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2009-04-08 Chris Jackson <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* LaTeX sources for PDF manual included in src/doc to enable
msm to be approved as a Debian package.
2008-07-25 Chris Jackson <chris.jackson@mrc-bsu.cam.ac.uk>
* R/pearson.R: Bug fix, maxtimes was producing negative censoring
times.
* DESCRIPTION: Version 0.8.1 released.
2008-07-23 Chris Jackson <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* DESCRIPTION: Version 0.8 released.
2008-03-18 Chris Jackson <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* R/utils.R: Transformation bug fixed which caused rtnorm to hang
for extreme means. Thanks to Björn Bornkamp.
2008-02-18 Chris Jackson <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* R/msm.R,src/lik.c: Score residuals implemented.
2007-12-10 Chris Jackson <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* R/outputs.R(qratio.se.msm): Bug fix for factor
covariates. Thanks to Peter Jepsen.
2007-11-05 Chris Jackson <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* src/lik.c: Handle censoring properly in Viterbi algorithm.
2007-10-22 Chris Jackson <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* DESCRIPTION: Version 0.7.3 released.
2007-08-14 Chris Jackson <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* R/outputs.R(surface.msm): Bug fix: don't include auxiliary
parameters in HMMs. Thanks to Michael Sweeting.
2007-06-29 Chris Jackson <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 Véronique Bouchard.
2007-06-05 Chris Jackson <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* DESCRIPTION: Version 0.7.2 released.
2007-05-29 Chris Jackson <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@mrc-bsu.cam.ac.uk>
* R/msm.R: Return derivatives in $deriv component of the msm
object after optimisation. Thanks to Ole Rummel.
2007-04-18 Chris Jackson <chris.jackson@mrc-bsu.cam.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* man/deltamethod.Rd: Example fixed to use correct covariance
matrix. Thanks to Andreas Beyerlein.
2006-09-21 Chris Jackson <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* R/msm.R: Row and column names of crudeinits output retained from
qmatrix input.
2006-06-29 Chris Jackson <chris.jackson@imperial.ac.uk>
* Definition of initprobs corrected on manual p31.
2006-06-28 Chris Jackson <chris.jackson@imperial.ac.uk>
* References reinstated in the PDF manual.
* DESCRIPTION: Version 0.6.3 released.
2006-06-23 Chris Jackson <chris.jackson@imperial.ac.uk>
* DESCRIPTION: Version 0.6.2 released.
2006-06-21 Chris Jackson <chris.jackson@imperial.ac.uk>
* msm.obs.to.fromto,msm.check.times: Support character subject
variables. Thanks to Danstan Bagenda for the report.
2006-06-21 Chris Jackson <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* DESCRIPTION: Version 0.6 released.
2005-11-17 Chris Jackson <chris.jackson@imperial.ac.uk>
* R/outputs.R: New function surface.msm for surface plots of
likelihoods.
2005-11-16 Chris Jackson <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* msm-manual.pdf: definition of initial state probability f
corrected in hidden likelihood, equation 13. Thanks to Andrew
Titman.
2005-11-08 Chris Jackson <chris.jackson@imperial.ac.uk>
* man/deltamethod.Rd: Documentation of deltamethod clarified to
explain how to use user-defined variables within the formula.
2005-10-11 Chris Jackson <chris.jackson@imperial.ac.uk>
* Negative binomial hidden Markov model output distribution added.
* DESCRIPTION: Version 0.5.2 released.
2005-10-10 Chris Jackson <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* msm.form.qmodel: Bug fix with gen.inits==TRUE and
censoring. Thanks to Jacques Gautrais.
2005-07-27 Chris Jackson <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* man/simul.Rd: clarified that qmatrix is with covariates set to
zero. Thanks to Anne Presanis.
2005-04-11 Chris Jackson <chris.jackson@imperial.ac.uk>
* outputs.R(pmatrix.piecewise.msm): Bug fix for times of length 1.
Thanks to Anne Presanis.
2005-03-09 Chris Jackson <chris.jackson@imperial.ac.uk>
* pijt.c(Pmat): Don't recalculate pii within j loop.
2005-03-08 Chris Jackson <chris.jackson@imperial.ac.uk>
* pijt.c: New function Eigen. MatrixExp merged into one function.
2005-03-07 Chris Jackson <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* DESCRIPTION: Version 0.4 released.
2005-01-06 Chris Jackson <chris.jackson@imperial.ac.uk>
* msm/R/msm.process.covs: Bug fix - covariates were not being
centered. Thanks to Andrew Titman.
2004-12-29 Chris Jackson <chris.jackson@imperial.ac.uk>
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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* msm-manual: Correction - heartmiscsex.msm is actually run using
default Nelder-Mead optimization, not BFGS.
2004-05-13 Chris Jackson <chris.jackson@imperial.ac.uk>
* R/outputs.R: plot.msm now plots survival curves in different
colours as well as different line types.
2004-05-11 Chris Jackson <chris.jackson@imperial.ac.uk>
* R/simul.R: simmulti.msm now returns a data frame, as it should
do.
2004-04-23 Chris Jackson <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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 <chris.jackson@imperial.ac.uk>
* 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$logbaseline).
* R/outputs.R: New function - pmatrix.piecewise.msm, for
calculating P-matrices for processes with non-homogeneous but
piecewise-constant intensities. Thanks to Mike Sweeting for
suggesting this.
* DESCRIPTION: Version 0.2.2 released
2003-06-25 Chris Jackson <chris.jackson@imperial.ac.uk>
* R/msm.R (msm.check.model): Bug fix - was reporting the wrong
subject numbers when there were disallowed transitions in the
data. Thanks to Stephan Lenz for spotting this.
2003-06-20 Chris Jackson <chris.jackson@imperial.ac.uk>
* R/outputs.R: Covariates argument is now checked that it is a
list, to avoid ugly warnings in R 1.7.0
2003-06-16 Chris Jackson <chris.jackson@imperial.ac.uk>
* R/msm.R (msm.form.output): Died when only one parameter in the
model, fixed by coercing covmat to matrix.
2003-06-03 Chris Jackson <chris.jackson@imperial.ac.uk>
* inst/doc/msm-manual.pdf: Edits to manual, e.g. correction of
covariates formulae to include baseline intensity, lots of typos
corrected.
* DESCRIPTION: Version 0.2.1 released
2003-04-29 Chris Jackson <chris.jackson@imperial.ac.uk>
* R/simul.R: Bug fix in simmulti.msm: didn't work for one
covariate. Thanks to Mike Sweeting for spotting this.
* R/msm.R: Subject identification variable is now allowed to be
factor or character. Thanks to Pablo Emilio Verde for the
suggestion.
* R/msm.R: msm.check.times also checks whether all the
observations on a subject are adjacent in the data set.
2003-03-20 Chris Jackson <chris.jackson@imperial.ac.uk>
* R/R: Bug fix in msm.check.times. Thanks to Pablo Emilio Verde
for helping to find this.
2003-02-20 Chris Jackson <chris.jackson@imperial.ac.uk>
* R/simul.R: Bug fix in getobs.msm: exact death times were
ignored. (obstimes[i] replaced by sim$times[j+1]).
2003-01-05 Chris Jackson <chris.jackson@ic.ac.uk>
* DESCRIPTION: Version 0.2 released.
* inst/doc/msm-manual.pdf: PDF manual completed.
2003-01-03 Chris Jackson <chris.jackson@ic.ac.uk>
* 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 <chris.jackson@ic.ac.uk>
* 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 <chris.jackson@ic.ac.uk>
* 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 <chris.jackson@ic.ac.uk>
* 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 <chris.jackson@ic.ac.uk>
* 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 <chris.jackson@ic.ac.uk>
* 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 <chris.jackson@ic.ac.uk>
* 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 <chris.jackson@ic.ac.uk>
* src/lik.c: Debugging print statements removed from onestep
* msm_0.1.tar.gz: First release