\name{NEWS}
\title{NEWS file for the survival package}
\section{Changes in version 2.38-2}{
\itemize{
\item Fix an error in the tmerge function. Using the options
argument would generate a spurious error.
\item Add the number of observations used and deleted due to missing
to summary.pyears.
\item 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)
\item Shorten the default printout for survfit. The records, n.max
and n.start columns are often the same: if so suppress duplicates.
\item Move the anova.coxphlist function from the survival package to
coxme. (2015/3/3)
\item 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.
}}
\section{Changes in version 2.38-1}{
\itemize{
\item 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).
\item 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.
\item 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 complained that survfit.coxph failed.
\item 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.
\item Update the rats data set: it now includes both female and male
litters so as to match the documentation.
\item The term frailty(x) would fail if x were a factor, and not all
levels were present. Pointed out by Theodor Balan.
\item Fix error of "abs" instead of "fabs" in the agfit4.c code;
pointed out to me by CRAN.
\item Replace all instances of the obsolete prmatrix function.
\item 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.
\item The lines.survfit function was incorrect for data sets that
used the start.time option and xscale (it neglected to rescale the
start time.)
\item 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.
\item 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.
\item 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.
\item Return the weights vector, if present, as part of the survreg
object.
\item 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.
\item 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.
\item Fix bug pointed out by D Dunker: if a model had both tt() and
cluster() terms it would fail with a length error.
\item 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.
\item Add calls to the R_CheckUserInterrupt to several routines, so
that long calculations can be interrupted by the user.
\item The anova.coxph function would fail if the original call had a
subset argument. Pointed out by R Fisher. 11May2014
}}
\section{Changes in version 2.37-7}{
\itemize{
\item 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.)
\item 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).
}}
\section{Changes in version 2.37-6}{
\itemize{
\item The plot for competing risk curves could have a spurious
segment. (Found within 3 hours of submitting 2.37-5 to CRAN.)
\item The lines method for survexp objects was defaulting to a
step function, restore the documented default of a connected
line.
\item Add a levels method for tcut objects. 14Jan2014
}
}
\section{Changes in version 2.37-5}{
\itemize{
\item Add vignette on adjusted survival curves.
\item Add vignette concerning "type 3" tests.
\item 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.
\item 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.
\item 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
\item 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.
\item Update summary.coxph.penal to produce an object, which in turn
has a print method, i.e., make it a "standard" summary function.
\item Add a logLik method for coxph and survfit objects.
\item Allow for Inf as the end of the time interval, for interval
censored data in the Surv function.
\item The predict.coxph function would fail if it had both a newdata
and a collapse argument. Pointed out by Julian Bothe. 25Sep13
\item 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
\item 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.
\item 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
\item Add rsurvreg routine.
\item 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
\item Add a dim method for survival curves.
\item For competing risks curves that use the istate option, the
plotted curves now start with the correct (initial) prevalence of
each state. 22May13
\item The survreg function failed with the "robust=T"
option. Pointed out by Jon Peck. Test case added. 6May13
\item 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
\item 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.
\item The plot.survfit function now obeys "cex" for the size of the
marks used for censored observations.
}}
\section{Changes in version 2.37-4}{
\itemize{
\item 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.
}}
\section{Changes in version 2.37-3}{
\itemize{
\item 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.
\item Changed all of the .C and .Call statements to make use of
"registered native routines", per R-core request. Add file src/init.c
\item 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.
\item Repair an error in using double subscripts for the survfitms
objects.
\item 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.
\item 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.
\item The first example in predict.survreg help file needed to have
\code{I(age^2)} instead of \code{age^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.
\item 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.
}}
\section{Changes in version 2.37-2}{
\itemize{
\item Two bugs were turned up by running tests for all the
packages that depend on survival (158 of them).
}}
\section{Changes in version 2.37-1}{
\itemize{
\item 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.
\item 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.
\item 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.
\item 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
\item 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.
\item 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.
\item 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.
\item 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.
\item 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.
\item Allow an ordinary vector as the left hand side of survConcordance.
\item Update anova.coxphlist to reject models with a robust variance.
\item 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.
\item 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.
\item 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.
\item 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.
\item 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.
}}
\section{Changes in version 2.36-14}{
\itemize{
\item 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.
}
}
\section{Changes in version 2.36-13}{
\itemize{
\item 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.
\item 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.
\item 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.
\item Add documentation of the output structure to the aareg help
file.
\item 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.)
\item 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.
\item 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)).
\item 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.
\item 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.
\item 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.
}}
\section{Changes in version 2.36-12}{
\itemize{
\item 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.
\item Further memory tuning for survexp.
}}
\section{Changes in version 2.36-11}{
\itemize{
\item 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.
\item Cause anova.coxph to call anova.coxme when a list of models
has both coxph and coxme objects.
\item Add the quantile.survfit function. This allows a user to
extract arbitrary quantiles from a fitted curve (and std err).
\item 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.
\item 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.
\item 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.
\item 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).
\item Comment out some code sections that are specific to Splus.
This reduced the number of "function not found" warnings from R CMD check.
}}
\section{Changes in version 2.36-10}{
\itemize{
\item 30 Sept 2011: The na.action argument was being ignored in
predict.coxph; pointed out by Cindy Crowson.
\item 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.
\item 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.
\item Punctuation error in psline made it impossible for a user to
specify the boundary.knots argument. Pointed out by Brandon
Stewart.
\item Add an "id" variable to the output of survobrien.
\item The survfitCI routine would fail for a curve with only one
jump point (a matrix collapsed into a vector).
\item 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.
\item 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.
}}
\section{Changes in version 2.36-9}{
\itemize{
\item 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.
\item Fix an error in the Cauchy example found in the survreg.distributions
help page, pointed out by James Price.
\item Update the coxph.getdata routine to use the model.frame.coxph
and model.matrix.coxph methods.
\item Add the concordance statistic to the printout for penalized models.
}}
\section{Changes in version 2.36-8}{
\itemize{
\item Unitialized variable in calcuation of the variance of the
concordance. Found on platform cross-checking by Brian Ripley.
\item Changed testci to use a fixed file of results from cmprsk
rather than invoking that package on-the-fly. Suggested by the CRAN
maintainers.
}
}
\section{Changes in version 2.36-7}{
\itemize{
\item 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.
}}
\section{Changes in version 2.36-6}{
\itemize{
\item 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.
\item 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.
\item 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.
\item 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.
\item 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.
\item 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.
\item 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.
\item 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.
\item 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
\eqn{O(n \log_2(n))}{O(n log(n))} time.
The \code{coxph} function now adds concordance to its output, and
\code{summary.coxph} displays the result.
\item 8 Mar 2011: Add the "reference" option to predict.coxph, a
feature and need pointed out by Stephen Bond.
\item 4 Mar 2011: Add a makepredictcall method for pspline(), which
in turn required addition of a Boundary.knots argument to the
function.
\item 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.
}
}
\section{Changes in version 2.36-5}{
\itemize{
\item 20 Feb 2011: Update survConcordance to correctly handle case
weights, time dependent covariates, and strata.
\item 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.
}}
\section{Changes in version 2.36-4}{
\itemize{
\item 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.
\item Removed some files from test and src that are no longer needed.
\item Update the configure script per suggestion from Kurt H.
}}
\section{Changes in version 2.36-3}{
\itemize{
\item 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.
\item 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.
\item 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.
\item 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.
\item 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.
\item 22 Jan 2011: Convert the Changelog files to the new inst/NEWS.Rd
format.
\item 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.
}
}
\section{Changes in version 2.36-2}{
\itemize{
\item 20 Dec 2010: Add more test cases for survfit.coxph,
which led to significant updates in the code.
\item 18 Nov 2010: Add nevent to the coxph output and printout in
response to a long standing user request.
\item 14 Dec 2010: Add an as.matrix method for Surv objects.
\item 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.
}
}
\section{Changes in version 2.36-1}{
\itemize{
\item{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.}
\item{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.}
\item{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. }
}
}
\section{Changes in version 2.35}{
\itemize{
\item{15 July 2010: Add a coxph method for the logLik function. This is used by
the AIC function and was requested by a user.}
\item{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. }
\item{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. }
\item{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.}
\item{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.}
\item{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.}
\item{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.}
\item{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.}
\item{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,,].}
\item{26 Jan 2010: At the request of Alex Bokov, added the xmax, xscale, and fun
arguments to points.survfit.}
\item{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.}
\item{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.}
\item{15 Dec 2009: Two users pointed out a bug that crept into survreg() with a
cluster statement, when a t(x)%*%x was replaced with crossprod. A trivial
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. }
\item{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.}
\item{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.}
\item{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.}
\item{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.}
\item{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.}
\item{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.}
\item{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.}
\item{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.}
\item{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.}
\item{2 June 2009: Surv(time1, time2, status, type='interval') would fail for an NA
status code. Pointed out by Achim Zeilus.}
\item{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.}
\item{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.}
\item{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.}
\item{1 May 2009: The anova.coxph function was incorrect for models with a strata
term. Fixed this, and made chisquare tests the default.}
\item{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.}
}
}
\section{Changes in version 2.34 and earlier}{
\subsection{Merge of the TMT source code tree with the Lumley code tree}{
\itemize{
\item 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.
\item xtras.R: Move anova.coxph and anova.coxphlist to their own
source files.
The remainder of the code is R only.
\item survsum: removed from package
\item survreg.old: has been removed from the package
\item 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
\item 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.
\item 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.
\item survexp.s: Add "bareterms" function from R, which replaces a prior use of
terms.inner (in Splus but not R).
\item survdiff.s: R code had the old (incorrect) expected <- sum(1-offset), since
corrected to sum(-log(offset)) .
\item{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)}
\item{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. }
\item{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).}
\item{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. }
\item{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!)}
\item{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).}
\item{: 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.}
}
}
\subsection{Older changes}{
\itemize{
\item{25SepO7: How embarrassing -- someone pointed out that I had Dave Harrington's
name spelled wrong in the options to survfit.coxph!}
\item{9Jul07: In a model with offsets, survreg mistakenly omitted the offset
from the returned linear.predictor component.}
\item{10May07: Change summary.coxph so that it returns an object of class
summary.coxph, and add a print method for that object.}
\item{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.}
\item{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.}
\item{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.}
\item{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).}
\item{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.}
\item{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.}
\item{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.}
\item{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.)}
\item{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.}
\item{7Feb05: Modified print.ratetable to be more useful. It now tells
about the ratetable, rather than printing all of its values.}
\item{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.}
\item{24Nov04: Change is.ratetable to give longer messages}
}
}
}
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