arguments. Pointed out by Daniel Sjberg and Duncan Murdoch.
Remove Sint from C code.
anova.coxph sometimes used P(>Chi) and somtimes Pr(>Chi) as a printout label, depending on the argument; the base packages all use "Pr". Changed this to be consistent.
Changes in version 3.3-1
Update the saved tests/Examples/survival-Ex.Rout.save file so as to remove timings, at the behest of CRAN. (Footnote 21 in the packages manual talks about this.)
Changes in version 3.3-0
Change any calls to Calloc or Free in the C code to R_Calloc and R_Free, at the request of R core.
Fix an oversight in aareg: when coxph and survreg were converted from using +cluster() in a formula to cluster as an argument, that same change needed to be made in aareg. Pointed out by zdgager.
The std of the cumulative hazard is now present, for select cases of a coxph model curve. More work remains to be done to return the std for all cases.
Add a paragraph to the help page for survfit.Rd, pointing out that robust variance is now the default for interval censored data, and why.
Add the median.survfit method
Improve the examples in pseudo.Rd
Fix error in survreg.distributions$gaussian$deviance. The deviance of an interval censored observation was NA due to a sign that was backwards, leading to log of a negative value. (Simple typo.)
Error in predict.coxph: it would fail for a model that had two strata terms. Reported by Hanna Frick.
Fix github issue 130. If newdata contained the strata information, and there was only one curve requested, survfit.coxph would return too many curves.
Changes in version 3.2-15
Fix an inconsistency with the start.time argument. One of the survfit paths would include an event at start.time (curve starts with an immediate drop) others did not. All paths now do so. This makes start.time=0 behave the same as ordinary survfit, without the argument, when there is a death at time 0.
Changes in version 3.2-14
Update the royston function to report the scaled Cox-Snell R-squared as the Nagelkerke estimate, and clarify the documentation.
Update for coxph with ties=exact, for the case of an infinite coefficient where the information matrix becomes singular. Code for this case had been developed for coxfit6.c (Breslow/Efron) but not replicated in coxexact.c
Changes in version 3.2-13
Clarify some sentences in tmerge help file.
Fix a memory access error in concordance3.c, found by CRAN.
Add the drop.special function (internal) to work around offset problems in [.terms.
Changes in version 3.2-12
Avoid a downstream error from infinte coefficients in coxph. In special case it would fail by passing an NA to C code.
The df column from cox.zph could be incorrect for a coxme model.
cox.zph would crash for a coxme model whose random effect contained a factor (odd issue with model.frame).
yates error for a coxph model with a strata * covariate interaction
Clarify documentation for the royston command.
Add error for survexp applied to a multistate model.
Make the labeling of restricted mean consistent in print and summary, for single state and multistate survfit.
With just the right data the coxexact.c routine would do a very inefficient calculation: so slow it appeared to be an infinite loop.
Bug in pspline.R: I had neglected to include 'degree' in the retained arguments for makepredictcall.
Fix scale factor error in cholesky3.c, which could cause it to incorrectly mark a column as singular. Found via a survreg example from Nathan Adams, where y had large values.
2021-08-12: update CRAN
Changes in version 3.2-11
Missing labels for the "pairwise" option in yates(), fixed.
Bug in plot.survfit – could not use conf.int=T and xmax in the same call. Pointed out by Dirk Larson.
Failure of survfit, when applied to a multi-state coxph model with strata(). Repaired and added this as a test case.
Change seq(along= to seq(along.with=, to match the complete argument name.
In pyears(...,data.frame=TRUE), if the levels of a tcut are numeric return a numeric rather than a factor. (Version 2.4 feature that had been inadvertently removed.)
Fix mistake in survfit.coxphms(..., stype=1): had pmin when I meant pmax. (Resulting curves were not even close.) Add a test case.
update anova.survreg to have class("anova", "data.table"). Error pointed out by Daniel Sjoberg.
Changes in version 3.2-10
CRAN valgrind checks discovered an uninitialized vector in one of the C routines. Now fixed. Updated version is now on CRAN.
Changes in version 3.2-9
More careful tests of the rttright function.
Fix bug in tmerge that was introduced in 3.2-8. A new consistency check was too aggressive and would flag a legal dataset.
Fix tmerge bug reported by E Lundt: if two or more additions were before the start of a subject's timeline, tdc would pick the first rather than the last. sou
Add the last test case for residuals.survfit (auc for tstart, tstop data), and yes, it uncovered an error.
Error in survit.coxph for a multistate fit with strata, an array dimension was wrong (but contents correct). It led to downstream problems with print and plot. Pointed out by Matthew Hall.
Add ability for a multistate coxph model to have shared (proportional) baselines for transitions.
The coxph routine no longer recenters 0/1 predictors (fit$mean will be 0), per the default value of the new
nocenter
argument. Application of survfit to a coxph model without specifying newdata remains a bad idea, but this change makes it a little less bad since for factors the curve will refer to the reference level. The results of predict(fit) are now more defensible for a factor variable.Add an explicit error message for survreg() with a frailty term. This usage was never supported – it is integrating out the appropriate density for a coxph model, which is the wrong one for survreg – but because the code would run we've found that people assumed it must be right, despite a statement to the contrary in the survival vignette. Long overdue fix.
Changes in version 3.2-8
In tmerge, if data2 contains identifiers not found in data1 these rows are now counted in the "missid" column of the tcount attribute, rather than treated as an error.
In a survfit() call with the start.time option, if one curve had no subjects past the start time the dim of the result was wrong, leading to multiple downstream failures.
Add a scale argument to quantile.survfit.
Revert a change to plot.survfit, which was the use of clip() to keep lines away from the right margin. This had some unforseen downstream consequences, e.g., later addition of a legend.
Minor fix to survcheck: if the events table had only 1 row the matrix property was lost. Pointed out by Oleguer Plana-Ripoll.
Error in plot.survfit: the noplot argument had been overlooked for the confidence intervals, and the wrong interval could be matched to each curve.
The neardate routine implicitly assumed that data set 2 was in sorted order, if it is not an error message ensues from the internal call to findInterval. Now repaired and a new test added. Pointed out by Bruce Macwilliams.
Add an error message to survfit recognizing that it can not yet deal with multistate coxph models that have shared baseline hazards.
Add the pseudo function for psuedo-values. The vignette is in vignette2 since it uses svyglm (survey) to get proper standard errors (see the 'other' vignette). Add supporting routine residuals.survfit (which does the real work.)
Add the nsk function.
Add the aggregate.survfit method
Formally depricate survConcordance, replaced with the more capable concordance method which has formula, lm, glm, and coxph methods.
Changes in version 3.2-7
Fix one URL, revealed by the CRAN submission.
Column labels had been lost on the riskmat argument of coxph.detail, which broke the linERR package. Found in reverse dependency checks for CRAN.
Changes in version 3.2-5
Fix error in summary.coxph.penal; it was incorrectly copying se(concordance) to the new object.
Minor error in survfit.coxphms; it would fail if the model had an NA coefficient.
Relax a check in concordance, to allow comparing two models with the same subjects but different response vector.
If multiple strata() terms were first in a coxph model, the labels of the assign component would be incorrect, which affected labeling of cox.zph results (numeric values were correct, however).
The riskmat option of the coxph.detail command now returns the matrix in data order rather than time-sorted order.
The summary.survfit function had overlooked the std.chaz component when subsetting based on the times argument.
The documentation for print.survfit stated that rmean="common" would use the largest time across curves, the code had the median. Make code agree with the documentation. Pointed out by Qingxia Chen.
Add the rttright function (redistribute to the right) and the R^2 measure of Royston and Sauerbrei.
Add residuals.survfit, which will be important for pseudo-values. Still incomplete.
Better hardening of coxph against a particular kind of skewed variable, based on a test case from Michael Young. This had led to the "This should never happen, please contact the author" message.
Changes in version 3.2-4
Add na.omit to the output of survcheck.
Undo an ifelse typo (added in 3.2-3) in survexpm that caused it to return NULL for an upper triangular rate matrix, breaking survfit for a multi-state coxph model. (Upper triangular has the simplest algorithm, and all the tests in the suite were for the more complex cases of course – aargh.)
Changes in version 3.2-3
Fix error in survfit.coxphms: an internal routine was being called with arguments in the wrong order.
Add support routines for the derivative of a matrix exponential, needed for survival curve variance (post Cox model).
Add explicit error message to summary.survfit, when the times argument asks only for times beyond the end of a curve and extend=FALSE.
Clipping could be too tight in plot.survfit.
Changes in version 3.2-2
Add support for "timeline" style survival data. I hope this will be a step forward in usability for multi-state models, since data sets can be built with standard data manipulation tools.
Fix error in survfit.coxphms, the weight vector could be the wrong length when the start.time option was used.
Formulas in a multistate coxph model can now have "-x1" to delete variable x1, in secondary formulas. (Update.formula is now used behind the scenes).
Multistate coxph models now handle strata in full generality – a stratum can apply to all transitions or just to some. One consequence is that the cmap element of the returned fit has been broken into two portions: stratum_map contains strata information and cmap the coefficient information.
Revert (partially) a change to tmerge. Using tdc() to update a variable that already exists in the baseline data was a problem, so tdc had been changed to replace rather than update. Now allow updates to variables created by a prior tdc.
Fix error in survfit, 0/1 status variable: the start.time option worked correctly only if the data set was sorted by time, which unfortunately was true of the test data in tests/survtest.R. Fix code and strengthen the test.
Multiple updates to multi-state coxph models + follow-on curves. A current clinical project is providing a stress test.
Changes in version 3.1-12
Change the default for a robust variance: if there is a cluster argument, non-integer case weight, or an id statement and at least one id has more than one event.
cox.zph would fail if the coxph fit had NA coefficients (something that used to work). Add a test case to futureproof this. Caught by Ville Ponkilainen.
Minor: pyears + data.frame option would not preserve the order of factor levels from a tcut operator.
Edge case from Andrea Jaensch: a coxph model with strata + psline terms, plus a (time1, time2) data set containing observations that do not overlap any events, in just the right spot, could cause an infinite loop in agmart3.c.
Add subset and na.action arguments to survcheck.
Minor updates to plot.survfit and survcheck.
Add cluster= option to replace +cluster() in a formula. Remove all mention of the latter from documentation and examples. Make the cluster, id, and robust options consistent across all the functions.
Fix bug in plot.survfit with xaxs='S'. At some point one line of code got lost.
Changes in version 3.1-11
Add 'n' vector to survcheck, update tests.
Improve multistate coxph printout
Fix a memory reference error in multicheck.c
Changes in version 3.1-10
Fix error in concordance(fit, newdata= xxx): it used the old data at one point. Pointed out by Matjin van't Hooft.
Minor update to tmerge – print a warning when a user attempts to update a variable using tdc, namely that this results in complete replacement of said variable, with no retention of prior values.
Minor fixes to plot.survfit, when both xlim and xaxs='S' are specified. Error and suggested fixes from Heinz Tuechler.
Two failures in makepredictcall.pspline, found by 2 different users, both cases of options that should have been carried forward. A subsequent termplot() call failed if pspline had 'nterm' or 'combine'.
Fix memory leak (forgotten PROTECT) in zph[12].c; caught by B Ripley
Changes in version 3.1-9
The plot.cox.zph function would fail for a stratified model, if some covariate was a constant in one of the strata. The cox.zph routine correctly labeled those points as uninformative via NA, the plot routine needed to actually ignore them.
Changes in version 3.1-8
For a multistate model with no covariates, the start.time value (if present) was inadvertently omitted from the result. This affects the default plot.
Per user request, the tmerge function can now use Dates as the time variable for the merge.
Fix an invalid read (one element past the end of a vector) that could occur in tmerge.c; reported by Brian Ripley.
A multi-state coxph model with strata would fail when parsing the formula, pointed out by Martin van't Hooft.
Changes in version 3.1-7
For a coxph model with covariate*strata interactions the information matrix will be block diagonal, and the cox.zph function would generate a 0/0 when scaling it for plots. This led to a BLAS error on some architectures (reported by B. Ripley within 24 hours of 3.1-6 being published on CRAN). Tests were unaffected, subsequent plots fail due to an infinite axis. Repair, and add more checks to the test suite.
Change in version 3.1-6
Repair issues in coxph.getdata and lines.survfit that were found with reverse dependency checks
Submit to CRAN
Changes in version 3.1-5
Update coxph.getdata and coxph.detail to work with coxphms objects. A deficiency in the first affected cox.zph results for multi-state coxph fits.
Add a formal test suite for the cox.zph routine.
Changes in version 3.1-4
Move some vignettes to the vignette2 directory, found on the github website. Add an index to those files.
Add the timefix option to coxph results, and ensure that downstream survfit calls correctly retain it.
Expand the main survival vignette.
Changes in version 3.1-3
The results of anova.coxph were incorrect for the case of a single model with ties="breslow" and tied event times: the breslow option was not being passed forward to the secondary fits.
Add more sanity checks to anova.coxph, e.g., all models must have used the same ties option.
Update tmerge to allow more variable types as the argument to tdc. A user pointed out that Dates were not preserved; now fixed.
Changes in version 3.1-2
The cox.zph command now refuses models with tt() terms, before it had an incorrect computation.
Fix 2 errors in plot, for survfit of a coxph model. (I had not scanned the pdf pages from the vignettes, which is the only way to verify plots.)
Fix labeling error for combination of pyears, tcut variable, data.frame option. (The numerical values were correct).
Changes in version 3.1-1
Fix error in [.cox.zph, when applied to a stratified model
Changes in version 3.1-0
Respond to some CRAN queries and resubmit.
Better documentation of the survfit0 routine
Add the sas.Rnw vignette to inst/doc: it takes too long to run for inclusion in the vignettes directory
Fix two edge case errors pointed out on github: coxph on a data set with 0 events, and models with only a frailty term
Update residuals.coxph to deal with larger matrices, i.e., change two .C calls to .Call
Changes in version 3.0-11
Multiple small updates, after running tests for all reverse dependencies
Send to CRAN
Changes in version 3.0-10
Make sure all calls to data.frame explicitly select a value for the stringsAsFactors option.
Updates to cox.zph for the singledf option
Add formal test of the cox.zph statistics
Add the sas vignette to the vignettes2 directory (it takes too long to run).
Changes in version 3.0
Major revision of the survfit routines, see the survival vignette.
Allow multi-state coxph models.
Rename remaining .S files as .R
vcov of a survreg object now contains dimnames (important for the stats::confint function)
Subscripting survfit object removes the na.action. This is a loss in the sense that the printout no longer tells us that observations were removed, but the information about which and how many rows were removed was incorrect after the selection.
The survexp function, applied to a coxph model with strata, would sometimes produce extraneous y=0 values at the start of a curve.
Multiple small bug fixes.
Changes in version 2.44-1
Fix error in survreg when the init argument was used.
B. Ripley found/fixed an incorrect size in survfitkm.c, that could lead to memory overwrite and a hard crash.
Changes in version 2.44-0
Add several data sets from the reliability literature, which had been used in the tests directory, to the package's data and add a help page of 'reliability'.
Fix error in residuals.survreg, type="matrix", pointed out by Achim Zelies. Another check has been added to the tests.
The survfit routine now returns the cumulative hazard along with its standard error, and allows for robust variance.
For (start, stop) data, the survfit result only includes unique stop times.
Update plot.survfit to plot the cumulative hazard when fun='cumhaz', rather than plotting log(surv).
The Nagelkerke R^2 has been removed from summary.coxph. The shortcomings of this measure are well known, concordance is a better measure.
A cluster() term is not allowed in the finegray function; now give an explicit error message to that effect.
Track down a failure that occured with some infinite coefficient data sets. When iterations run out, the routine now returns the last successful iterate rather than the last attempt, e.g., if the loglik maximizes at infinity the routine now returns the last step at which the partial likelihood, first and second derivatives were all finite. This stops some downstream "non-finite" messages.
Add concordancefit function to help pages and exports, so other packages can more easily invoke it.
Changes in version 2.43-4
Added a hex sticker. It is found in man/figures.
Small grammar changes in a help page.
Fix bug pointed out by A Ruten-Budde. The coxph routine was not passing the timefix option forward to a subseqent concordance call.
Fine tune the checks for an infinite coefficient. A data set from rehbergT managed to have overflows in the first and second derivative at the same iteration, leading to an update of inf * 0.
Formally add some small reliability data sets to the package, with a help page of 'reliability'. They had been used in the tests.
Changes in version 2.43-2
In concordance, allow y to be an orderable factor (either is.ordered=TRUE or it has only 2 levels), instead of giving an error message. Repair some missing references in the vignette.
Fix an error check in survSplit, when the response has missing values. The routine would fail with an error message when there was no error. (Pointed out by Daniel Wollschläger.)
Fix serious error in the finegray function when called with (start, stop) data, e.g., with time-dependent covariates: the censoring distribution G was incorrect which leads to incorrect weights, including NA. Pointed out by Deqiang Zheng along with an example. (The use of time-dependent covariates in a FG model has serious – I think fatal – statistical issues, however. The FG approach adds extra 'imputed' follow-up to each subject; but what is the future value of a time-dependent covariate over this new interval?)
Update the finegray function to allow case weights. If the original data has sampling weights, for instance, this propogates them properly to the created fgwt variable.
Changes in version 2.43-1
Minor change to the concordance method to better accomodate another package; add one more test case as well.
Change coxph to use concordance() rather than survConcordance. Be aware that this changes the default variance estimate (to a better estimator however).
Add a test to verify that tmerge works with Date objects as the time scale
Add timefix=TRUE option to survdiff
Add code for an edge case to coxph: a data set with no events.
Changes in version 2.43.0
Finish test suite and vignette for concordance.
Run the tests for all packages that depend on survival. Submit to CRAN
Changes in version 2.42-7
Add arguments to survfit: survfit.matrix did not have start.time, and survfitCI did not have p0. Now both of them have both.
Fix two small errors triggered by the new checks for the use of && or || with arguments whose length is >1. Pointed out by Martin Maechler.
Add the concordance function, an upgrade of the older survConcordance function. The latter will be depricated. (The draft vignette still needs some polish.)
Change survreg so that a returned "y" in the object is the original response, not the transformed y used for computation. This was prompted by the concordance.survreg method, but is also more consistent. It forced a change in residuals.survreg and uncovered a long standing bug for any fit that had specified y=FALSE.
Fix bug pointed out by C McCort: tmerge with "tdc(time, x)" would fail if x is of mode character. Add this case to the test suite.
Changes in version 2.42-6
Remove the cbind.Surv and rbind.Surv methods. The problem is when one is called with mixed arguments, e.g. cbind(Surv(1:4), data.frame(x=6:9, z=c('a', 'b', 'a', 'a')) In the above cbind.Surv is never called, but the presence of a cbind.Surv method messes up the default behavior, see the Dispatch section of help('cbind').
Changes in version 2.42-5
Add a plot.Surv method per the suggestion of Goran Brostram. Improve the cbind.Surv and rbind.Surv methods to handle mixed argument lists (when there are some Surv arguments and some not).
Add a Survmethods.Rd page documenting the added methods.
Add "F" and "S" to the list of fun= arguments to plot.survfit, they are aliases for "event" and "identity", respectively.
Changes in version 2.42-4
Undo a bug that was introduced in tmerge in 2.42-3; an essential line got commented out with the result that if sequential tmerge calls modify the same variable only the final change was retained. Add a check to the test suite to prevent this in the future.
Improve multi-state survfit when the input data has extra censored rows, e.g., a subject with transitions to state 1 at time 2 and state 2 at time 8 but data of (0,2,1), (2,5,0), (5,8,2); the survSplit routine often generates such rows. Formerly the transitions table in the output would be incorrect for this case, and the life table would get an extra "censoring" line at time 5. The estimated P(state) and its se was correct.
Fix an edge case in tmerge, when using cumevent and the input data has a 'censored' row. Add a test for this, and for another edge case of repeated updates at the same time point.
repair xtfrm.Surv: it had returned a partial ordering for survival objects (like order()), it instead needs to be the analog of order(order(x)), a vector of integers with the same sort order as x. Add test cases and a manual page.
Add more Surv methods: head, tail, rep, rbind, c, rev, t, mean, median, plot, points, lines, levels.
Changes in version 2.42-3
Remove the coxph warning "X matrix deemed to be singular". The coefficients are NA, just as before, we simply say less.
Fix minor bug in coxph: a covariate that was a constant would have its coefficent reported as 0 rather than NA, if (and only if) it was the only variable in the model, e.g., coxph(Surv(1:10) ~ rep(4,10)).
Changes in version 2.42-1
Add xtfrm method for Surv objects.
Fix error in logLik.coxph.null (incorrect class)
Fix error in pyears, would fail for a model with no predictors and dataframe=TRUE.
tmerge would fail if an id was missing, give a message instead
Stronger date checks in survexp, i.e., that the column of a data frame is a date if and only if the matching ratetable dimension is a date.
Restore the order of the elements of coxph objects; as some other packages depend on both the names and the order. It had been modified when the residual argument was added to coxph.fit.
Add a more rigorous check for overflow in the coxph iteration: M Tsagris supplied an edge case example where the information matrix fails one iteration before anything else.
Changes in version 2.42-0
Fix a bug in the agfit4.c routine, based on data sets from Ivo Sousa Ferreira and Marloes Derks. This was introduced in 2.39-1 and leads to incorrect solutions for selected data sets. Such data sets are a rare edge case, however. In detail: In a start stop data set with strata assume two adjacent event times in one stratum of d1 and d2, say, and a set of k censored intervals (a,b) also in that stratum such that a>=d1 and b<d2. (Such intervals are never at risk for an event and could be elminated from the data set without loss.) If k >= the number of intervals that overlap both d1 and d2, and in the prior stratum the smallest time was an event, some variables that track who is in the risk set got out of sync, and contributions to the loglik, first and second derivative at d1 would be incorrect. I expect such data sets are extremely rare. However, the survSplit routine and mstate packages can generate data sets with a LOT of the unneeded intervals. (The data set in question came from mstate.)
Use format.pval() and printCoefmat in more of the print functions. This aligns the format with that of base R.
Update the vcov function to accept the new complete= argument.
Update statefig to accept vectors of colors.
The [.survfit routine would complain on the use of fit[1] when fit contained a single curve. This is now legal.
Change NAMED() to MAYBE_REFERENCED() at the suggestion of R core
Add the yates() routine for population prediction, and accompanying vignette.
Update the survival rate tables (survexp.mn, survexp.us, survexp.usr), to add data for more calendar years.
Bow to user pressure: marks now appear on survival curves for censoring times that are tied with an event time, plotted at the midpoint of the vertical step. Also, replace the outdated
mark
option withpch
.
Changes in version 2.41-5
Update the survexp.us and survexp.usr rate tables. They now contain years 1940 to 2012. They however lost the breakdown of the first year of life into smaller intervals as the recent US census data lacks that information. Update the code for ratetables: a cutpoint attribute vector can now be of class Date, and names(dimnames) can supplant the dimid attribute. (Only creators of rate tables are impacted by these last two.)
Change all instances of "1-pchisq(...)" to instead use the lower.tail=FALSE argument.
Changes in version 2.41-4
The coxph routine did not check for infinite predictors (these are not screened out by na.action), and these could cause the iteration to fail. Added a check and stop() statement. The example was provided by Glenn Tisdale.
When conf.times was used in plot.survfit, the bars were not perfectly centered on the target values
Add the residual and concordance argument to coxph.fit and agreg.fit, at the request of S Venkat. These speed up the function when a calling routine only needs the partial likelihood.
Fix error in survfit: if timefix=FALSE was specified we forgot to set a key variable and the routine fails. Pointed out by Sarah Streett. 8Apr2017.
Change the scale argument of summary.coxph so that it affects the coefficient and se(coef), not just the confidence interval.
Fix an error in survfitCI when using the start.time argument, and add a test case for it.
Add tail.Surv method per a request from Michael Lawrence. Also add duplicated, anyDuplicated, and unique methods.
Changes in version 2.41-3
A check for infinite loglik was incorrect in agfit4.c, and could fail to detect the need for step halving. It required a very unusual data set to trigger this.
The survfit routine would fail for interval censored data, on a group that had only a single step in the curve. (Needed to add drop=FALSE to a matrix subscript.)
Minor change to Surv to ensure that its check for difftime objects will not trigger a "length >1 inside an if ()" warning.
The summary.survfit function had n.censor wrong when there were multiple curves and censor=TRUE (spurious NA values). Added more lines to the test suite.
Pointed out by Mikko Korpela: the dynamic symbols check added in 2.41-0 requires R version 2.16 or later. Add an ifdef to init.c that checks the version of R, mimicking a similar line in the MASS library.
Changes in version 2.41-2
Fix two memory leaks and an uninitialized array, found by B Ripley.
With Surv(a,b, type='interval2') and a or b infinite, the infinite values were incorrectly retained rather then being transformed into left or right censoring. The downstream survfit and/or survreg results could then sometimes be in error.
Update cch to correctly deal with nearly tied times, in line with the many changes in version 2.40.
Update the README.md file, for github users who didn't read noweb/Readme and then get R CMD build errors.
Changes in version 2.41-0
Per request if the R-core, add R_useDynamicSymbols(dll,FALSE) to the initialization. This prevents .Call from accessing the library when its first argument is a character string. The reason is to stop accidental linking to the routines.
Fix a bug in tmerge, if data2 was not sorted by time within id then a tdc(time, x) call's outcomte was incorrect. Add the ability to use a factor as the second variable in a tdc call, and add the tdcstart option.
Expose the aeqSurv routine, which is used rectify tied time issues.
The survfit routines now save the start.time option (if used) in the output object. This is then used as a default starting point for the x-axis in any plots.
Allow survfit.matrix to use different p0 values for different curves.
Add type="survival" to predict.coxph
Changes in version 2.40-2
Fix an error in the finegray routine: with strata() the resulting data sets could have incorrect status values. Pointed out by Mark Donoghoe. Added a strata test to tests/finegray.R.
Remove many "is.R" and "oldClass" calls (vestiges of Splus).
The summary.pyears routine now prints pandoc style tables.
Fix multiple spelling errors in the Rd files; contributed by Luca Braglia.
For a multi-state curve, the cumhaz component accidentally had the final state removed. All values were correct, simply an overzealous trimming of the final result.
Add a short vignette describing the issue with round off error and tied survival times.
Errors in survSplit: a factor status was not propogated, and a missing time gave a spurious error message.
Changes in version 2.40-1
For multi-state survival with a big data set and the influence=TRUE option, the resulting object could be so long that it overflowed an integer counter in the C code. Add a check in the R code and a caution in the help file.
Changes in version 2.40-0
Code changes to avoid the new warnings for multiplication of a vector * (1 by 1 matrix).
Add a more thorough test case for multi-state survival: not all subjects start in the same state, delayed entry, and case weights that change within a subject. This uncovered some errors. More carefully document the influence option.
Consistently deal with "almost tied" survival times in the survfit and coxph routines. Uses the same rule and tolerance as the all.equal function to declare two time value equal. The issue arises due to round off errors, e.g., from cacluations using days/365.25.
Add the statefig function and a multi-state vignette.
The rsurvreg function was not exported. NAMESPACE fix.
Fix some labeling errors in the graphs for the adjusted survival curves vignette (consequences of the xscale change in 2.38-5).
Update multi-state survival so that the robust (default) variance for a weighted data set treats these as sampling weights rather than case weights. This makes it consistent with the behavior of coxph. (Multiplication of all the weights by a constant now leaves the variance unchanged.) (9/2016)
Surv(time, status) would fail when status was a factor with only two levels. This was due to an assumption that no user would ever want this, i.e., ever do it on purpose, and so it must be a mistake which should be caught. This was a bad assumption.
Add the start.time argument to survfit.coxph. 10Sep2017
Changes in version 2.39-5
The summary.survfit routine assumed that the times argument was sorted, contrary to the documentation. Pointed out by Torsten Hothorn.
The tmerge function would fail if the time variable was a Date object. It was due to the fact that as.Date(as.numeric(x)) fails when x is a date. (A design flaw in Date, IMHO). There were also flaws when both the first and second data set were not sorted by id; added a more complete test case for this.
An earlier change in dim.survfit had felled the survfit.matrix function: it incorrectly assumed strata when there were none. Unfortunately this didn't generate an error but rather multiple copies of a single curve (and an incomprehensible explanation of this single curve in the vignette). Pointed out by E Lundt.
print.summary.survfitms would complain if only a single time was returned. A case where drop=FALSE was needed.
Add a test for survSplit to ensure that it works with both the formula based and old interface. Add documention on how variable names are chosen to the help file.
Error in subscripting survival curves: if fit was a survfit curve from left-truncated data, fit[k] had an incorrect n.enter component. (An old error, which shows how rarely that component is used.) Pointed out by Beth Atkinson.
Remove n.enter from the default printout of summary.survfit, to make the printout more compact. It remains in the summary object but was very rarely used.
Update the points.survfit function to handle multiple colors and/or plotting characters. If a survfit object has multiple curves we cycle through these in the same manner as matpoints would.
Changes in version 2.39-4
Create a stronger test suite for summary.survfit, and use it to actually fix the error that 2.39-3 claimed to fix. This uncovered a long-standing inaccuracy with n.risk for in-between time points.
Add a section on monotone splines to the splines vignette.
Changes in version 2.39-3
For multi-state curves, the returned n.event component lost its dimensions if any of the curves had only one observation.
Fix error in summary.survreg. For multiple curves and requested time points at or before the first time point in the data, the values from curve 1 was used for all. Pointed out by T Eigentler.
Fix an unitialized variable in C code, pointed out by Brian Ripley.
Changes in version 2.39-2
Small updates based on feedback from CRAN
Changes in version 2.39-1
Label the output dimnames from pyears with the variable names from the model. This makes it easier to read.
Replace any refrences to model.frame with "stats::model.frame" (all 38 of them). The model.frame function uses non-standard evaluation rules, and holding its hand like this is the only way to ensure that we don't call a user function of the same name.
The Surv function would almost always label the columns of the resulting matrix, and the glmnet function depended on this. It now always labels them per a request from Trevor Hastie.
Add the finegray function and expand the competing risks vignette to document it.
Add a check to the quantile.survfit function for multi-state models; quantiles are not well defined for this case.
Changes to the iteration path and convergence tests for coxph models with (start, stop] data, driven by two user examples that failed. The data sets had serious statistical issues of collinearity and/or outliers such that the final fits are not practically useful, but now the routine finishes gracefully instead of dying. The upshot is much more care about the order in which additions and subtractions of large numbers are done so as to avoid cancellation error.
Fix an error to summary.survfit with the times argument: for intermediate time points it would sometimes choose the wrong value for the number at risk. (Number at risk is a left continuous function.)
Changes in version 2.38-5
Add more graphical arguments to plot.cox.zph in response to a user request.
Remove some of last vestiges of Splus support from the header files for the C code, per a request from R core to remove mention of S.h.
Multiple updates and corrections to the tmerge function, including improvements to the vignette. (As a result of using it in a class where the TA tried out all manner of combinations.)
Update survSplit: it now handles all types of status variables (0/1, TRUE/FALSE, factors), the id and episode arguments are useful for start/stop data, the data retains its original sort order (new observations are inserted rather than put at the end), and the function is illustrated in a vignette.
Add the conf.times argument to plot.survfit. This allows for confidence bars at specified times, which are useful when the plot is crowded.
Survfit changes that are NOT backward compatable!
Change the default for mark.time to FALSE
Change the behavior of xscale so that it matches that of yscale, i.e., it changes only the label and not the underlying scale. Follow on annotations such as legend or locator are in the orignal scale of the data.
For a matrix of curves, e.g. competing risks, print and plot them in column major order rather than row major, so as to match the usual R behavior.
Fix an error in the help page for the cohort argument of survexp, pointed out by Karl Ove Hufthammer.
The anova and logLik functions would fail when given a null model (right hand side of 1 or only an offset). Pointed out by Karl Ove Hufthammer.
The recently added code to generate an error when the same variable appears on both sides of a formula in coxph (a good idea) caused a failure if there was offset statement that contains a '-' sign. Pointed out by Abra Jeffers.
Changes in version 2.38-3
Add more imports to the NAMESPACE file per a request from CRAN
Add a length method for Surv objects. Requested by Max Kuhn. (2015/6/17).
Fix an error in neardate. When both input data sets were unsorted the last match could be wrong.
Changes in version 2.38-2
Change print.coxph to use the printCoefmat routine, which l leads to nicer p-values. Other print routines will follow unless there is an outcry. (But I forced signif.stars=FALSE: my tolerance of bad practice has limits.)
Make those parts of the competing risks vignette which depend on the cmprsk library conditional. Otherwise the build fails for those without the pacakge.
The coxph function could fail converge for a set of very collinear predictors when using (start, stop) data; revealed in a test case sent by G Borstrom. This was due to deficiency in a check for near infinite coefficients, which had already been updated for some but not all cases. (2015/6/3)
Update anova.coxph to use the model.frame.coxph function; the current code had scoping errors if embedded in a function. Add an anova.coxph.penal function to correctly handle models with pspline terms.
Fix an error in the tmerge function. Using the options argument would generate a spurious error.
Pyears could fail on very long formulas due to a deparse() issue.
Add the number of observations used and deleted due to missing to summary.pyears.
Allow the combination of a null coxph model (~1 on the right) and the exact calculation for tied times. No one had ever asked for this before. (2015/3/25)
Shorten the default printout for survfit. The records, n.max and n.start columns are often the same: if so suppress duplicates.
Move the anova.coxphlist function from the survival package to coxme. (2015/3/3)
Change the logLik method for coxph models so that the nobs component is the number of events rather than the number of rows in the data. This is superior for follow on methods such as AIC.
Add a test to the coxexact.c routine for too large a data set; too many tied times could lead to integer overflow. "Fixing" the error is not sensible: the computation for such a data set would take decades. Add some more explanation to the help pages as well.
Changes in version 2.38-1
Fix an error discovered by CRAN, which triggered a core dump for them on a particular manual page (but never for me). The linear predictors from a frailty model contained NA values (incorrect), leading to failure in survConcordance.fit. (2015/2/16).
An error was found in the mgus data set (a progression after death). Now corrected, and added a little more follow-up time for some subjects.
Add error check for infitinte weights or offsets. This in respose to a bug report where someone did this on purpose, trying to mimic cure fractions, and then found that survfit.coxph failed.
Robust variance is not supported for a coxph model with the "exact" approximation. (Rarely requested and a lot of work to add.) Add an error message to clogit(), so users get a more useful notice of the issue rather than a late error from residuals.coxph.
Update the rats data set: it now includes both female and male litters so as to match the documentation.
The term frailty(x) would fail if x were a factor, and not all levels were present. Pointed out by Theodor Balan.
Fix error of "abs" instead of "fabs" in the agfit4.c code; pointed out to me by CRAN.
Replace all instances of the obsolete prmatrix function.
Modify pyears to allow cbind(time, count) as the response, giving a cumulative sum of counts, when the counts per observation may be other than 0/1.
The lines.survfit function was incorrect for data sets that used the start.time option and xscale (it neglected to rescale the start time.)
An increasingly common error is for user to put the time variable on both sides of a coxph equation in the mistaken belief that this is a way to create time-dependent coefficients. Generate a warning message for this case.
Update the basehaz function to a simple alias for "survfit". Prior versions called surfit but then only returned part of the object. Update 2/2015: reverted the change. It turns out that 6 different packages that depend on survival also depended on the old behavior.
Make the default value for the shortlabel argument of strata() more nuanced. If the argument is a single factor, assume that we don't need to prepend the variable name to its levels.
Return the weights vector, if present, as part of the survreg object.
For interval censored points and the symmetric distributions (Gaussian and logistic) response type residuals were incorrect. Silly error: needed (x-mean)/scale not x/scale - mean.
Martingale residuals could be incorrect for the case of model with (start, stop] data and a pspline term. Refactor the code so that all of the possible code paths call the same C routine to do the residuals. Add a new test for this case, and further tests to verify that predict(type='expected') and residuals agree.
Fix bug pointed out by D Dunker: if a model had both tt() and cluster() terms it would fail with a length error.
Fix a rare bug in plot.survfit: if a multistate curve rose and then later fell to exactly the same value, the line would be incorrect.
Add calls to the R_CheckUserInterrupt to several routines, so that long calculations can be interrupted by the user.
The anova.coxph function would fail if the original call had a subset argument. Pointed out by R Fisher. 11May2014
Changes in version 2.37-7
Remove a dependency on the survey package from the adjusted survival curves vignette, at the request of CRAN. (The base + required bundle needs to be capable of a stand-alone build.)
Fix error in calcuation of the y-axis range for survival curve plots whenever the "fun" argument could produce infinite values, e.g., complimentary log-log plots transform 1 to -Inf. Pointed out by Eva Boj del Val. (Add finite=TRUE to range() call).
Changes in version 2.37-6
The plot for competing risk curves could have a spurious segment. (Found within 3 hours of submitting 2.37-5 to CRAN.)
The lines method for survexp objects was defaulting to a step function, restore the documented default of a connected line.
Add a levels method for tcut objects. 14Jan2014
Changes in version 2.37-5
Add vignette on adjusted survival curves.
Add vignette concerning "type 3" tests.
Make the tt() function invisible outside of a coxph formula. There was a complaint about conflicts with another package, and there is not really a good reason to have it be a global name. An R-devel discussion just over 1 year ago showed how to accomplish this.
The modeling routines are set in two parts, e.g., coxph sets up the model and coxph.fit does the work. Export more of the ".fit" routines to make it easier for other packages to build on top of this one.
Updates to the model.matrix and model.frame logic for coxph. A note from F Harrell showed that I was not correctly dealing with the "assign" attribute when there are strata * factor interactions. This led to cleanup in other cases that I had missed but which never had proven fatal. Also added support for tt() terms to the stand alone model.matrix and model.frame functions. (Residuals for tt models are still not available, but this was a necessary first step to that end.) 26Dec13
The Surv function now remembers attributes of the input variables that were passed to it; they are saved as "inputAttributes". This allows the rms package, for instance, to retain labels and units through the call.
Update summary.coxph.penal to produce an object, which in turn has a print method, i.e., make it a "standard" summary function.
Add a logLik method for coxph and survfit objects.
Allow for Inf as the end of the time interval, for interval censored data in the Surv function.
The predict.coxph function would fail if it had both a newdata and a collapse argument. Pointed out by Julian Bothe. 25Sep13
Survexp can now produce expecteds based on a stratified Cox model. Add the 'individual.s' and 'individual.h' options to return indivudual survival and cumulative hazard estimates, respectively. The result of survfit now (sometimes) includes the cumulative hazard. This will be expanded. 29Jul13
2
Change code in the coxpenal.fit routine: the use of a vector of symbols as arguments to my .C calls was confusing to a new CRAN consistency check. Both the old and new are legal R; but the old was admittedly an unusual construction and it was simpler to change it.
Fix a bug in survfit.coxph pointed out by Chris Andrews, whose root cause was incorrect curve labels when the id option is used. 27Jun13
Add rsurvreg routine.
Change survfit.coxph routine so that it detects whether newdata contains or does not contain strata variables, and acts accordingly. If newdata does containe strata then the output will contain only those data-value and strata combinations specified by the user. Retain strata levels in the coxph routine for use in the survfit routine, to correctly reconstruct strata levels. Warn about curves with interactions. 18Ju13
Add a dim method for survival curves.
For competing risks curves that use the istate option, the plotted curves now start with the correct (initial) prevalence of each state. 22May13
The survreg function failed with the "robust=T" option. Pointed out by Jon Peck. Test case added. 6May13
Kazuki Yoshida pointed out that rep() had no method for Surv objects. This caused the survSplit routine to fail if the data frame contained a Surv object. 3May13
Per a request from Milan Bouchet-Valet fix an issue in survfit that arose when the OutDec option is set to ',': it did not correctly convert times back from character to numeric.
The plot.survfit function now obeys "cex" for the size of the marks used for censored observations.
Changes in version 2.37-4
Subscripting error in predict.coxph for type=expected, se=T, strata in the model, newdata, and multiple strata in the new data set. Pointed out by Chris Andrews. The test program has been tweaked to include multiple strata in newdata.
Changes in version 2.37-3
Minor flaw in [.survfit. If "fit" had multiple curves, and fit$surv was a matrix, and one of those curves had only a single observation time, fit[i,] would collapse columns when "i" selected that curve, though it shouldn't.
Changed all of the .C and .Call statements to make use of "registered native routines", per R-core request. Add file src/init.c
Error in plot.survfit pointed out by K Hoggart – the "+" signs for censored observations were printing one survival time to the left of the proper spot. Eik Vettorazi found another error if mark.time is a vector of numerics. These are the results of merging the code for plot, lines and points due to some discrepancies between them, plus not having any graphical checks in the test suite.
Repair an error in using double subscripts for the survfitms objects.
Add the US population data set, with yearly totals by age and sex for 2000 onward. It is named uspop2, since there is already a "uspop" data set containing decennial totals from 1790 to 1970.
Not all combinations of strata Y/N and CI Y/N worked in the quantile.survfit function, pointed out by Daniel Wallschlaeger (missing a function argument in one if-else combination). Added a new test routine that verifies all paths.
The first example in predict.survreg help file needed to have
I(age^2)
instead ofage^2
in the model: R ignores the second form. (I'm almost sure this worked at one time, perhaps in Splus). It also needed different plot symbols to actually match the referenced figure. Pointed out by Evan Newell.Fix a long-standing problem with cch pointed out by Ornulf Borgan leading to incorrect standard errors. A check in the underlying coxph routines to deal with out of bounds exponents, added in version 2.36-6, interacted badly with the -100 offset used in cch. It only affected models using (start, stop) survival times.
Changes in version 2.37-2
Two bugs were turned up by running tests for all the packages that depend on survival (158 of them).
Changes in version 2.37-1
Add a new multi-state type to the Surv object. Update the survfit routine to work with it. The major change is addition of a proper variance for this case. More functionality is planned.
Remove the fr_colon.R test program. It tests an ability that has been superseded by coxme, on a numerically touchy data set, and it was slow besides. For several other tests that produce warning messages and are supposed to produce said messages, add extra comments to that effect so testers will know it is expected.
The code has had several "if.R" clauses to accomodate Splus vs R differences, which are mostly class vs oldClass. These are now being removed as I encounter them; since our institution no longer uses Splus I can no longer test the clauses' validity.
The fast subsets routine coxexact.fit incorrectly returned the linear predictor vector in the (internal) sorted order rather than data set order. Pointed out by Tatsuki Koyama, affecting the result of a clogit call. 6Nov2012
Jason Law pointed out that the sample data set "rats" is from the paper by Mantel et.al, but the documentation was for a data set from Gail, Santner and Brown. Added the Gail data as rats2 and fixed the documentation for rats.
For predict.coxph with type="terms", use "sample" as the default value for the reference option. For all others the default remains "strata", the current value. Type terms are nearly always passed forward for further manipulation and per strata centering can mess things up: termplot() for instance will no longer show a smooth function if the results are recentered within strata.
Fix bug in summary.aareg, which was unhappy (without cause) if the maxtime option was used for a fit that did not include the dfbeta option. Pointed out by Asa Johannesen.
The coxph fitting functions would report an error for a null model (no X variables) if init was specified as numeric(0) rather than NULL.
Update the description and citation files to use the new "person" function described in the R Journal. Also add the ByteCompile directive per suggestion of R core.
Allow an ordinary vector as the left hand side of survConcordance.
Update anova.coxphlist to reject models with a robust variance.
The survfit function had an undocumented backwards-compatability that allows the newdata argument to be a vector with no names. An example from Damon Krstajic showed that this does not work when the original model has a matrix in the formula. Removed the feature. (This is for survfit.coxph.) Also clarified the code and its documentation about what is found where – environments, formulas, and the arguments of eval, which fixes a problem pointed out by xxx where the result of a Surv call is used in the coxph formula.
Fix an issue in summary.survfit pointed out by Frank Harrell. The strata variable for the output always had its labels in sorted order, even when a factor creating the survival curves was otherwise. (This was due to a call to factor() in the code.) The print routine would then list curves in sorted order, which might well be contrary to the user's wishes. The curves were numerically correct.
Add the anova.coxmelist function to the namespace so that it is visible. If someone has a list of models the first of which was a coxph fit and the list includes coxme fits, then anova.coxph will be the function called by R, and it will call anova.coxmelist.
Fix a bug pointed out by Yi Zhang and Mickael Hartweg. If a coxph model used an offset, then a predicted survival curve that used newdata (and the offset variable of course) would be wrong, e.g. survival values > 1. A simple misplaced parenthesis was the cause. A recent paper by Langholz shows how to get absolute survival from case-control data using an offset, which seems to have suddenly made this feature popular.
Per further interaction with Yi Zhang, a few items were missing from the S3methods in the NAMESPACE file: as.matrix.Surv, model.matrix.coxph, model.matrix.survreg, model.frame.survreg.
Changes in version 2.36-14
A supposedly cosmetic change to coxph in the last release caused formulas with a "." on the right hand side to fail. Fix this and add a case with "." to the test suite.
Changes in version 2.36-13
Add the anova.coxmelist function. This is in the survival package rather than in coxme since "anova(fit1, fit2)" is valid when fit1 is a coxph and fit2 a coxme object, a case which will cause this function to be called by way of anova.coxph.
More work on "predvars" handling for the pspline function, when used in predict calls. Add a new test of this to the suite, and the makepredictcall method to the namespace. Fixes a bug pointed out by C Crowson.
Deprecate the "robust" option of coxph. When there are multiple observations per subject it is almost surely the wrong thing to do, while adding a "cluster(id)" term does the correct thing. When there is only one obs per subject both methods work correctly.
Add documentation of the output structure to the aareg help file.
Change ratetableDate so that it still allows use of chron objects, but doesn't need the chron library. This eliminates a warning messge from the package checks, but is also a reasonable support strategy for a moribund package. (Some of the local users keep datasets for a long long time.)
Fix a bug in summary.survfit for a multiple-strata survival object. If one of the curves had no data after application of the times argument, an output label was the wrong length.
Fix a bug pointed out by Charles Berry: predict for a Cox model which has strata, and the strata is a factor with not all its levels represented in the data. I had a mistake in the subscripting logic: number of groups is not equal to max(as.integer(strata)).
Changes to avoid overflow in the exponent made in 2.36-6 caused failure for one special usage: in case-cohort designs a dummy offset of -100 could be added to some observations. This was being rounded away. The solution is to 1: have coxsafe not truncate small exponents and 2: do not recenter user provided offset values.
Fix bug in survfit.coxph. Due to an indexing error I would sometimes create a huge scratch vector midway through the calculations (size = max value of "id"); the final result was always correct however. Data set provided by Cindy Crowson which had a user id in the billions.
Fix bug pointed out by Nicholas Horton: predictions of type expected, with newdata, from a Cox model without a strata statement would fail with "x not found". A misplaced parenthesis from an earlier update caused it to not recreate the X matrix even though it was needed later. Also add some further information to the predict manual page to clarify an issue with frailty terms.
Changes in version 2.36-12
Fix a bug in the new fast subsets code. The test suite had no examples of strata + lots of tied times, so of course that's the case where I had an indexing error. Add a test case using the clogit function, which exercises this.
Further memory tuning for survexp.
Changes in version 2.36-11
Make survexp more efficient. The X matrix was being modified in several places, leading to multiple copies of the data. When the data set was large this would lead to a memory shortage.
Cause anova.coxph to call anova.coxme when a list of models has both coxph and coxme objects.
Add the quantile.survfit function. This allows a user to extract arbitrary quantiles from a fitted curve (and std err).
Fix an error in predict.coxph. When the model had a strata and the newdata and reference="sample" arguments were used, it would (incorrectly) ask for a strata variable in the new data set.
Incorporate the fast subsets algorithm of Gail et al, when using coxph with the "exact" option. The speed increase is profound though at the cost of some memory. Reflect this in the documentation for the clogit routine. Note that the fast computation is not yet implemented for (start,stop) coxph models.
Change the C routine used by coxph.fit from .C to .Call semantics to improve memory efficiency, in particular fewer copies of the X matrix.
Add scaling to the above routine. This was prompted by a user who had some variables with a 0-1 range and others that were 0 - 10^7, resulting in 0 digits of accuracy in the variance matrix. (Economics data).
Comment out some code sections that are specific to Splus. This reduced the number of "function not found" warnings from R CMD check.
Changes in version 2.36-10
30 Sept 2011: The na.action argument was being ignored in predict.coxph; pointed out by Cindy Crowson.
The log-likelihood for survreg was incorrect when there are case weights in the model. The error is a fixed constant for any given data set, so had no impact on tests or inferences. The error and correction were pointed out by Robert Kusher.
A variable name was incorrect in survpenal.fit. This was in a program path that had never been traversed until Carina Salt used survreg with a psline(..., method='aic') call, leading to a "variable not found" message.
Punctuation error in psline made it impossible for a user to specify the boundary.knots argument. Pointed out by Brandon Stewart.
Add an "id" variable to the output of survobrien.
The survfitCI routine would fail for a curve with only one jump point (a matrix collapsed into a vector).
Fix an error in survfit.coxph when the coxph model has both a strata by covariate interaction and a cluster statement. The cluster term was not dropped from the Terms object as it should have been, led to a spurious "variable not found" error. Pointed out by Eva Bouguen.
If a coxph model with penalized terms (frailty, pspline) also had a redundant covariate, the linear predictor would be returned as NA. Pointed out by Pavel Krivitsky.
Changes in version 2.36-9
Due to a mistake in my script that submits to CRAN, the fix in 2.36-8 below was actually not propogated to the CRAN submission.
Fix an error in the Cauchy example found in the survreg.distributions help page, pointed out by James Price.
Update the coxph.getdata routine to use the model.frame.coxph and model.matrix.coxph methods.
Add the concordance statistic to the printout for penalized models.
Changes in version 2.36-8
Unitialized variable in calcuation of the variance of the concordance. Found on platform cross-checking by Brian Ripley.
Changed testci to use a fixed file of results from cmprsk rather than invoking that package on-the-fly. Suggested by the CRAN maintainers.
Changes in version 2.36-7
Due to changes in R 2.13 default printout, the results of many of the test programs change in trivial way (one more or fewer digits). Update the necessary test/___.Rout.save files. Per the core team's suggestion the dependency for the package is marked as >=2.13.
Changes in version 2.36-6
An example from A Drummond caused iteration failure in coxph: x=c(1,1,1,0,1, rep(0,35)), time=1:40, status=1. The first iteration overshoots the solution and lands on an almost perfectly linear part of the loglik surface, which made the second iteration go to a huge number and exp() overflows. A sanity check routine coxsafe is now invoked on all values of the linear predictor.
1 April: Fix minor bug in survfit. For left censored data where all the left censored are on the very left, it would give a spurious warning message when trying to create a 0 row matrix that it didn't need or use. Pointed out by Steve Su.
31 March 2011: One of the plots in the r_sas test was wrong (it's been a long time since I visually checked these). The error was in predict.survreg; it had not taken into account a change in R2.7.1: the intercept attribute is reset to 1 whenever one subscripts a terms object, leading to incorrect results for a model with "-1" in the formula and a strata(): the intercept returned when removing the strata. I used this opportunity to move most of the logic into model.frame.survreg and model.matrix.survreg functions. Small change to the model.frame.coxph and model.matrix.coxph functions due to a better understanding of xlevels processing.
Round off error issue in survfit: it used both unique(time) and table(time), and the resulting number of unique values is not guarranteed to be the same for times that differ by a tiny amount. Now times are coverted to a factor first. Peter Savicky from the R core team provided a nice discussion of the issue and helped me clarify how best to deal with it. The prior fix of first rounding to 15 digits was good enough for almost every data set – except the one found by a local user just last week.
Round off error in print.survfit pointed out by Micheal Faye. If a survival value was .5 in truth, but .5- eps due to round off the printed median was wrong. But it was ok for .5+eps. Simple if-then logic error.
Re-fix a bug in survfit. It uses both unique and table in various places, which do not round the same; I had added a pre-rounding step to the code. A data set from Fan Chun showed that I didn't round quite enough. But the prior rounding did work for a time of 2 vs (sqrt(2))^2: this bug is very hard to produce. I now use as.numeric(as.character(factor(x))), which induces exactly the same rounding as table, since it is the same compuation path.
Further changes to pspline. The new Boundary.knots argument allows a user to set the boundary knots inside the range of data. Code for extrapolation outside that range was needed, essentially a copy of the code found in ns() for the same issue. Also added a psplineinverse function, which may be useful with certain tt() calls in coxph.
10 Mar 2011: Add the capablilty for time-dependent transformations to coxph, along with a small vignette describing use of the feature. This code is still incompletely incorporated in that the models work but other methods (residuals, predict, etc) are not yet defined.
8 Mar 2011: Expand the survConcordance function. The function now correctly handles strata and time dependent covariates, and computes a standard error for the estimate. All computation is based on a balanced binary tree strucure, which leads to computation in
O(n \log_2(n))
time. Thecoxph
function now adds concordance to its output, andsummary.coxph
displays the result.8 Mar 2011: Add the "reference" option to predict.coxph, a feature and need pointed out by Stephen Bond.
4 Mar 2011: Add a makepredictcall method for pspline(), which in turn required addition of a Boundary.knots argument to the function.
25 Feb 2011: Bug in pyears pointed out by Norm Phillips. If a subject started out with "off table" time, their age was not incremented by that amount as they moved forward to the next "in table" cell of the result. This could lead to using the wrong expected rate from the rate table.
Changes in version 2.36-5
20 Feb 2011: Update survConcordance to correctly handle case weights, time dependent covariates, and strata.
18 Feb 2011: Bug in predict.coxph found by a user (1 day after 36-4!). If the coxph call had a subset and predict used newdata, the subset clause was "remembered" in the newdata construction, which is not appropriate.
Changes in version 2.36-4
17 Feb 2011: Fix to predict.coxph. A small typo that only was exercised if the coxph model had x=T. Discovered via induced error in the rankhazard package. Added lines to the test suite to test for this in the future.
Removed some files from test and src that are no longer needed.
Update the configure script per suggestion from Kurt H.
Changes in version 2.36-3
13 Feb 2011: Add the rmap argument to pyears, as was done for survexp, and update the manual pages and examples. Fix one last bug in predict.coxph (na.action use). Passes all the tests for inclusion on the next R release.
8 Feb 2011: Change the name of the new survfit.coxph.fit routine to survfitcoxph.fit; R was mistaking it for a survfit method. Fix errors in predict.coxph when there is a newdata argument, including adding yet another test program.
1 Feb 2011: Fix bugs in coxph and survreg pointed out by Heinz Tuechler and dtdenes@cogpsyphy.hu, independently, that were the same wrong line in both programs. With interactions, a non-penalized term could be marked as penalized due to a mismatched vector length, leading to a spurious error message later in the code.
1 Feb 2011: Update survfit.coxph to handle the case of a strata by covariate interaction. All prior releases of the code did this wrong, but it is a very rare case (found by Frank Harrell). Added a new test routine coxsurv4. Also found a bug in [.survfit; for a curve with both strata and multiple columns, as produced by survfit.coxph, it could drop the n.censored item when subscripting. A minor issue was fixed in coxph: when iter=0 the output coefficient vector should be equal to the input even when the variance is singular.
30 Jan 2011: Move the noweb files to a top level directory, out of inst/. They don't need to be copied to binary installs.
22 Jan 2011: Convert the Changelog files to the new inst/NEWS.Rd format.
1 Jan 202011: The match.ratetable would fail when passed a data frame with a character variable. This was pointed out by Heinz Tuechler, who also did most of the legwork to find it. It was triggered by the first few lines of tests/jasa.R (expect <- ....) when options(stringsAsFactors=FALSE) is set.
Changes in version 2.36-2
20 Dec 2010: Add more test cases for survfit.coxph, which led to significant updates in the code.
18 Nov 2010: Add nevent to the coxph output and printout in response to a long standing user request.
14 Dec 2010: Add an as.matrix method for Surv objects.
11 Nov 2010: The prior changes broke 5 packages: the dependencies form a bigger test suite than mine! 1. Survival curve for a coxph model with sparse frailty fit; fixed and added a new test case. 2. survexp could fail if called from within a function due to a scoping error. 3. "Tsiatis" was once a valid type (alias for 'aalen') for survfit.coxph; now removed from the documentation but the code needed to be backwards compatable. The other two conflicts were fixed in the packages that call survival. There are still issues with the rms package which I am working out with Frank H.
Changes in version 2.36-1
27 Oct 2010: Finish corrections and test to the new code. It now passes the checks. The predict.coxph routine now does strata and standard errors correctly, factors propogate through to predictions, and numerous small errors are addressed. Predicted survival curves for a Cox model has been rewritten in noweb and expanded. Change the version number to 2.36-1.
17 Oct 2010: Per a request from Frank Harrell (interaction with his library), survfit.coxph no longer reconstructs the model frame unless it really needs it: in some cases the 'x' and 'y' matrices may be sufficient, and may be saved in the result. Add an argument "mf" to model.matrix.coxph for more efficient interaction when a parent routine has already recovered the model frame. In general, we are trying to make use of model.matrix.coxph in many of the routines, so that the logic contained there (remove cluster() calls, pull out strata, how to handle intercepts) need not be replicated in multiple places.
12 Oct 2010: Fix a bug in the modified lower limits for survfit (Dory & Korn). A logical vector was being inadvertently converted to numeric. Pointed out by Andy Mugglin. A new case was added to the test suite.
Changes in version 2.35
15 July 2010: Add a coxph method for the logLik function. This is used by the AIC function and was requested by a user.
29 July 2010: Fix 2 bugs in pyears. The check for a US rate table was off (minor effect on calculations), and there was a call to julian which assumed that the origin argument could be a vector.
21 July 2010: Fix a problem pointed out by a user: calling survfit with almost tied times, e.g., c(2, sqrt(2)^2), could lead to an inconsistent result. Some parts of the code saw these as 2 unique values per the unique() function, some as a single value using the results of table(). We now pre-round the input times to one less decimal digit than the max from .Machine$double.digits. Also added the noweb.R processing function from the coxme package, so that the noweb code can be extracted "on the fly" during installation using commands in the configure and cleanup scripts.
11 July 2010: A rewrite of the majority of the survfit.coxph code. The primary benefits are 1: finally tracked down and eliminated the bug for standard errors of case weights + Cox survival + Efron method; 2: the individual=TRUE and FALSE options now use the same underlying code for curves, before there were some options valid only for one or the other; 3: code was rewritten using noweb with a considerable increase in documentation; 4: during the verification process some errors were found in the test suite and corrected, e.g., a typo in my book led to failure of an all.equal test in book4.R. Similar to the rewrite for survfit several years ago, the new code has far less use of .C to help transparency.
21 May 2010: Fix bug in summary.survfit. For a survival curve from a Cox model with start,stop data, the 'times' argument would generate an error.
24 May 2010: Fix an annoyance in summary.survfit. When the survival data had an event or censor at time 0 and summary is called with a times argument, then my constructed call to approx() would have duplicate x values. The answer was always right, but approx has begun to print a bothersome warning message. A small change to the constructed argument vector avoids it.
7 April 2010: Minor bug pointed out by Fredrik Lundgren. In survfit if the method was KM (default) and error = Tsiatis an error message results. Simple fix: code went down the wrong branch.
24 Feb 2010: Serious bug pointed out by Kevin Buhr. In Surv(time1, time2,stat) if there were i) missing values in time1 and/or time2, ii) illegal value sets with time1 >=time2, and iii) all the instances of ii do not preceed all the instances of i, then the wrong observation (not the illegal) will be thrown out. Repaired, and a new test added. Minor updates to 3 test files: survreg2, testci, ratetable.
8 Feb 2010: Bug pointed out by Heinz Tuechler – if a subscript was dropped from a rate table the 'type' attribute got dropped, e.g. survexp.usr[,1,,].
26 Jan 2010: At the request of Alex Bokov, added the xmax, xscale, and fun arguments to points.survfit.
26 Jan 2010: Fix bug pointed out by Thomas Lumley – with case weights <1 a Cox model with (start, stop) input would inappropriately decide it needed to do step halving to find a solution, eventually failing to converge. It was treating a loglik >0 as an indication of failure, but such values arise for small case weights. Let L(w) be the loglik for a data set where everyone is given a weight of w, then L(w)= wL(1) - d log(w) where d=number of deaths in the data. For small enough w positivity of L(w) is certain.
25 Jan 2010: Fix bug in summary.ratetable pointed out by Heinze Tuechler. Added a call to the function to the test suite as well.
15 Dec 2009: Two users pointed out a bug that crept into survreg() with a cluster statement, when a t(x) fix, but in response I added another test that more formally checks the dfbeta residuals and found a major oversight for the case of multiple strata.
14 Dec 2009: 1.Fix bug in frailty.xxx, if there is a missing value in the levels it gets counted by "length(unique(x))" (frailty is called before NA removal.) 2.SurvfitCI had an incorrect CI with case weights, and 3. in survreg a call to resid instead of residuals.survreg, before the class was attached.
11 Nov 2009: The 'type' argument does not make sense for plot.survfit. (If type='p', should one plot the tops of the step function, the bottoms, or both?). Make it explicitly disallowed in response to an R-help query, rather than the confusing error message that currently arose.
28 Oct 2009: The basehaz function would reorder the labels of the strata factor. Not a bug really, but a "why do this?" Unintended consequence of a character -> factor conversion.
1 Oct 2009: Fix a bug pointed out by Ben Domingue. There was one if-then-else path into step-halving in the frailty.controldf routine that would refer to a non-existent variable. A very rarely followed path, obviously, and with the obvious fix. The mathematics of the update was fine.
30 Sep 2009: For coxph and model.matrix.coxph, re-attach the attributues lost from the X matrix when the intercept is removed, i.e., X <- X[,1]. In particular, some downstream libraries depend on the assign attribute. For predict.coxph remove an earlier edit so that a single variable model + type='terms' returns a matrix, not a vector. This is expected by the termplot() function. It led to a whole lot of changes in the test suite results, though, due to more "matrix" printouts.
4 Sep 2009: Added a model.matrix.coxph and model.frame.coxph methods. The model.matrix.default function ceased to work for coxph models sometime between R 2.9 and 2.9.2 (best guess). This wasn't picked up in the test suite but rather by failure of 3 packages that depend on survival. Also added a test. Update CRAN since this broke other's packages.
20 Aug 2009: One more fix to predict.coxph. It needed to use delete.response(Terms) rather than Terms, so as to not look for (unnecessarily) the response variable when the newdata argment is used. Pointed out by Michael Conklin.
17 Aug 2009: Small bug in survfit.coxph.null pointed out by Frank Harrell. The 'n' component would be missing if the input data included strata, i.e., the initial model had used x=TRUE. He also pointed out the fix.
10 June 2009: Fix an error pointed out by Nick Reich, who was the first to use interval censored data + user defined distribution in survreg, jointly. There was no test case and creating one uncovered several errors (but only for this combination). All the error cases led to catastrophic failure, highlighting the extreme rarity of a user requesting this combination.
2 June 2009: Surv(time1, time2, status, type='interval') would fail for an NA status code. Pointed out by Achim Zeilus.
22 May 2009: Allow single subscripts to rate tables, e.g. survexp[1:10: . Returns a simple vector of values. The str() function does this to print out a short summary. Problem pointed out by Heinz Tuechler.
21 May 2009: Create a test case for factor variables/newdata/predict for coxph and survreg. This led to a set of minor fixes; the code is now in line with the R standard for model functions. One consequence is that model.frame.coxph and model.frame.survreg are no longer needed, so have been removed.
20 May 2009: The manual page for survfit was confusing, since it tries to document both the standard KM (formula method) and the coxph method. I've split them out so that now survfit documents only the basic method and points a user the appropriate specialized page.
1 May 2009: The anova.coxph function was incorrect for models with a strata term. Fixed this, and made chisquare tests the default.
22 April 2009: The coxph code had an override to iter and eps, making both of them more strict for a penalized model. However, the overall default values have changed over time, so that these lines actually decreased accuracy - the opposite of their intent. Removed the lines. Also removed the iter.miss and eps.miss components (on which this check depended) from coxph.control, which makes that function match its documentation.
Changes in version 2.34 and earlier
Merge of the TMT source code tree with the Lumley code tree
Issues/decisions in remerging the Mayo and R code: For most of routines, it was easier to start with the Lumley code and add the Therneau fixes. This is because Tom had expanded a lot of partial matches, e.g., fit$coef in the TT code vs fit$coefficients. Routines with substantial changes were, of course, a special case. The most common change is an is.R() construct to choose class vs oldClass.
xtras.R: Move anova.coxph and anova.coxphlist to their own source files. The remainder of the code is R only.
survsum: removed from package
survreg.old: has been removed from the package
survfit.s: Depreciate the "formula with no ~1" option Mayo code for [ allows for reordering curves Separate out the R "basehaz" function as a separate source file
survfit.km.s: The major change of did not get copied into R, so lots of changes. R had "new.time" and Splus 'start.time' for the same argument. Allow them both as synonyms. The output structure also changed: adapt the new one. This is mostly some name changes in the components, removing unneeded redundancies created by a different programmer.
survfit.coxph.s: TMT code finally fixed the "Can't (yet) to case weights" problem. There must have been 10 years been the intent and execution.
survexp.s: Add "bareterms" function from R, which replaces a prior use of terms.inner (in Splus but not R).
survdiff.s: R code had the old (incorrect) expected <- sum(1-offset), since corrected to sum(-log(offset)) .
summary.coxph.s: This was a mess, since Tom and I had independently made the addition of a print.summary.coxph function. Below, TMT means that it was the choice in the Splus code, TL means that it was the choice in R 1. Put the coef=T argument in the print function, not summary (TMT) 2. Change the output's name from coef to coefficients (suggestion of Peter Dalgaard). Also change one column name to Pr(>|z|) for R. 3. Remove last vestiges of a reference to the 'icc' component (TMT) 4. Do not include score, rscore, naive.var in the result (TL) 5. Do include loglik in the result (TMT) 6. Compute the test statistics (loglik, Wald, etc) in the summary function rather than in the print.summary function (TL) 7. Remove the digits option from summary, it belongs in print.summary. (neither)
strata.s: R code added a sep argument, this is ok R changed the character string NA to as.character(NA). Not okay 1. won't work with Splus, 2. This is a label, designed for printing, and so it should be a character string.
residuals.coxph.s: R had added type='partial'. (Which I'm not very partial to, from their statistical properties. But they are legal, and I assume that someone requested them).
print.survfit.s: Rewritten as a part of the general survival rewrite. Created the function 'survmean' which does most of the work, and is shared by print and summary, so that the values from 'print' are now available. Fix the minmin function: min(NULL) gives NA in Splus, which is the right answer for a non-estimable median, but Inf in R. Explicitly deal with this case, and add a bunch of comments. R had the print.rmean option, this has been expanded to a more general rmean option that allows setting the cutoff point. R added a print.n option with 3 choices, my code includes all 3 in the output.
lines.survfit.s: The S version has a new block of code for guessing "firstx" more intellegently when it is missing. (Or, one hopes is is more intellegent!)
coxph.control.s: The R code had tighter tolerances (eps= 1e-9) than Splus (1e-4) and a higher iterationn count (20 vs 10). Set eps to 1e-8 and iter to 15, mostly bending to the world. The tighter iteration is defensible, but I still maintain that a Cox model that takes >10 iterations is not going to finish if you give it 100. The likelihood surface is almost perfectly quadratic near the minimum. (Not true for survreg by the way).
: In Surv, the Mayo code creates NA's out of invalid status values or start,stop pairs, rather than a stop and error message. This is to allow for example coxph(Surv(time1,time2, status).... , subset=(goodlines)) succeed, when "goodlines" is the subset with correct values.
Older changes
25SepO7: How embarrassing – someone pointed out that I had Dave Harrington's name spelled wrong in the options to survfit.coxph!
9Jul07: In a model with offsets, survreg mistakenly omitted the offset from the returned linear.predictor component.
10May07: Change summary.coxph so that it returns an object of class summary.coxph, and add a print method for that object.
22Jun06: Update match.ratetable, so that more liberal matches are now allowed. For instance, 'F', 'f', 'female', 'fem', 'FEMA', etc are now all considered matches to the dimname "female" in survexp.us.
26Apr06: Fix bug in summary.survfit, pointed out by Bob Treder. With the times option, the value of n.risk would be wrong for "in between" times; e.g., the data had events and/or censoring at times 10, 20,... and we asked for printout at time 15. It should give n.risk at time 20, it was returning the value at time 10. Interestingly, the code had a very careful treatment of this case, along with an example in the comments, and the "the right answer is" part of the comment was wrong! So the code correctly computed an incorrect answer. Added another test case to the test suite, survtest2.
21Apr06: Fix problem in [.survfit, pointed out by Thomas Lumley. If fit <- survfit(Surv(time, status) ~ ph.ecog, lung), then fit[2:1] did not reorder the output correctly. I had never tested putting the subscripts in non-increasing order.
7Feb06: Fix a problem in the coxph iteration (coxfit2.c, coxfit5, agfit3, agfit5, agexact). It will likely never catch anyone again, even if I didn't fix it. In a particular data set, beta overshot and step halving was invoked. During step halving, a loglik happened to occur that was within eps of the prior step's loglik — and the routine decided, erroneously, that it had converged! (A nice quadratic curve, a first guess b1 to the left of the desired max of the curve. The next guess b2 overshot and ends up with a lower loglik, on the right side of the max. Back up to the midpoint of b1 and b2, and this guess, still to the right of the max (still too large) has EXACTLY the same value of y as b1 did, but on the other side of the max from b1. "Last two guesses give the same answer, I'm done" said the routine).
27Sep05: Found and fixed a nasty bug in survfit. When method='fh2' and there were multiple groups I had a subscripting bug, leading to vectors that were supposed to be the same length, but weren't, passed into C. The resulting curves were obviously wrong – survival precipitously drops to zero.
5May05: Add the drop=F arg to one subscripting selection in survfit.coxph. temp <- (matrix(surv$y, ncol=3))[ntime,,drop=F] If you selected only 1 time point (1 row) in the final output, the code would fail. Pointed out by Cindy Crowson.
18Apr05: Bug in survfit.turnbull. The strata variable was not being filled in (number of points per curve). So if multiple curves were generated at once, i.e., with something on the right hand side of ~ in the formula, all the downstream print/plot functions would not work with the result.
8Feb05: Fix small typo in is.ratetable, introduced on 24Nov04: (Today was the first time I added to the standard library, and thus ended up using the non-verbose mode.)
8Feb05: Add the data.frame argument to pyears. This causes the output to contain a dataframe rather than a set of arrays. It is useful for further processing of the data using Poisson regression.
7Feb05: Modified print.ratetable to be more useful. It now tells about the ratetable, rather than printing all of its values.
8Dec04: Fix a small bug in survfit.turnbull. If there are people left censored before the first time point of any other kind (interval, exact, or right censored), the the plotted height of the curve from "rightmost left censoring time" to "leftmost event time", that is the flat tail on the left, was at the wrong height. Added another test to testreg/reliability.s for this.
24Nov04: Change is.ratetable to give longer messages