Thanks for the reproducable example. I can confirm that it fails on my machine using survival 2-37.5, the next soon-to-be-released version,

The issue is with NextMethod, and my assumption that the called routine inherited everything from the parent, including the environment chain. A simple test this AM showed me that the assumption is false. It might have been true for Splus. Working this out may take some time -- every other one of my wrestling matches with predict inside a function has -- and there is a reasonable chance that it won't make this already overdue release.

In the meantime, here is a workaround that I have sometimes used in other situations. Inside your function do the following: fit a new coxph model with fixed coefficients, and do prediction on that.

myfun <- function(oldfit, subset) {
   newX <- model.matrix(oldfit)[subset,]
   newY <- oldfit$y[subset]
   newfit <- coxph(newY ~ newX, iter=0, init=coef(oldfit))
   newfit$var <- oldfit$var
   predict(newfit)
   }

If the subset is all of a particular strata, as you indicated, then all of the predictions will be correct. If not, then those that make use of the the baseline hazard (type= expect) will be incorrect but all others are ok.

Terry Therneau


On 11/14/2013 05:00 AM, r-help-requ...@r-project.org wrote:
Hello everyone,



I got an issue with calling predict.coxph.penal inside a function.



Regarding the context: My original problem is that I wrote a function that
uses predict.coxph and survfit(model) to predict

a lot of survival-curves using only the basis-curves for the strata (as
delivered by survfit(model) ) and then adapts them with

the predicted risk-scores. Because there are cases where my new data has
strata which didn't exist in the original model I exclude

them, using a Boolean vector inside the function.

I end up with a call like this: predict (coxph_model,
newdata[subscript_vector,] )



This works fine for coxph.model, but when I fit a model with a spline
(class coxph.penal), I get an error:

"Error in `[.data.frame`(newdata, [subscript_vector, ) : object
'[subscript_vector ' not found"



I suppose this is because of NextMethod, but I am not sure how to work
around it. I also read a little bit about all those
matching-and-frame-issues,

But must confess I am not really into it.


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