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absoluteRisk error when log of time interacts with another variable #135

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sahirbhatnagar opened this issue Aug 20, 2020 · 4 comments
Open

absoluteRisk error when log of time interacts with another variable #135

sahirbhatnagar opened this issue Aug 20, 2020 · 4 comments
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@turgeonmaxime
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@sahirbhatnagar
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sahirbhatnagar commented Aug 20, 2020 •
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I'm not really sure how to debug this. Any thoughts @turgeonmaxime ?
It really seems to just be when log of time is interacting with another variable, because a spline interaction works.

library(casebase)
#> See example usage at http://sahirbhatnagar.com/casebase/
library(splines)
data("ERSPC")

set.seed(12)
ERSPC$ScrArm <- factor(ERSPC$ScrArm, 
                       levels = c(0,1), 
                       labels = c("Control group", "Screening group"))

fit1 <- casebase::fitSmoothHazard(DeadOfPrCa ~ Follow.Up.Time * ScrArm, data = ERSPC)
#> 'Follow.Up.Time' will be used as the time variable
fit2 <- casebase::fitSmoothHazard(DeadOfPrCa ~ log(Follow.Up.Time) + ScrArm, data = ERSPC)
#> 'Follow.Up.Time' will be used as the time variable
fit3 <- casebase::fitSmoothHazard(DeadOfPrCa ~ log(Follow.Up.Time) * ScrArm, data = ERSPC)
#> 'Follow.Up.Time' will be used as the time variable
fit4 <- casebase::fitSmoothHazard(DeadOfPrCa ~ bs(Follow.Up.Time) * ScrArm, data = ERSPC)
#> 'Follow.Up.Time' will be used as the time variable

new_data <- data.frame(ScrArm = c("Control group", "Screening group"))
new_time <- seq(1,12,0.1)

head(casebase::absoluteRisk(object = fit1, time = new_time, newdata = new_data))
#>  time                          
#>   0.0 0.0000000000 0.0000000000
#>   1.0 0.0001190331 0.0001278290
#>   1.1 0.0001325949 0.0001419974
#>   1.2 0.0001464883 0.0001564372
#>   1.3 0.0001607213 0.0001711537
#>   1.4 0.0001753022 0.0001861522
head(casebase::absoluteRisk(object = fit2, time = new_time, newdata = new_data))
#>  time                          
#>   0.0 0.000000e+00 0.000000e+00
#>   1.0 3.818107e-05 3.069906e-05
#>   1.1 4.651259e-05 3.739795e-05
#>   1.2 5.569660e-05 4.478230e-05
#>   1.3 6.573835e-05 5.285632e-05
#>   1.4 7.664273e-05 6.162395e-05
head(casebase::absoluteRisk(object = fit3, time = new_time, newdata = new_data))
#>  time        
#>   0.0   0   0
#>   1.0 NaN NaN
#>   1.1 NaN NaN
#>   1.2 NaN NaN
#>   1.3 NaN NaN
#>   1.4 NaN NaN
head(casebase::absoluteRisk(object = fit4, time = new_time, newdata = new_data))
#>  time                          
#>   0.0 0.000000e+00 0.000000e+00
#>   1.0 4.999085e-05 4.507590e-05
#>   1.1 5.738346e-05 5.184092e-05
#>   1.2 6.530634e-05 5.911011e-05
#>   1.3 7.378433e-05 6.690794e-05
#>   1.4 8.284244e-05 7.525902e-05

Created on 2020-08-20 by the reprex package (v0.3.0)

Session info 
devtools::session_info()
#> ─ Session info ───────────────────────────────────────────────────────────────
#>  setting  value                       
#>  version  R version 3.6.2 (2019-12-12)
#>  os       Pop!_OS 19.10               
#>  system   x86_64, linux-gnu           
#>  ui       X11                         
#>  language en_US:en                    
#>  collate  en_US.UTF-8                 
#>  ctype    en_US.UTF-8                 
#>  tz       America/Toronto             
#>  date     2020-08-20                  
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#>  callr         3.4.3      2020-03-28 [1] CRAN (R 3.6.2)                    
#>  casebase    * 0.9.0      2020-07-03 [1] CRAN (R 3.6.2)                    
#>  cli           2.0.2      2020-02-28 [1] CRAN (R 3.6.2)                    
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#>  data.table    1.12.8     2019-12-09 [1] CRAN (R 3.6.2)                    
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#>  dplyr         1.0.0      2020-05-29 [1] CRAN (R 3.6.2)                    
#>  ellipsis      0.3.1      2020-05-15 [1] CRAN (R 3.6.2)                    
#>  evaluate      0.14       2019-05-28 [1] CRAN (R 3.6.2)                    
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#> 
#> [1] /home/sahir/R/x86_64-pc-linux-gnu-library/3.6
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@sahirbhatnagar sahirbhatnagar changed the title absoluteRisk error when transformation of time interacts with another variable absoluteRisk error when log of time interacts with another variable Aug 20, 2020
@sahirbhatnagar
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I've narrowed down the error to method="numerical" since, Monte Carlo integration works:

library(casebase)
#> See example usage at http://sahirbhatnagar.com/casebase/
data("ERSPC")

set.seed(12)
ERSPC$ScrArm <- factor(ERSPC$ScrArm, 
                       levels = c(0,1), 
                       labels = c("Control group", "Screening group"))

fit3 <- casebase::fitSmoothHazard(DeadOfPrCa ~ log(Follow.Up.Time) * ScrArm, data = ERSPC)
#> 'Follow.Up.Time' will be used as the time variable

new_data <- data.frame(ScrArm = c("Control group", "Screening group"))
new_time <- seq(1,12,0.1)
head(casebase::absoluteRisk(object = fit3, time = new_time, newdata = new_data, method = "mont"))
#>  time                          
#>   0.0 0.000000e+00 0.000000e+00
#>   1.0 2.768649e-05 4.375383e-05
#>   1.1 3.431584e-05 5.260060e-05
#>   1.2 4.174256e-05 6.222870e-05
#>   1.3 4.991928e-05 7.257229e-05
#>   1.4 5.894599e-05 8.370706e-05

Created on 2020-08-20 by the reprex package (v0.3.0)

Session info 
devtools::session_info()
#> ─ Session info ───────────────────────────────────────────────────────────────
#>  setting  value                       
#>  version  R version 3.6.2 (2019-12-12)
#>  os       Pop!_OS 19.10               
#>  system   x86_64, linux-gnu           
#>  ui       X11                         
#>  language en_US:en                    
#>  collate  en_US.UTF-8                 
#>  ctype    en_US.UTF-8                 
#>  tz       America/Toronto             
#>  date     2020-08-20                  
#> 
#> ─ Packages ───────────────────────────────────────────────────────────────────
#>  package     * version    date       lib source                            
#>  assertthat    0.2.1      2019-03-21 [1] CRAN (R 3.6.2)                    
#>  backports     1.1.8      2020-06-17 [1] CRAN (R 3.6.2)                    
#>  callr         3.4.3      2020-03-28 [1] CRAN (R 3.6.2)                    
#>  casebase    * 0.9.0      2020-07-03 [1] CRAN (R 3.6.2)                    
#>  cli           2.0.2      2020-02-28 [1] CRAN (R 3.6.2)                    
#>  colorspace    1.4-1      2019-03-18 [1] CRAN (R 3.6.2)                    
#>  crayon        1.3.4      2017-09-16 [1] CRAN (R 3.6.2)                    
#>  data.table    1.12.8     2019-12-09 [1] CRAN (R 3.6.2)                    
#>  desc          1.2.0      2018-05-01 [1] CRAN (R 3.6.2)                    
#>  devtools      2.2.2      2020-02-17 [1] CRAN (R 3.6.2)                    
#>  digest        0.6.25     2020-02-23 [1] CRAN (R 3.6.2)                    
#>  dplyr         1.0.0      2020-05-29 [1] CRAN (R 3.6.2)                    
#>  ellipsis      0.3.1      2020-05-15 [1] CRAN (R 3.6.2)                    
#>  evaluate      0.14       2019-05-28 [1] CRAN (R 3.6.2)                    
#>  fansi         0.4.1      2020-01-08 [1] CRAN (R 3.6.2)                    
#>  fs            1.3.2      2020-03-05 [1] CRAN (R 3.6.2)                    
#>  generics      0.0.2      2018-11-29 [1] CRAN (R 3.6.2)                    
#>  ggplot2       3.3.2.9000 2020-07-02 [1] Github (tidyverse/ggplot2@3aa2937)
#>  glue          1.4.1      2020-05-13 [1] CRAN (R 3.6.2)                    
#>  gtable        0.3.0      2019-03-25 [1] CRAN (R 3.6.2)                    
#>  highr         0.8        2019-03-20 [1] CRAN (R 3.6.2)                    
#>  htmltools     0.5.0      2020-06-16 [1] CRAN (R 3.6.2)                    
#>  knitr         1.29       2020-06-23 [1] CRAN (R 3.6.2)                    
#>  lattice       0.20-38    2018-11-04 [4] CRAN (R 3.6.0)                    
#>  lifecycle     0.2.0      2020-03-06 [1] CRAN (R 3.6.2)                    
#>  magrittr      1.5        2014-11-22 [1] CRAN (R 3.6.2)                    
#>  Matrix        1.2-18     2019-11-27 [4] CRAN (R 3.6.1)                    
#>  memoise       1.1.0      2017-04-21 [1] CRAN (R 3.6.2)                    
#>  mgcv          1.8-31     2019-11-09 [4] CRAN (R 3.6.1)                    
#>  munsell       0.5.0      2018-06-12 [1] CRAN (R 3.6.2)                    
#>  nlme          3.1-143    2019-12-10 [4] CRAN (R 3.6.2)                    
#>  pillar        1.4.4      2020-05-05 [1] CRAN (R 3.6.2)                    
#>  pkgbuild      1.0.8      2020-05-07 [1] CRAN (R 3.6.2)                    
#>  pkgconfig     2.0.3      2019-09-22 [1] CRAN (R 3.6.2)                    
#>  pkgload       1.1.0      2020-05-29 [1] CRAN (R 3.6.2)                    
#>  prettyunits   1.1.1      2020-01-24 [1] CRAN (R 3.6.2)                    
#>  processx      3.4.2      2020-02-09 [1] CRAN (R 3.6.2)                    
#>  ps            1.3.3      2020-05-08 [1] CRAN (R 3.6.2)                    
#>  purrr         0.3.4      2020-04-17 [1] CRAN (R 3.6.2)                    
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#>  scales        1.1.1      2020-05-11 [1] CRAN (R 3.6.2)                    
#>  sessioninfo   1.1.1      2018-11-05 [1] CRAN (R 3.6.2)                    
#>  stringi       1.4.6      2020-02-17 [1] CRAN (R 3.6.2)                    
#>  stringr       1.4.0      2019-02-10 [1] CRAN (R 3.6.2)                    
#>  survival      3.1-8      2019-12-03 [4] CRAN (R 3.6.2)                    
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#>  tidyselect    1.1.0      2020-05-11 [1] CRAN (R 3.6.2)                    
#>  usethis       1.6.1      2020-04-29 [1] CRAN (R 3.6.2)                    
#>  vctrs         0.3.1      2020-06-05 [1] CRAN (R 3.6.2)                    
#>  VGAM          1.1-3      2020-04-28 [1] CRAN (R 3.6.2)                    
#>  withr         2.2.0      2020-04-20 [1] CRAN (R 3.6.2)                    
#>  xfun          0.15       2020-06-21 [1] CRAN (R 3.6.2)                    
#>  yaml          2.2.1      2020-02-01 [1] CRAN (R 3.6.2)                    
#> 
#> [1] /home/sahir/R/x86_64-pc-linux-gnu-library/3.6
#> [2] /usr/local/lib/R/site-library
#> [3] /usr/lib/R/site-library
#> [4] /usr/lib/R/library

@turgeonmaxime
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My first guess is that it may have something to do with log(0) being equal to -Inf, but I thought I had taken care of that... I'll have a look

@sahirbhatnagar
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I had specified newtime > 0 for that reason. Also, I would have expected the error to occur in the additive model as well log(time) + ScrArm, but that was not the case

@turgeonmaxime
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turgeonmaxime commented Aug 20, 2020 •
edited
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I had specified newtime > 0 for that reason.

It doesn't matter, because absoluteRisk adds 0 back anyway:

casebase/R/absoluteRisk.R

Line 234 in 3403e04

time_ordered <- unique(c(0, sort(time)))

@turgeonmaxime turgeonmaxime self-assigned this Nov 10, 2021
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