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[Rmol-svn-commit] SF.net SVN: rmol:[204] trunk/rmol
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From: <den...@us...> - 2009-05-03 21:46:37
|
Revision: 204
http://rmol.svn.sourceforge.net/rmol/?rev=204&view=rev
Author: denis_arnaud
Date: 2009-05-03 21:46:25 +0000 (Sun, 03 May 2009)
Log Message:
-----------
1. Moved the samples directory in a dedicated, installable, directory. 2. Added the R-msm package.
Modified Paths:
--------------
trunk/rmol/Makefile.am
trunk/rmol/configure.ac
trunk/rmol/samples/Makefile.am
trunk/rmol/samples/sources.mk
trunk/rmol/test/Makefile.am
Added Paths:
-----------
trunk/rmol/R/R-RM2.spec
trunk/rmol/R/R-msm.spec
trunk/rmol/R/msm/
trunk/rmol/R/msm/ChangeLog
trunk/rmol/R/msm/DESCRIPTION
trunk/rmol/R/msm/NAMESPACE
trunk/rmol/R/msm/R/
trunk/rmol/R/msm/R/boot.R
trunk/rmol/R/msm/R/constants.R
trunk/rmol/R/msm/R/hmm-dists.R
trunk/rmol/R/msm/R/hmm.R
trunk/rmol/R/msm/R/msm.R
trunk/rmol/R/msm/R/outputs.R
trunk/rmol/R/msm/R/pearson.R
trunk/rmol/R/msm/R/simul.R
trunk/rmol/R/msm/R/utils.R
trunk/rmol/R/msm/data/
trunk/rmol/R/msm/data/aneur.txt
trunk/rmol/R/msm/data/bos.txt
trunk/rmol/R/msm/data/cav.txt
trunk/rmol/R/msm/data/fev.txt
trunk/rmol/R/msm/data/psor.txt
trunk/rmol/R/msm/inst/
trunk/rmol/R/msm/inst/NEWS
trunk/rmol/R/msm/inst/doc/
trunk/rmol/R/msm/inst/doc/Rplots.pdf
trunk/rmol/R/msm/inst/doc/msm-manual.pdf
trunk/rmol/R/msm/man/
trunk/rmol/R/msm/man/MatrixExp.Rd
trunk/rmol/R/msm/man/aneur.Rd
trunk/rmol/R/msm/man/boot.msm.Rd
trunk/rmol/R/msm/man/bos.Rd
trunk/rmol/R/msm/man/cav.Rd
trunk/rmol/R/msm/man/coef.msm.Rd
trunk/rmol/R/msm/man/crudeinits.msm.Rd
trunk/rmol/R/msm/man/deltamethod.Rd
trunk/rmol/R/msm/man/ematrix.msm.Rd
trunk/rmol/R/msm/man/fev.Rd
trunk/rmol/R/msm/man/hazard.msm.Rd
trunk/rmol/R/msm/man/hmm-dists.Rd
trunk/rmol/R/msm/man/logLik.msm.Rd
trunk/rmol/R/msm/man/lrtest.msm.Rd
trunk/rmol/R/msm/man/medists.Rd
trunk/rmol/R/msm/man/msm.Rd
trunk/rmol/R/msm/man/odds.msm.Rd
trunk/rmol/R/msm/man/pearson.msm.Rd
trunk/rmol/R/msm/man/pexp.Rd
trunk/rmol/R/msm/man/plot.msm.Rd
trunk/rmol/R/msm/man/plot.prevalence.msm.Rd
trunk/rmol/R/msm/man/plot.survfit.msm.Rd
trunk/rmol/R/msm/man/plotprog.msm.Rd
trunk/rmol/R/msm/man/pmatrix.msm.Rd
trunk/rmol/R/msm/man/pmatrix.piecewise.msm.Rd
trunk/rmol/R/msm/man/prevalence.msm.Rd
trunk/rmol/R/msm/man/psor.Rd
trunk/rmol/R/msm/man/qmatrix.msm.Rd
trunk/rmol/R/msm/man/qratio.msm.Rd
trunk/rmol/R/msm/man/scoreresid.msm.Rd
trunk/rmol/R/msm/man/sim.msm.Rd
trunk/rmol/R/msm/man/simmulti.msm.Rd
trunk/rmol/R/msm/man/sojourn.msm.Rd
trunk/rmol/R/msm/man/statetable.msm.Rd
trunk/rmol/R/msm/man/summary.msm.Rd
trunk/rmol/R/msm/man/surface.msm.Rd
trunk/rmol/R/msm/man/tnorm.Rd
trunk/rmol/R/msm/man/totlos.msm.Rd
trunk/rmol/R/msm/man/transient.msm.Rd
trunk/rmol/R/msm/man/viterbi.msm.Rd
trunk/rmol/R/msm/src/
trunk/rmol/R/msm/src/Makevars
trunk/rmol/R/msm/src/analyticp.c
trunk/rmol/R/msm/src/doc/
trunk/rmol/R/msm/src/doc/Makefile
trunk/rmol/R/msm/src/doc/Sweave-local.sty
trunk/rmol/R/msm/src/doc/figures/
trunk/rmol/R/msm/src/doc/figures/general.pdf
trunk/rmol/R/msm/src/doc/figures/hidden.pdf
trunk/rmol/R/msm/src/doc/figures/illdeath.pdf
trunk/rmol/R/msm/src/doc/figures/multistate.pdf
trunk/rmol/R/msm/src/doc/figures/p2q1.pdf
trunk/rmol/R/msm/src/doc/figures/p2q12.pdf
trunk/rmol/R/msm/src/doc/figures/p3q12.pdf
trunk/rmol/R/msm/src/doc/figures/p3q124.pdf
trunk/rmol/R/msm/src/doc/figures/p3q1246.pdf
trunk/rmol/R/msm/src/doc/figures/p3q135.pdf
trunk/rmol/R/msm/src/doc/figures/p3q14.pdf
trunk/rmol/R/msm/src/doc/figures/p3q16.pdf
trunk/rmol/R/msm/src/doc/figures/p4q13569.pdf
trunk/rmol/R/msm/src/doc/figures/p4q159.pdf
trunk/rmol/R/msm/src/doc/figures/p5q1_4_6_8_11_12_16.pdf
trunk/rmol/R/msm/src/doc/figures/p5q1_6_11_16.pdf
trunk/rmol/R/msm/src/doc/figures/p5q1_6_7_11_12.pdf
trunk/rmol/R/msm/src/doc/figures/sampling.pdf
trunk/rmol/R/msm/src/doc/msm-manual.Rnw
trunk/rmol/R/msm/src/doc/msm.bib
trunk/rmol/R/msm/src/hmm.c
trunk/rmol/R/msm/src/hmm.h
trunk/rmol/R/msm/src/lik.c
trunk/rmol/R/msm/src/msm.h
trunk/rmol/R/msm/src/pijt.c
trunk/rmol/R/msm/tests/
trunk/rmol/R/msm/tests/analyticp.R
trunk/rmol/R/msm/tests/boot.R
trunk/rmol/R/msm/tests/debug.dat
trunk/rmol/R/msm/tests/deriv-test.R
trunk/rmol/R/msm/tests/deriv.R
trunk/rmol/R/msm/tests/errors.R
trunk/rmol/R/msm/tests/fev.R
trunk/rmol/R/msm/tests/herrors.R
trunk/rmol/R/msm/tests/hsim.R
trunk/rmol/R/msm/tests/local.R
trunk/rmol/R/msm/tests/misc.R
trunk/rmol/R/msm/tests/miscnew.R
trunk/rmol/R/msm/tests/pci.R
trunk/rmol/R/msm/tests/pearson.R
trunk/rmol/R/msm/tests/sim.R
trunk/rmol/R/msm/tests/simple.R
trunk/rmol/R/msm/tests/utils.R
trunk/rmol/samples/
trunk/rmol/samples/sample1.csv
trunk/rmol/samples/sample2.csv
trunk/rmol/samples/sample3.csv
trunk/rmol/samples/sample4.csv
Removed Paths:
-------------
trunk/rmol/samples/sample1.csv
trunk/rmol/samples/sample2.csv
trunk/rmol/samples/sample3.csv
trunk/rmol/samples/sample4.csv
trunk/rmol/test/samples/
Modified: trunk/rmol/Makefile.am
===================================================================
--- trunk/rmol/Makefile.am 2009-05-03 16:45:21 UTC (rev 203)
+++ trunk/rmol/Makefile.am 2009-05-03 21:46:25 UTC (rev 204)
@@ -25,7 +25,7 @@
EXTRA_DIST =
# Build in these directories:
-SUBDIRS = rmol win32 po man $(INFO_DOC_DIR) $(HTML_DOC_DIR) $(TEST_DIR)
+SUBDIRS = rmol win32 po man $(INFO_DOC_DIR) $(HTML_DOC_DIR) samples $(TEST_DIR)
# Configuration helpers
Added: trunk/rmol/R/R-RM2.spec
===================================================================
--- trunk/rmol/R/R-RM2.spec (rev 0)
+++ trunk/rmol/R/R-RM2.spec 2009-05-03 21:46:25 UTC (rev 204)
@@ -0,0 +1,66 @@
+%global packname RM2
+%global packrel 1
+
+Name: R-%{packname}
+Version: 0.0
+Release: 1%{?dist}
+Source0: ftp://cran.r-project.org/pub/R/contrib/main/%{packname}_%{version}.tar.gz
+License: GPL
+URL: http://cran.r-project.org/src/contrib
+Group: Applications/Engineering
+Summary: Revenue Management and Pricing for R
+BuildRequires: R-devel, tetex-latex
+BuildRoot: %{_tmppath}/%{name}-%{version}-%{release}-root-%(%{__id_u} -n)
+BuildArch: noarch
+Requires(post): R
+Requires(postun): R
+Requires: R
+
+%description
+RM2 is a simple package that implements functions
+used in revenue management and pricing environments.
+
+%prep
+%setup -q -c -n %{packname}
+
+%build
+
+%install
+rm -rf $RPM_BUILD_ROOT
+mkdir -p $RPM_BUILD_ROOT%{_datadir}/R/library
+%{_bindir}/R CMD INSTALL -l $RPM_BUILD_ROOT%{_datadir}/R/library %{packname}
+test -d %{packname}/src && (cd %{packname}/src; rm -f *.o *.so)
+rm -rf $RPM_BUILD_ROOT%{_datadir}/R/library/R.css
+
+%check
+%{_bindir}/R CMD check %{packname}
+
+%clean
+rm -rf $RPM_BUILD_ROOT
+
+%post
+%{_R_make_search_index}
+
+%postun
+%{_R_make_search_index}
+
+%files
+%defattr(-, root, root, -)
+%dir %{_datadir}/R/library/%{packname}
+#%%doc %{_datadir}/R/library/%{packname}/latex
+#%%doc %{_datadir}/R/library/%{packname}/doc
+#%%doc %{_datadir}/R/library/%{packname}/html
+%doc %{_datadir}/R/library/%{packname}/man
+%doc %{_datadir}/R/library/%{packname}/DESCRIPTION
+#%%doc %{_datadir}/R/library/%{packname}/NEWS
+#%%{_datadir}/R/library/%{packname}/CONTENTS
+#%%{_datadir}/R/library/%{packname}/INDEX
+%{_datadir}/R/library/%{packname}/NAMESPACE
+#%%{_datadir}/R/library/%{packname}/Meta
+%{_datadir}/R/library/%{packname}/R
+#%%{_datadir}/R/library/%{packname}/R-ex
+#%%{_datadir}/R/library/%{packname}/help
+
+%changelog
+* Sun May 03 2009 Denis Arnaud <den...@m4...> 0.0-1
+- Initial package creation
Added: trunk/rmol/R/R-msm.spec
===================================================================
--- trunk/rmol/R/R-msm.spec (rev 0)
+++ trunk/rmol/R/R-msm.spec 2009-05-03 21:46:25 UTC (rev 204)
@@ -0,0 +1,70 @@
+%global packname msm
+%global packrel 1
+
+Name: R-%{packname}
+Version: 0.8.2
+Release: 1%{?dist}
+Source0: ftp://cran.r-project.org/pub/R/contrib/main/%{packname}_%{version}.tar.gz
+License: GPLv2
+URL: http://cran.r-project.org/src/contrib
+Group: Applications/Engineering
+Summary: Multi-state Markov and hidden Markov models in continuous time
+BuildRequires: R-devel, tetex-latex, R-mvtnorm
+BuildRoot: %{_tmppath}/%{name}-%{version}-%{release}-root-%(%{__id_u} -n)
+BuildArch: noarch
+Requires(post): R
+Requires(postun): R
+Requires: R
+
+%description
+Functions for fitting general continuous-time Markov and hidden Markov
+multi-state models to longitudinal data. Both Markov transition rates
+and the hidden Markov output process can be modelled in terms of
+covariates. A variety of observation schemes are supported, including
+processes observed at arbitrary times, completely-observed processes,
+and censored states.
+
+%prep
+%setup -q -c -n %{packname}
+
+%build
+
+%install
+rm -rf $RPM_BUILD_ROOT
+mkdir -p $RPM_BUILD_ROOT%{_datadir}/R/library
+%{_bindir}/R CMD INSTALL -l $RPM_BUILD_ROOT%{_datadir}/R/library %{packname}
+test -d %{packname}/src && (cd %{packname}/src; rm -f *.o *.so)
+rm -rf $RPM_BUILD_ROOT%{_datadir}/R/library/R.css
+
+%check
+%{_bindir}/R CMD check %{packname}
+
+%clean
+rm -rf $RPM_BUILD_ROOT
+
+%post
+%{_R_make_search_index}
+
+%postun
+%{_R_make_search_index}
+
+%files
+%defattr(-, root, root, -)
+%dir %{_datadir}/R/library/%{packname}
+#%%doc %{_datadir}/R/library/%{packname}/latex
+#%%doc %{_datadir}/R/library/%{packname}/doc
+#%%doc %{_datadir}/R/library/%{packname}/html
+%doc %{_datadir}/R/library/%{packname}/man
+%doc %{_datadir}/R/library/%{packname}/DESCRIPTION
+#%%doc %{_datadir}/R/library/%{packname}/NEWS
+#%%{_datadir}/R/library/%{packname}/CONTENTS
+#%%{_datadir}/R/library/%{packname}/INDEX
+%{_datadir}/R/library/%{packname}/NAMESPACE
+#%%{_datadir}/R/library/%{packname}/Meta
+%{_datadir}/R/library/%{packname}/R
+#%%{_datadir}/R/library/%{packname}/R-ex
+#%%{_datadir}/R/library/%{packname}/help
+
+%changelog
+* Sun May 03 2009 Denis Arnaud <den...@m4...> 0.0-1
+- Initial package creation
Added: trunk/rmol/R/msm/ChangeLog
===================================================================
--- trunk/rmol/R/msm/ChangeLog (rev 0)
+++ trunk/rmol/R/msm/ChangeLog 2009-05-03 21:46:25 UTC (rev 204)
@@ -0,0 +1,1095 @@
+2009-04-08 Chris Jackson <chr...@mr...>
+
+ * man/msm.Rd: Documentation for qconstraint clarified.
+
+ * R/outputs.R: Bug fix - interactions now expanded properly when
+ calling extractor functions for models with interactions between
+ covariates.
+
+ * R/msm.R: Bug fix which affected bootstrap refitting in
+ pearson.msm, giving "Error in `$<-.data.frame`(`*tmp*`,
+ "pci.imp"..."
+
+ * DESCRIPTION: Version 0.8.2 released.
+
+2009-04-03 Chris Jackson <chr...@mr...>
+
+ * LaTeX sources for PDF manual included in src/doc to enable
+ msm to be approved as a Debian package.
+
+2008-07-25 Chris Jackson <chr...@mr...>
+
+ * R/pearson.R: Bug fix, maxtimes was producing negative censoring
+ times.
+
+ * DESCRIPTION: Version 0.8.1 released.
+
+2008-07-23 Chris Jackson <chr...@mr...>
+
+ * R/msm.R: New option "pci" to msm, which automatically constructs
+ a model with piecewise-constant transition intensities which
+ change at the supplied times.
+
+ * R/boot.R: Give an informative error in normal theory CIs when
+ SEs not available from fitted model.
+
+2008-07-22 Chris Jackson <chr...@mr...>
+
+ * src/lik.c (GetOutcomeProb): HMM now applies to censored
+ outcomes, unless obstrue = 1. Thanks to Norm Good for the
+ suggestion.
+
+2008-04-15 Chris Jackson <chr...@mr...>
+
+ * R/msm.R: deriv.test argument to msm removed.
+
+ * src/lik.c: Bug fix in liksimple/derivsimple - the P matrix was
+ not being recalculated when the obstype changed between 1 and 2.
+ Thanks to Peter Jepsen for uncovering this.
+
+2008-03-31 Chris Jackson <chr...@mr...>
+
+ * R/outputs.R: totlos.msm now computes total length of stay for
+ all states, not just transient states. New argument "end" added.
+
+ * R/outputs.R: xlim argument added to plotprog.msm.
+
+ * R/outputs.R: legend added to plot.prevalence.msm.
+
+2008-03-28 Chris Jackson <chr...@mr...>
+
+ * DESCRIPTION: Version 0.8 released.
+
+2008-03-18 Chris Jackson <chr...@mr...>
+
+ * R/pearson.R: New file for the Pearson-type goodness-of-fit test.
+
+ * data/heart.txt: Data "heart" renamed to "cav".
+
+ * R/simul.R: any() bugs in simmisc.msm for simulating
+ misclassification models fixed
+
+2008-03-11 Chris Jackson <chr...@mr...>
+
+ * R/outputs.R: logLik.msm degrees of freedom corrected for models
+ with parameter constraints.
+
+ * R/outputs.R: New function "plot.survfit.msm" to plot
+ Kaplan-Meier estimate of survival probabilty compared with the
+ fitted survival probability from a model.
+
+ * R/outputs.R: Allow customisable axis titles and line widths in
+ all plot functions.
+
+2008-03-03 Chris Jackson <chr...@mr...>
+
+ * R/outputs.R: New function "plotprog.msm" to plot Kaplan-Meier
+ estimates of time to first occurrence of each state. Added
+ "survfit" and "Surv" imports from the "survival" package.
+
+ * R/outputs.R: New likelihood ratio test function
+ "lrtest.msm".
+
+2008-03-03 Chris Jackson <chr...@mr...>
+
+ * R/outputs.R: logLik method returns the log-likelihood, not the
+ minus log-likelihood. Thanks to Jay Rotella for the report.
+
+2008-02-27 Chris Jackson <chr...@mr...>
+
+ * R/utils.R: Transformation bug fixed which caused rtnorm to hang
+ for extreme means. Thanks to Bj\xF6rn Bornkamp.
+
+2008-02-18 Chris Jackson <chr...@mr...>
+
+ * R/boot.R: Simulate normal CIs using unreplicated parameters, so
+ that they work with the new release of mvtnorm. Thanks to Peter
+ Jepsen for the report.
+
+2007-12-12 Chris Jackson <chr...@mr...>
+
+ * R/msm.R,src/lik.c: Score residuals implemented.
+
+2007-12-10 Chris Jackson <chr...@mr...>
+
+ * R/utils.R: Quantile functions: uniroot() convergence tolerance
+ tightened to solve problems with obtaining quantiles for small
+ arguments. Thanks to Barbara Bredner for the report.
+
+ * DESCRIPTION: Version 0.7.6 released.
+
+2007-11-21 Chris Jackson <chr...@mr...>
+
+ * R/simul.R: Bug fix, "cur.t not found" error.
+
+ * R/simul.R: Allow covariates on misclassification probabilities
+ in simulations
+
+2007-11-20 Chris Jackson <chr...@mr...>
+
+ * R/msm.R: Don't give no-SEs warning when hessian=FALSE
+
+ * R/simul.R: Handle only one observation per subject.
+
+ * R/outputs.R: New internal function intervaltrans.msm to
+ determine set of allowed transitions in an interval.
+
+ * DESCRIPTION: Version 0.7.5 released.
+
+2007-11-08 Chris Jackson <chr...@mr...>
+
+ * R/outputs.R(qratio.se.msm): Bug fix for factor
+ covariates. Thanks to Peter Jepsen.
+
+2007-11-05 Chris Jackson <chr...@mr...>
+
+ * R/boot.R (bootdata.trans.msm,bootdata.subject.msm), R/msm.R
+ (msm.form.data,msm.form.covdata): Handle factor covariates
+ properly when bootstrap refitting, by retaining the original
+ covariates (not the numeric contrasts) in the data. Thanks to
+ Peter Jepsen.
+
+ * R/outputs.R: qmatrix.msm, ematrix.msm, sojourn.msm and
+ qratio.msm can now be called with ci="none", returning just the
+ matrix of estimates, with no CI.
+
+2007-11-02 Chris Jackson <chr...@mr...>
+
+ * R/utils.R: MatrixExp now accepts a vector of t, in which case it
+ only needs to calculate the eigensystem once.
+
+2007-10-30 Chris Jackson <chr...@mr...>
+
+ * R/utils.R: Bug fix in ppexp. Thanks to Mike Murphy.
+
+ * msm-manual: More explanation of censored states versus censored
+ event times.
+
+2007-10-25 Chris Jackson <chr...@mr...>
+
+ * src/hmm.c: New beta HMM outcome distribution.
+
+ * src/lik.c: Ignore initprobs in HMMs if the true state is known
+ at the initial observation.
+
+2007-10-24 Chris Jackson <chr...@mr...>
+
+ * src/lik.c: Handle censoring properly in Viterbi algorithm.
+
+2007-10-22 Chris Jackson <chr...@mr...>
+
+ * R/boot.R(bootdata.subject.msm): Bug fix, wrong covariate matrix
+ was being read. Thanks to Peter Jepsen for the report.
+
+ * msm-manual.pdf: Correction of algebraic typos in Viterbi
+ algorithm.
+
+ * src/lik.c: Account for obstrue in Viterbi algorithm.
+
+ * R/outputs.R: Allow Viterbi algorithm to be used to impute
+ censored states in data with censored states but no HMM.
+
+2007-10-18 Chris Jackson <chr...@mr...>
+
+ * R/outputs.R(prevalence.msm,plot.prevalence.msm): Account for
+ arguments supplied to prevalence.msm when doing the plot. Thanks
+ to Peter Jepsen for the report.
+
+2007-10-01 Chris Jackson <chr...@mr...>
+
+ * src/Makevars: CR endings removed to satisfy R CMD CHECK in R 2.6.0
+
+ * R/outputs.R(print.msm.est): test for CI using is.list(), since $
+ on an atomic object fails in R 2.7.0 instead of returning NULL.
+
+ * DESCRIPTION: Version 0.7.4 released. Use standardised license string.
+
+2007-08-15 Chris Jackson <chr...@mr...>
+
+ * DESCRIPTION: Version 0.7.3 released.
+
+2007-08-14 Chris Jackson <chr...@mr...>
+
+ * R/boot.R: Handle obstype and obsmisc in bootstrap refitting, and
+ handle refitting of msm models where obstype, obsmisc and subject
+ vectors are calculated within the argument to msm. Thanks to
+ Peter Jepsen for the report.
+
+ * R/boot.R, R/outputs.R: Add bootstrap handlers (both
+ nonparametric and normal-theory) for qmatrix.msm, ematrix.msm,
+ sojourn.msm, qratio.msm, pmatrix.piecewise.msm, totlos.msm,
+ prevalence.msm.
+
+2007-07-27 Chris Jackson <chr...@mr...>
+
+ * src/analyticp.c: Bug fix: exponential of certain degenerate 5
+ state intensity matrices was not being calculated properly. Thanks
+ to Ross Boylan for the report.
+
+ * man/msm.Rd: Make clear that the initial values for constrained
+ parameters are taken from the first of the multiple initial values
+ supplied. Thanks to Ross Boylan.
+
+2007-06-30 Chris Jackson <chr...@mr...>
+
+ * R/outputs.R(surface.msm): Bug fix: don't include auxiliary
+ parameters in HMMs. Thanks to Michael Sweeting.
+
+2007-06-29 Chris Jackson <chr...@mr...>
+
+ * R/utils.R(MatrixExp), src/pijt.c(MatrixExp): Bug fix. When there
+ are complex eigenvalues, don't use the eigensystem method of
+ calculating the matrix exponential. Thanks to V\xE9ronique Bouchard.
+
+2007-06-05 Chris Jackson <chr...@mr...>
+
+ * R/outputs.R(expected.msm): Bug fix, wrong risk set was being
+ calculated for user-specified "times".
+
+ * R/outputs.R(observed.msm): Allow interpolation of observed
+ states using the midpoint of an interval.
+
+ * R/outputs.R(pmatrix.msm), R/boot.R: Confidence intervals for P
+ matrix can now be calculated by simulating from multivariate
+ normal distribution of MLEs.
+
+ * R/outputs.R(plot.prevalence.msm),man/plot.prevalence.msm.Rd: new
+ function for prevalence plots.
+
+ * man/pmatrix.piecewise.msm.Rd: Example corrected to use four sets
+ of covariates. Thanks to Qing Wang.
+
+ * DESCRIPTION,NAMESPACE: Added rmvnorm import from "mvtnorm" package.
+
+2007-05-31 Chris Jackson <chr...@mr...>
+
+ * DESCRIPTION: Version 0.7.2 released.
+
+2007-05-29 Chris Jackson <chr...@mr...>
+
+ * R/outputs.R: Functions to calculate SEs and CIs for ematrix.msm
+ adapted to deal with multinomial logistic regression. CIs for
+ probabilities are calculated using delta method approximation to
+ variance of logit p, instead of log p as previously.
+
+2007-05-26 Chris Jackson <chr...@mr...>
+
+ * R/utils.R: Truncated normal random sampling algorithm
+ improved to use the rejection method by Christian Robert.
+ Thanks to Vivek Roy for the suggestion.
+
+2007-05-25 Chris Jackson <chr...@mr...>
+
+ * R/msm.R: Constraints on intensity covariate effects that some
+ effects are equal to other effects multiplied by -1 are now
+ allowed.
+
+ * R/msm.R: Structural zeroes are allowed for initial state
+ occupancy probabilities.
+
+ * inst/doc/msm-manual.pdf: Misclassification examples on heart
+ data changed so that individuals' first observations are not
+ misclassified.
+
+2007-05-21 Chris Jackson <chr...@mr...>
+
+ * R/lik.c: Serious bug fix. Effects of covariates on outcome
+ probabilities in misclassification models (categorical HMMs) are
+ now estimated using multinomial logistic regressions, instead of
+ (incorrectly) independent univariate logistic regressions for each
+ probability.
+
+ * R/msm.R, R/lik.c: Effects of covariates on initial state
+ probabilities in HMMs can now be estimated through multinomial
+ logistic regression.
+
+2007-05-13 Chris Jackson <chr...@mr...>
+
+ * R/outputs.R, R/boot.R: New option "ci.boot" to prevalence.msm, a
+ helper to calculate bootstrap confidence limits for the expected
+ prevalences using "boot.msm".
+
+ * R/msm.R, src/lik.c: New argument "obstrue" to msm, to allow some
+ observations to be observed without error in misclassification models.
+
+2007-05-11 Chris Jackson <chr...@mr...>
+
+ * R/msm.R: Return derivatives in $deriv component of the msm
+ object after optimisation. Thanks to Ole Rummel.
+
+2007-04-18 Chris Jackson <chr...@mr...>
+
+ * R/msm.R: Don't drop covariates on transition process which are
+ missing at the last observation for a patient, because they are
+ not used in the analysis. This has the consequences that output
+ from prevalence.msm may be different from earlier versions (0.7 or
+ earlier) if there are missing values in the data. Users are
+ advised to drop missing values from their data (if statistically
+ appropriate!) before using msm.
+
+ * DESCRIPTION: Maintainer email address changed.
+
+ * DESCRIPTION: Version 0.7.1 released.
+
+2007-04-05 Chris Jackson <chr...@im...>
+
+ * R/outputs.R(viterbi.msm): Bug fix for models with
+ covariates. Thanks to Hongjie Wang.
+
+ * R/outputs.R(prevalence.msm): Can now calculate expected
+ prevalences for models with piecewise-constant intensities, in the
+ same manner as pmatrix.piecewise.msm.
+
+2007-04-04 Chris Jackson <chr...@im...>
+
+ * R/outputs.R(prevalence.msm): Bug fix, initstates was being
+ ignored. Thanks to Peter Jensen.
+
+ * R/msm.R: Give a warning when the standard errors cannot be
+ calculated.
+
+ * R/msm.R(msm.form.houtput): Bug fix for initprobs display with
+ only two states.
+
+2007-03-02 Chris Jackson <chr...@im...>
+
+ * R/outputs.R(print.msm, qematrix.msm): Bug fix: When
+ center=FALSE, reported baseline intensity matrix should be
+ labelled as with covariates set to zero, not at their means.
+ Thanks to Ross Boylan.
+
+2007-02-09 Chris Jackson <chr...@im...>
+
+ * src/lik.c: Return likelihood of zero for individuals with only
+ one observation in censoring and hidden models. Thanks to Jonathan
+ Williams for discovering the bug.
+
+ * data/heart.txt: Age at transplant date corrected. Thanks to
+ Jonathan Williams.
+
+2006-11-21 Chris Jackson <chr...@im...>
+
+ * R/msm.R: Initial state occupancy probabilities can now be
+ estimated. See new argument "est.initprobs" to msm.
+
+ * DESCRIPTION: Version 0.7 released.
+
+2006-11-20 Chris Jackson <chr...@im...>
+
+ * R/simul.R(sim.msm): Transpose error in bug fix from 0.6.4
+ corrected.
+
+ * R/outputs.R: Values of factor covariates are now supplied to
+ extractor functions in a sensible way, at last. Reordering bug
+ fixed with named covariate lists.
+
+2006-11-19 Chris Jackson <chr...@im...>
+
+ * R/boot.R: New file. Implements bootstrap resampling for fitted
+ msm models.
+
+ * R/outputs.R: Bootstrap confidence intervals available for
+ pmatrix.msm and totlos.msm.
+
+ * R/outputs.R: pmatrix.msm now defaults to one time unit, instead
+ of forcing time unit to be explicitly given.
+
+ * R/outputs.R: observed.msm function rewritten. Fixes bug in
+ calculating observed prevalence for state at maximum observed
+ time, reported by Jeremy Penn. It is also now much faster.
+
+ * R/outputs.R: prevalence.msm is also adapted sensibly to handle
+ data where not all individuals start at a common time.
+
+2006-09-29 Chris Jackson <chr...@im...>
+
+ * man/deltamethod.Rd: Example fixed to use correct covariance
+ matrix. Thanks to Andreas Beyerlein.
+
+2006-09-21 Chris Jackson <chr...@im...>
+
+ * src/Makevars: PKG_LIBS fix to pass R CMD CHECK in R 2.4.0
+
+ * DESCRIPTION: Version 0.6.4 released.
+
+2006-09-12 Chris Jackson <chr...@im...>
+
+ * R/simul.R(sim.msm) Bug fix: multiply covariates by baseline
+ intensities in the correct order. Also convert vector beta to
+ matrix. Thanks to Stephan Lenz for the report.
+
+2006-09-08 Chris Jackson <chr...@im...>
+
+ * R/utils.R(rtnorm) Bug fix: use the correct components of
+ parameters which are vectors. Thanks to Jean-Baptiste Denis
+ for the report.
+
+2006-07-16 Chris Jackson <chr...@im...>
+
+ * Rd/msm.Rd, inst/doc/msm-manual.pdf: Documentation correction -
+ the initial values of the qmatrix are with covariates at their
+ means in the data, not with the covariates at zero. This bug
+ has existed since version 0.5.
+
+2006-07-16 Chris Jackson <chr...@im...>
+
+ * R/msm.R: Row and column names of crudeinits output retained from
+ qmatrix input.
+
+2006-06-29 Chris Jackson <chr...@im...>
+
+ * Definition of initprobs corrected on manual p31.
+
+2006-06-28 Chris Jackson <chr...@im...>
+
+ * References reinstated in the PDF manual.
+
+ * DESCRIPTION: Version 0.6.3 released.
+
+2006-06-23 Chris Jackson <chr...@im...>
+
+ * DESCRIPTION: Version 0.6.2 released.
+
+2006-06-21 Chris Jackson <chr...@im...>
+
+ * msm.obs.to.fromto,msm.check.times: Support character subject
+ variables. Thanks to Danstan Bagenda for the report.
+
+2006-06-21 Chris Jackson <chr...@im...>
+
+ * Analytically-calculated transition probability matrices
+ implemented for selected 3, 4 and 5 state models. These are
+ calculated in new file src/analyticp.c. New option "analyticp" in
+ msm() to revert to the old matrix exponential method.
+ Update to msm-manual.pdf describing this method.
+
+2006-06-20 Chris Jackson <chr...@im...>
+
+ * R/simul.R(getobs.msm): Bug fix - Keep only one observation in
+ the absorbing state when absorbing state is not the highest state.
+
+2006-05-29 Chris Jackson <chr...@im...>
+
+ * man/logLik.Rd: help page fixed to explain that this returns the
+ minus log likelihood. Thanks to Ole Rummel.
+
+ * msm.R (likderiv.msm): bug fix - transformation of the
+ derivatives when all parameters are fixed was returning all NAs.
+
+2006-03-26 Chris Jackson <chr...@im...>
+
+ * lik.c(Viterbi): Bug fix - don't ignore initprobs. Thanks to
+ Melanie Wall for reporting this.
+
+ * DESCRIPTION: Version 0.6.1 released.
+
+2006-03-15 Chris Jackson <chr...@im...>
+
+ * NAMESPACE: Import persp, plot and contour in from graphics.
+
+ * msm.R (msm.check.times): Bug fix for factor subjects with empty
+ levels. Thanks to Jacques Gautrais.
+
+2006-01-04 Chris Jackson <chr...@im...>
+
+ * msm.R (msm.form.data): use match(, unique()) to convert subject
+ to ordinal, not factor. Also do msm.check.times after dropping
+ missing data. Plus fix for missing obstime.
+
+2005-11-25 Chris Jackson <chr...@im...>
+
+ * DESCRIPTION: Version 0.6 released.
+
+2005-11-17 Chris Jackson <chr...@im...>
+
+ * R/outputs.R: New function surface.msm for surface plots of
+ likelihoods.
+
+2005-11-16 Chris Jackson <chr...@im...>
+
+ * lik.c,pijt.c, etc.: Analytic derivatives of the likelihood
+ implemented for all models, apart from hidden Markov models or
+ models with censoring. New argument "use.deriv" to tell msm to
+ use these where appropriate. Thanks to Andrew Titman for the
+ debugging help.
+
+ * The Dennis and Schnabel algorithm in the R function "nlm" can
+ now also be used to maximise the likelihood, as an alternative to
+ the algorithms in "optim".
+
+2005-11-11 Chris Jackson <chr...@im...>
+
+ * msm-manual.pdf: definition of initial state probability f
+ corrected in hidden likelihood, equation 13. Thanks to Andrew
+ Titman.
+
+2005-11-08 Chris Jackson <chr...@im...>
+
+ * man/deltamethod.Rd: Documentation of deltamethod clarified to
+ explain how to use user-defined variables within the formula.
+
+2005-10-11 Chris Jackson <chr...@im...>
+
+ * Negative binomial hidden Markov model output distribution added.
+
+ * DESCRIPTION: Version 0.5.2 released.
+
+2005-10-10 Chris Jackson <chr...@im...>
+
+ * lik.c(Viterbi): Bug fix, wasn't handling Markov chains with
+ progressive and regressive states properly. Thanks to Rochelle
+ Watkins.
+
+ * msm.R(msm.form.covdata): further fix for missing data.
+
+2005-10-1 Chris Jackson <chr...@im...>
+
+ * msm.form.qmodel: Bug fix with gen.inits==TRUE and
+ censoring. Thanks to Jacques Gautrais.
+
+2005-07-27 Chris Jackson <chr...@im...>
+
+ * sim.msm: collapse.covs fixed to handle covariate matrices with
+ one observation time.
+
+ * msm.R(msm.form.covdata): bug fix for covariates in global
+ environment, not a data frame. This bug produced the error "Error
+ in 1:n : NA/NaN argument".
+
+2005-05-27 Chris Jackson <chr...@im...>
+
+ * sim.msm: sample replaced by resample as in ?sample, to fix
+ simulations with small models.
+
+ * msm.R: Fix for one-parameter models. (drop=FALSE in subsetting covmat)
+
+2005-05-25 Chris Jackson <chr...@im...>
+
+ * utils.R: New functions (dpqr)pexp for the exponential
+ distribution with piecewise-constant rate.
+
+ * utils.R: Bug fix: arguments lower.tail and log.p implemented for
+ truncated normal and measurement error distributions.
+
+ * DESCRIPTION: Version 0.5.1 released.
+
+2005-05-23 Chris Jackson <chr...@im...>
+
+ * tests/*: Tests are now fully automated. Outputs are compared
+ against known results using stopifnot().
+
+ * outputs.R(hazard.msm, odds.msm) Names "L95", "U95" changed to
+ "L","U" for generality.
+
+2005-05-20 Chris Jackson <chr...@im...>
+
+ * msm.R: Data reorganised so that covariates are stored in a
+ matrix throughout. These are available from the model output as
+ cov for one per observation time, and covmat for one per time
+ difference. This fixes a bug which prevented covariates with
+ names such as "state", "time", "subject", among others, from being
+ used.
+
+2005-05-16 Chris Jackson <chr...@im...>
+
+ * simul.R(sim.msm) Re-written. Fixes a bug in simulating from
+ models with time-dependent covariates, where not every covariate
+ change was accounted for. Uses new function rpexp to simulate
+ from the exponential distribution with piecewise-constant rate.
+ Thanks to Mike Sweeting for the bug report.
+
+ * simul.R(sim.msm) Simulations now contain a censoring time at
+ maxtime, instead of the future absorption time.
+
+ * simul.R(getobs.msm) Re-written, replacing ugly loops with
+ vectorised code.
+
+2005-04-11 Chris Jackson <chr...@im...>
+
+ * man/simul.Rd: clarified that qmatrix is with covariates set to
+ zero. Thanks to Anne Presanis.
+
+2005-04-11 Chris Jackson <chr...@im...>
+
+ * outputs.R(pmatrix.piecewise.msm): Bug fix for times of length 1.
+ Thanks to Anne Presanis.
+
+2005-03-09 Chris Jackson <chr...@im...>
+
+ * pijt.c(Pmat): Don't recalculate pii within j loop.
+
+2005-03-08 Chris Jackson <chr...@im...>
+
+ * pijt.c: New function Eigen. MatrixExp merged into one function.
+
+2005-03-07 Chris Jackson <chr...@im...>
+
+ * msm.R(msm): Argument "hessian" added to msm. Covariance matrix
+ is set to NULL instead of a string when SEs not available.
+
+ * msm.R(msm): Confidence limits of fixed parameters set to NA, not
+ zero width.
+
+2005-03-06 Chris Jackson <chr...@im...>
+
+ * DESCRIPTION: Version 0.5 released. This is a major re-write, so
+ instead of a detailed change log, the NEWS entry is reproduced
+ below.
+
+Version 0.5 (2005-03-06)
+-----------
+
+* Major update. Much of the internal R and C code has been re-written.
+
+* General continuous-time hidden Markov models can now be fitted with
+ msm, as well as misclassification models. Allowed response
+ distributions conditionally on the hidden state include categorical,
+ normal, Poisson, exponential and others. See the new "hmodel"
+ argument. Misclassification models can either be fitted in the old
+ style using an ematrix, or using a general HMM with a categorical
+ response distribution. Covariates can be fitted to many of the new
+ hidden response processes via generalized regressions. See
+ "hcovariates", "hcovinits" arguments.
+
+* Per-observation observation schemes, generalising the "exacttimes"
+ and "death" concepts. An optional new variable in the data can
+ specify whether each observation is a snapshot of the process, an
+ exactly-observed transition time, or a death state. Observations
+ are allowed to be at identical times, for example, a snapshot
+ followed instantly by an exact transition time.
+
+* Various syntax changes for cleaner moder specification.
+
+ - Instead of 0/1 indicators, qmatrix and ematrix should contain the
+ initial values for the transition intensity / misclassification
+ matrix. These matrices can be named with names for the states of
+ the Markov chain.
+
+ - The inits argument is abolished. Initial values are estimated
+ automatically if the new argument to msm "gen.inits = TRUE" is
+ supplied. This uses the initial values calculated by
+ crudeinits.msm.
+
+ - misc no longer needs to be specified if an ematrix is supplied.
+
+ - fixedpars=TRUE fixes all parameters, or specific parameters can
+ be fixed as before.
+
+ - crudeinits.msm takes a state ~ time formula instead of two
+ separate state, time arguments, for consistency with the msm
+ function.
+
+ - Initial values for covariate effects on transition rates /
+ misclassification probabilities are assumed to be zero unless
+ otherwise specified by the new "covinits" / "misccovinits" argument.
+
+* Support for 'from-to' style data has been withdrawn. Storing data in
+ this format is inadvisable as it destroys the longitudinal nature of
+ the data.
+
+* Speed improvements. The algorithm for calculating the likelihood
+ for non-hidden multi-state models has changed so that the matrix
+ exponential of the Q matrix is only calculated once for each time
+ difference / covariate combination. Therefore, users should see
+ speed improvements for data where the same from-state, to-state,
+ time difference, covariates combination appears many times.
+
+* Confidence intervals are now presented instead of standard errors
+ for uncertainty in parameter estimates.
+
+* New method of calculating matrix exponentials when the eigenvector
+ matrix is not invertible. It now uses the more robust method of
+ Pade approximants with scaling and squaring, instead of power
+ series. Faster LAPACK routines are now used for matrix inversion.
+
+* covmatch argument to msm has been abolished. To take a
+ time-dependent covariate value from the end of the relevant
+ transition instead of the default start, users are expected to
+ manipulate their data accordingly before calling msm, shifting the
+ positions of the covariate back by one within each subject.
+
+* Syntax changes for simmulti.msm.
+
+Bug fixes
+---------
+
+* The likelihood is now calculated correctly for individuals with
+ censored intermediate states, as well as censored initial and final states.
+ Thanks to Michael Sweeting for reporting this.
+
+* hazard.scale and odds.scale were interpreted wrongly in hazard.msm
+ and odds.msm respectively.
+
+* time-dependent covariate values now taken from the start instead of
+ end of the transition under hidden Markov models.
+
+
+2005-01-28 Chris Jackson <chr...@im...>
+
+ * src/lik.c (GetCensoredPObsTrue): Censored outcomes are now
+ assumed to be not misclassified.
+
+ * msm.R(msm.form.censor): Bug fix - transient states were detected
+ incorrectly.
+
+ * src/pijt.c: Bug fix. P matrix calculation for misclassification
+ models was ignoring exacttimes.
+
+ * src/lik.c: Bug fix. Ignore death when exacttimes = TRUE.
+
+ * DESCRIPTION: Version 0.4.1 released.
+
+2005-01-07 Chris Jackson <chr...@im...>
+
+ * DESCRIPTION: Version 0.4 released.
+
+2005-01-06 Chris Jackson <chr...@im...>
+
+ * msm/R/msm.process.covs: Bug fix - covariates were not being
+ centered. Thanks to Andrew Titman.
+
+2004-12-29 Chris Jackson <chr...@im...>
+
+ Support added for censored observations.
+
+ * src/lik.c: Bug fix. Don't ignore exacttimes for
+ misclassification models.
+
+ Fixes in documentation. Thanks to Ross Boylan.
+
+2004-09-18 Chris Jackson <chr...@im...>
+
+ * man: Rd syntax errors fixed to pass R CMD CHECK under 2.0.0 *
+
+ * msm-manual: Reference to the PDF manual for msm made more
+ prominent.
+
+ * DESCRIPTION: Version 0.3.3 released.
+
+2004-06-23 Chris Jackson <chr...@im...>
+
+ * msm.R(msm.process.covs): Bug fix, constraints were not being
+ calculated properly when some covariates were constrained and some
+ were not. Thanks to Mike Sweeting.
+
+2004-06-01 Chris Jackson <chr...@im...>
+
+ * msm-manual: Correction - heartmiscsex.msm is actually run using
+ default Nelder-Mead optimization, not BFGS.
+
+2004-05-13 Chris Jackson <chr...@im...>
+
+ * R/outputs.R: plot.msm now plots survival curves in different
+ colours as well as different line types.
+
+2004-05-11 Chris Jackson <chr...@im...>
+
+ * R/simul.R: simmulti.msm now returns a data frame, as it should
+ do.
+
+2004-04-23 Chris Jackson <chr...@im...>
+
+ * New argument "start" in simmulti.msm to give the starting state
+ for each individual. Thanks to Stephan Lenz for the suggestion.
+
+
+2004-03-25 Chris Jackson <chr...@im...>
+
+ * NEWS file moved to inst directory, so that it ends up in the
+ root directory of binary installs. Leave ChangeLog in the source
+ package.
+
+ * DESCRIPTION: Version 0.3.2 released.
+
+2004-03-24 Chris Jackson <chr...@im...>
+
+ * R/outputs.R(print.msm): Bug fix - only say "covariates set to
+ their means" in the output if there actually are any covariates.
+
+ * msm-manual.pdf: Hidden Markov model theory moved to straight
+ after general model theory, general cleanups.
+
+2004-03-23 Chris Jackson <chr...@im...>
+
+ * msm-manual.pdf: R code examples rewritten using Sweave.
+ Examples run again with different death assumption, most estimates
+ are negligibly different. Misclassification model examples
+ corrected to include death. Example of plot.msm added. This is
+ not distributed as a vignette, as the msm model examples take a
+ long time to fit.
+
+2004-03-22 Chris Jackson <chr...@im...>
+
+ * R/simul.R(simmulti.msm, getobs.msm): tunit argument abolished
+ and death times assumed to be known exactly.
+
+ * src/lik.c(fillparvec): Bug fix. Bounds checking on vector of
+ indices of fixed parameters. Thanks to Ross Boylan.
+
+2004-03-21 Chris Jackson <chr...@im...>
+
+ * R/msm.R, src/lik.c: tunit argument is now abolished (with
+ warning given). Death states are assumed to have exact entry
+ times, not within one day. This is cleaner and more logical, as
+ in longitudinal studies all observations are usually accurate to
+ one basic time unit, not just deaths.
+
+ * R/msm.R, src/lik.c: More than one death state is now supported.
+ A death state has exact entry time, with an unknown transient
+ state at the previous instant. Thanks to Jean-Luc Bulliard for
+ suggesting this.
+
+ * R/msm.R(msm.check.times): Just give a warning if a subject only
+ has one observation, no need to die.
+
+ * R/msm.R(lik.msm): Bug fix. set diagonal to 0 when calculating
+ number of misclassified states nms, in case user has given non
+ zero diagonal entries in ematrix.
+
+ * (various) Changes made so that R CMD CHECK passes with R 1.9.0
+ alpha: codoc mismatches and PACKAGE argument in .C()
+
+2003-10-14 Chris Jackson <chr...@im...>
+
+ * src/pijt.c(MatrixExpSeries): Bug fix. Don't overwrite the matrix
+ A, as it is needed after the function exits. This had led to wrong
+ results when exacttimes = TRUE and the intensity matrix had
+ repeated eigenvalues.
+
+ * src/lik.c(liksimple, liksimple_fromto, UpdateLik): Don't ignore
+ death argument when exacttimes = TRUE.
+
+ * R/msm.R(msm.check.times): Use table instead of tapply to count
+ the number of observations per subject. Fixes further problems
+ with running out of memory.
+
+ * DESCRIPTION: Version 0.3.1 released.
+
+2003-09-29 Chris Jackson <chr...@im...>
+
+ * R/outputs.R: Debugging print statements removed from
+ pmatrix.piecewise.msm
+
+ * msm-manual.pdf: Version number added.
+
+ * DESCRIPTION: Version 0.3 released.
+
+2003-09-26 Chris Jackson <chr...@im...>
+
+ * src/lik.c, src/pijt.c: Allocate memory using S_alloc, not
+ Calloc. Solves the problem of running out of memory for large
+ datasets.
+
+ * R/outputs.R(observed.msm): Fixed a bug with looping over a
+ factor patient ID, which caused prevalence.msm to fail.
+
+2003-09-25 Chris Jackson <chr...@im...>
+
+ * R/outputs.R(print.msm) Don't draw ASCII underlines under
+ "Multi-state Markov models" banner - looks ugly in proportional
+ font.
+
+ * R/msm.R: nmiscs model attribute (number of misclassification
+ probabilities) changed to nmisc for compatibility with C code.
+
+ * src/lik.c(liksimple, liksimple_fromto): Bug fixed in the
+ likelhood calculation for non-misclassified reversible models with
+ death time known within one day. The error assumed the unobserved
+ states on the day before death could only be states greater or
+ equal than the previously observed state. This is not true for
+ reversible models.
+
+ * man/summary.msm.Rd: usage and argument lists made consistent,
+ satisfying new R CMD CHECK.
+
+2003-09-24 Chris Jackson <chr...@im...>
+
+ * R/msm.R, R/outputs.R, src/lik.c: A new argument "qconstraint" to
+ msm now allow equality constraints between baseline transition
+ intensities. A similar argument "econstraint" allows equality
+ constraints between misclassification probabilities. Thanks to
+ Mike Sweeting and Ross Boylan for suggesting this.
+
+2003-09-23 Chris Jackson <chr...@im...>
+
+ * src/pijt.c(pijt): Bug fixed in the likelihood calculation for
+ exact transition times with reversible models. The error assumed
+ Prr(t) was always equal to exp(-qrr t), when this is only
+ satisfied for a state r which is only visited once.
+
+2003-06-30 Chris Jackson <chr...@im...>
+
+ * R/outputs.R(qematrix.msm): Didn't work when the baseline rates
+ or probabilities were fixed to zero, bug fixed (now uses
+ x$model$qvector to test whether a transition is allowed, not
+ x$Qmatrices$logbaseline).
+
+ * R/outputs.R: New function - pmatrix.piecewise.msm, for
+ calculating P-matrices for processes with non-homogeneous but
+ piecewise-constant intensities. Thanks to Mike Sweeting for
+ suggesting this.
+
+ * DESCRIPTION: Version 0.2.2 released
+
+2003-06-25 Chris Jackson <chr...@im...>
+
+ * R/msm.R (msm.check.model): Bug fix - was reporting the wrong
+ subject numbers when there were disallowed transitions in the
+ data. Thanks to Stephan Lenz for spotting this.
+
+2003-06-20 Chris Jackson <chr...@im...>
+
+ * R/outputs.R: Covariates argument is now checked that it is a
+ list, to avoid ugly warnings in R 1.7.0
+
+2003-06-16 Chris Jackson <chr...@im...>
+
+ * R/msm.R (msm.form.output): Died when only one parameter in the
+ model, fixed by coercing covmat to matrix.
+
+2003-06-03 Chris Jackson <chr...@im...>
+
+ * inst/doc/msm-manual.pdf: Edits to manual, e.g. correction of
+ covariates formulae to include baseline intensity, lots of typos
+ corrected.
+
+ * DESCRIPTION: Version 0.2.1 released
+
+2003-04-29 Chris Jackson <chr...@im...>
+
+ * R/simul.R: Bug fix in simmulti.msm: didn't work for one
+ covariate. Thanks to Mike Sweeting for spotting this.
+
+ * R/msm.R: Subject identification variable is now allowed to be
+ factor or character. Thanks to Pablo Emilio Verde for the
+ suggestion.
+
+ * R/msm.R: msm.check.times also checks whether all the
+ observations on a subject are adjacent in the data set.
+
+2003-03-20 Chris Jackson <chr...@im...>
+
+ * R/R: Bug fix in msm.check.times. Thanks to Pablo Emilio Verde
+ for helping to find this.
+
+2003-02-20 Chris Jackson <chr...@im...>
+
+ * R/simul.R: Bug fix in getobs.msm: exact death times were
+ ignored. (obstimes[i] replaced by sim$times[j+1]).
+
+2003-01-05 Chris Jackson <chr...@ic...>
+
+ * DESCRIPTION: Version 0.2 released.
+
+ * inst/doc/msm-manual.pdf: PDF manual completed.
+
+2003-01-03 Chris Jackson <chr...@ic...>
+
+ * man: Heart transplant data added as an example data set
+
+ * man: Aesthetic cleanups of all help pages
+
+ * R/msm.R: New function crudeinits.msm to estimate a set of
+ initial values for transition rates by assuming data represent
+ the only transition times.
+
+ * R/msm.R: New function statetable.msm to calculate frequencies of
+ successive state pairs in data.
+
+ * R/outputs.R: Methodology changed for prevalencemisc.msm to make
+ it more similar to prevalence.msm, avoiding confusion. Observed
+ counts now common to both, and separated out into a new function
+ observed.msm. Then prevalencemisc.msm (and the internal C onestep)
+ was removed and prevalence.msm was made general to both
+ misclassification and non-misclassification models.
+
+2002-12-18 Chris Jackson <chr...@ic...>
+
+ * src/lik.c: Bugfix. nms changed to nst in likelihood-calculating
+ functions. Fixes failure to calculate the likelihood where some
+ states where some states are observed without error, but are not
+ death states (Thanks to Martyn Plummer).
+
+ * R/simul.R: Bugfix in getobs.msm, which led to the entrance to
+ not being observed for models with absorbing states.
+
+2002-12-09 Chris Jackson <chr...@ic...>
+
+ * R/outputs.R: new function odds.msm to calculate odds ratios for
+ misclassification probabilities.
+
+ * R/outputs.R: new function ematrix.msm. Calls new internal
+ functions, including qematrix.msm.
+
+2002-12-03 Chris Jackson <chr...@ic...>
+
+ * R/outputs.R: new function qratio.msm for estimating ratios of
+ intensities and (via new function qratio.se.msm) their standard
+ errors. Documentation in man/qratio.msm.Rd.
+
+2002-12-02 Chris Jackson <chr...@ic...>
+
+ * R/outputs.R: new internal function qmatrix.diagse.msm
+
+ * R/msm.R Null components of msm objects removed, e.g.
+ misclassification parameters for non-misclassification models.
+
+2002-11-27 Chris Jackson <chr...@ic...>
+
+ * R: File msm.R split into msm.R, outputs.R and utils.R.
+
+ * R/msm.R. New functions absorbing.msm and transient.msm which
+ give the indices of the absorbing or transient states of the model.
+
+ * R/msm.R. (plot.msm) Now accepts a "covariates" argument for
+ covariates at which to evaluate the survival probabilities.
+
+ * R/msm.R. Functions which operate on msm objects now have the
+ msm object argument named "x", instead of "msm", for consistency.
+
+ * man/qmatrix.msm.Rd, man/pmatrix.msm.Rd, man/sojourn.msm.Rd. Updated
+ documentation.
+
+ * R/msm.R (msm). The contents of msm objects has been
+ reorganised. The first component of Qmatrices is now called
+ "logbaseline" and gives the estimates of the log intensites as
+ returned from the optimisation. Components "qcenter" and
+ "ecenter" are removed, as they were named confusingly. The
+ component 'Pmatrix' is also removed, as it is obsoleted by the
+ function 'pmatrix.msm'. New component 'foundse' is a logical
+ indicating whether the Hessian is positive definite, i.e. whether
+ standard errors are available.
+
+ * R/msm.R (sojourn.msm) Function rewritten to allow a given set of
+ covariate values, using the new qmatrix.msm. Now takes a fitted
+ msm model as its argument, and the component "mean" in the return
+ is changed to "estimate".
+
+ * R/msm.R (qmatrix.msm). New function to compute transition
+ intensity matrix at given covariate values.
+
+ * R/msm.R (pmatrix.msm). New function to compute transition
+ probability matrix at given covariate values.
+
+ * R/simul.R (simmulti.msm): Check for ordered patient IDs, and
+ sort input data if not ordered. Also check for duplicated
+ observation times and remove them. Default for 'death' argument
+ changed to FALSE for consistency with msm(). Give column names to
+ the simulated data.
+
+2002-11-13 Chris Jackson <chr...@ic...>
+
+ * R/msm.R: New function msm.check.qmatrix to test for consistency
+ of Markov chain intensity matrices.
+
+ * R/msm.R, man/totlos.Rd: New function totlos.msm to estimate total length of stay in a
+ state, with documentation.
+
+ * src/lik.c, src/pijt.c: Unused and uninitialised variables fixed so the library builds
+ cleanly with -Wall.
+
+2002-11-08 Chris Jackson <chr...@ic...>
+
+ * src/lik.c: Debugging print statements removed from onestep
+
+ * msm_0.1.tar.gz: First release
Added: trunk/rmol/R/msm/DESCRIPTION
===================================================================
--- trunk/rmol/R/msm/DESCRIPTION (rev 0)
+++ trunk/rmol/R/msm/DESCRIPTION 2009-05-03 21:46:25 UTC (rev 204)
@@ -0,0 +1,18 @@
+Package: msm
+Version: 0.8.2
+Date: 2009-04-08
+Title: Multi-state Markov and hidden Markov models in continuous time
+Author: Christopher Jackson <chr...@mr...>
+Maintainer: Christopher Jackson <chr...@mr...>
+Description: Functions for fitting general continuous-time Markov and
+ hidden Markov multi-state models to longitudinal data. Both
+ Markov transition rates and the hidden Markov output process
+ can be modelled in terms of covariates. A variety of
+ observation schemes are supported, including processes observed
+ at arbitrary times, completely-observed processes, and censored
+ states.
+License: GPL-2
+Imports: survival,mvtnorm
+Packaged: 2009-04-08 19:03:15 UTC; chris
+Repository: CRAN
+Date/Publication: 2009-04-14 17:32:26
Added: trunk/rmol/R/msm/NAMESPACE
===================================================================
--- trunk/rmol/R/msm/NAMESPACE (rev 0)
+++ trunk/rmol/R/msm/NAMESPACE 2009-05-03 21:46:25 UTC (rev 204)
@@ -0,0 +1,92 @@
+useDynLib(msm)
+
+export(
+absorbing.msm,
+boot.msm,
+coef.msm,
+contour.msm,
+crudeinits.msm,
+deltamethod,
+ematrix.msm,
+hazard.msm,
+image.msm,
+MatrixExp,
+msm,
+logLik.msm,
+lrtest.msm,
+odds.msm,
+pearson.msm,
+persp.msm,
+plot.msm,
+plotprog.msm,
+plot.prevalence.msm,
+plot.survfit.msm,
+pmatrix.msm,
+pmatrix.piecewise.msm,
+prevalence.msm,
+qmatrix.msm,
+qratio.msm,
+scoreresid.msm,
+sim.msm,
+simmulti.msm,
+sojourn.msm,
+statetable.msm,
+summary.msm,
+surface.msm,
+totlos.msm,
+transient.msm,
+viterbi.msm,
+hmmCat,
+hmmIdent,
+hmmUnif,
+hmmNorm,
+hmmLNorm,
+hmmExp,
+hmmGamma,
+hmmWeibull,
+hmmPois,
+hmmBinom,
+hmmTNorm,
+hmmMETNorm,
+hmmMEUnif,
+hmmNBinom,
+hmmBeta,
+dtnorm,
+ptnorm,
+qtnorm,
+rtnorm,
+dmenorm,
+pmenorm,
+qmenorm,
+rmenorm,
+dmeunif,
+pmeunif,
+qmeunif,
+rmeunif,
+dpexp,
+ppexp,
+qpexp,
+rpexp
+)
+
+importFrom(graphics, plot)
+importFrom(graphics, persp)
+importFrom(graphics, contour)
+importFrom(graphics, image)
+importFrom(stats, coef)
+importFrom(mvtnorm, rmvnorm)
+importFrom(survival, Surv)
+importFrom(survival, survfit)
+
+S3method(print, msm)
+S3method(summary, msm)
+S3method(plot, msm)
+S3method(contour, msm)
+S3method(persp, msm)
+S3method(image, msm)
+S3method(coef, msm)
+S3method(logLik, msm)
+S3method(print, hmodel)
+S3method(print, hmmdist)
+S3method(print, msm.est)
+S3method(print, pearson.msm)
Added: trunk/rmol/R/msm/R/boot.R
===================================================================
--- trunk/rmol/R/msm/R/boot.R (rev 0)
+++ trunk/rmol/R/msm/R/boot.R 2009-05-03 21:46:25 UTC (rev 204)
@@ -0,0 +1,247 @@
+### Take a bootstrap sample from the data contained in a fitted msm
+### model. Sample pairs of consecutive observations, i.e. independent
+### transitions. Not applicable if model is hidden or some states are
+### censored.
+
+bootdata.trans.msm <- function(x) {
+ dat <- if (!is.null(x$data.orig)) x$data.orig else x$data
+ subj.num <- match(dat$subject, unique(dat$subject))
+ nextsubj <- c(subj.num[2:length(subj.num)], Inf)
+ lastsubj <- subj.num != nextsubj
+ inds <- sample(which(!lastsubj), replace=TRUE)
+ data.boot <- as.data.frame(matrix(nrow=length(inds)*2, ncol=length(dat$covlabels.orig) + 4))
+ state.name <- deparse(as.list(x$call$formula)[[2]])
+ time.name <- deparse(as.list(x$call$formula)[[3]])
+ colnames(data.boot) <- c("subject.name", time.name, state.name, "obstype.name", dat$covlabels.orig)
+ data.boot[,state.name] <- as.vector(rbind(dat$state[inds], dat$state[inds+1]))
+ # in the bootstrap data, label each transition as being from a different subject
+ data.boot[,"subject.name"] <- rep(seq(along=inds), each=2)
+ data.boot[,time.name] <- as.vector(rbind(dat$time[inds], dat$time[inds+1]))
+ data.boot[,"obstype.name"] <- as.vector(rbind(dat$obstype.obs[inds], dat$obstype.obs[inds+1]))
+ for (j in dat$covlabels.orig) {
+ frominds <- seq(1, 2*length(inds)-1, 2)
+ data.boot[frominds, j] <- data.boot[frominds+1,j] <- dat$cov.orig[inds, j]
+ if (dat$covdata$covfactor[j])
+ data.boot[,j] <- factor(data.boot[,j], labels=levels(dat$cov.orig[,j]))
+ }
+ colnames(data.boot) <- gsub("factor\\((.+)\\)", "\\1", colnames(data.boot))
+ data.boot
+}
+
+### Take a bootstrap sample from the data contained in a fitted msm
+### model. Sample subjects. Used for hidden models or models with
+### censoring, in which the transitions within a subject are not
+### independent.
+
+bootdata.subject.msm <- function(x) {
+ dat <- if (!is.null(x$data.orig)) x$data.orig else x$data
+ subj.num <- match(dat$subject, unique(dat$subject))
+ subjs <- sample(unique(subj.num), replace=TRUE)
+ inds <- new.subj <- NULL
+ for (i in seq(along=subjs)) {
+ subj.inds <- which(subj.num == subjs[i])
+ inds <- c(inds, subj.inds)
+ new.subj <- c(new.subj, rep(i, length(subj.inds)))
+ }
+ data.boot <- as.data.frame(matrix(nrow=length(inds), ncol=length(dat$covlabels.orig) + 5))
+ state.name <- deparse(as.list(x$call$formula)[[2]])
+ time.name <- deparse(as.list(x$call$formula)[[3]])
+ colnames(data.boot) <- c("subject.name", time.name, state.name, "obstype.name", "obstrue.name", dat$covlabels.orig)
+ data.boot[,"subject.name"] <- new.subj
+ data.boot[,time.name] <- dat$time[inds]
+ data.boot[,state.name] <- dat$state[inds]
+ data.boot[,"obstype.name"] <- dat$obstype[inds]
+ data.boot[,"obstrue.name"] <- dat$obstrue[inds]
+ for (j in dat$covlabels.orig) {
+ data.boot[, j] <- dat$cov.orig[inds, j]
+ if (dat$covdata$covfactor[j]){
+ data.boot[,j] <- factor(data.boot[,j], labels=levels(dat$cov.orig[,j]))
+ }
+ }
+ colnames(data.boot) <- gsub("factor\\((.+)\\)", "\\1", colnames(data.boot))
+ data.boot
+}
+
+### Given a fitted msm model, draw a bootstrap dataset, refit the
+### model, and optionally compute a statistic on the refitted model.
+### Repeat B times, store the results in a list.
+### msm objects tend to be large, so it is advised to compute a statistic on them by specifying "stat", instead
+### of using this function to return a list of refitted msm objects.
+### To compute more than one statistic, specify, e.g. stat=function(x)list(stat1(x),stat2(x))
+
+### Some of the arguments to the msm call might be user-defined objects.
+### e.g. qmatrix, ematrix, hmodel, ...
+### Put in help file that these must be in the working environment.
+
+### a) if call supplied as factor(), strip factor() from name.
+
+boot.msm <- function(x, stat=pmatrix.msm, B=1000, file=NULL){
+ boot.list <- vector(B, mode="list")
+ if (!is.null(x$call$subject)) x$call$subject <- substitute(subject.name)
+ if (!is.null(x$call$obstype)) x$call$obstype <- substitute(obstype.name)
+ if (!is.null(x$call$obstrue)) x$call$obstrue <- substitute(obstrue.name)
+ for (i in 1:B) {
+ boot.data <- if (x$hmodel$hidden || x$cmodel$ncens) bootdata.subject.msm(x) else bootdata.trans.msm(x)
+ x$call$data <- substitute(boot.data)
+ boot.list[[i]] <- try(eval(x$call))
+ if (!is.null(stat))
+ boot.list[[i]] <- stat(boot.list[[i]])
+ if (!is.null(file)) save(boot.list, file=file)
+ }
+ boot.list
+}
+
+### Utilities for calculating bootstrap CIs for particular statistics
+
+qematrix.ci.msm <- function(x, covariates="mean", intmisc="intens", sojourn=FALSE, cl=0.95, B=1000) {
+ q.list <- boot.msm(x, function(x)qematrix.msm(x=x, covariates=covariates, intmisc=intmisc)$estimates, B)
+ q.array <- array(unlist(q.list), dim=c(dim(q.list[[1]]), length(q.list)))
+ q.ci <- apply(q.array, c(1,2), function(x)(c(quantile(x, c(0.5 - cl/2, 0.5 + cl/2)), sd(x))))
+ q.ci <- aperm(q.ci, c(2,3,1))
+ if (sojourn) {
+ soj.array <- apply(q.array, 3, function(x) -1/diag(x))
+ soj.ci <- apply(soj.array, 1, function(x)(c(quantile(x, c(0.5 - cl/2, 0.5 + cl/2)), sd(x))))
+ list(q=q.ci, soj=soj.ci)
+ }
+ else q.ci
+}
+
+qratio.ci.msm <- function(x, ind1, ind2, covariates="mean", cl=0.95, B=1000) {
+ q.list <- boot.msm(x, function(x)qratio.msm(x=x, ind1=ind1, ind2=ind2, covariates=covariates)["estimate"], B)
+ q.vec <- unlist(q.list)
+ c(quantile(q.vec, c(0.5 - cl/2, 0.5 + cl/2)), sd(q.vec))
+}
+
+pmatrix.ci.msm <- function(x, t, covariates="mean", cl=0.95, B=1000) {
+ p.list <- boot.msm(x, function(x)pmatrix.msm(x=x, t=t, covariates=covariates,ci="none"), B)
+ p.array <- array(unlist(p.list), dim=c(dim(p.list[[1]]), length(p.list)))
+ p.ci <- apply(p.array, c(1,2), function(x)(quantile(x, c(0.5 - cl/2, 0.5 + cl/2))))
+ aperm(p.ci, c(2,3,1))
+}
+
+pmatrix.piecewise.ci.msm <- function(x, t1, t2, times, covariates="mean", cl=0.95, B=1000) {
+ p.list <- boot.msm(x, function(x)pmatrix.piecewise.msm(x=x, t1=t1, t2=t2, times=times, covariates=covariates,ci="none"), B)
+ p.array <- array(unlist(p.list), dim=c(dim(p.list[[1]]), length(p.list)))
+ p.ci <- apply(p.array, c(...
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