flexsurv: bootci.fmsm – R documentation

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bootci.fmsm

Bootstrap confidence intervals for flexsurv output functions

Description

Calculate a confidence interval for a model output by repeatedly replacing the parameters in a fitted model object with a draw from the multivariate normal distribution of the maximum likelihood estimates, then recalculating the output function.

Usage

bootci.fmsm(
  x,
  B,
  fn,
  cl = 0.95,
  attrs = NULL,
  cores = NULL,
  sample = FALSE,
  ...
)

Arguments

`x`	Output from `flexsurvreg` or `flexsurvspline`, representing a fitted survival model object. Or a list of such objects, defining a multi-state model.
`B`	Number of parameter draws to use
`fn`	Function to bootstrap the results of. It must have an argument named 'codex giving a fitted flexsurv model object. This may return a value with any format, e.g. list, matrix or vector, as long as it can be converted to a numeric vector with `unlist`. See the example below.
`cl`	Width of symmetric confidence interval, by default 0.95
`attrs`	Any attributes of the value returned from `fn` which we want confidence intervals for. These will be unlisted, if possible, and appended to the result vector.
`cores`	Number of cores to use for parallel processing.
`sample`	If `TRUE` then the bootstrap sample itself is returned. If `FALSE` then the quantiles of the sample are returned giving a confidence interval.
`...`	Additional arguments to pass to `fn`.

Value

A matrix with two rows, giving the upper and lower confidence limits respectively. Each row is a vector of the same length as the unlisted result of the function corresponding to fncall.

Examples

## How to use bootci.msm

## Write a function with one argument called x giving a fitted model,
## and returning some results of the model.  The results may be in any form.   

tmat <- rbind(c(NA,1,2),c(NA,NA,3),c(NA,NA,NA))
bexp <- flexsurvreg(Surv(Tstart, Tstop, status) ~ trans, data=bosms3, dist="exp")

summfn <- function(x, t){
 resp <-  pmatrix.fs(x, trans=tmat, t=t)
 rest <- totlos.fs(x, trans=tmat, t=t)
 list(resp, rest)
}

## Use bootci.msm to obtain the confidence interval
## The matrix columns are in the order of the unlisted results of the original
## summfn.  You will have to rearrange them into the format that you want.
## If summfn has any extra arguments, in this case \code{t}, make sure they are
## passed through via the ... argument to bootci.fmsm

bootci.fmsm(bexp, B=3, fn=summfn, t=10)
bootci.fmsm(bexp, B=3, fn=summfn, t=5)

flexsurv

Flexible Parametric Survival and Multi-State Models

v2.0

GPL (>= 2)

Authors

Christopher Jackson [aut, cre], Paul Metcalfe [ctb], Jordan Amdahl [ctb], Matthew T. Warkentin [ctb], Kevin Kunzmann [ctb]

Initial release

2021-02-22