Re: [R] calibration curve for cph()

2011-08-16 Thread Frank Harrell


David Winsemius wrote:
 
 A combination of Predict (your newdata), cut2, and the plotting function
 of your choice ought to suffice. But thought that cross-validation was an
 option. Not at console at the moment (just off airplane.)
 
 Sent from my iPhone
 
 On Aug 15, 2011, at 5:26 PM, array chip lt;arrayprof...@yahoo.comgt;
 wrote:
 
 is there a R function that produces calibration curve on an independetn
 data automatically, just like what calibrate() does on the training data
 itself?
 
 Thanks
 
 John
 
 From: Comcast lt;dwinsem...@comcast.netgt;
 To: array chip lt;arrayprof...@yahoo.comgt;
 Cc: r-help@r-project.org lt;r-help@r-project.orggt;
 Sent: Monday, August 15, 2011 2:04 PM
 Subject: Re: [R] calibration curve for cph()
 
 Build a prediction function using  'Function' that gets applied to set2.
 Calibrate and validate.
 
 -- 
 David
 
 Sent from my iPhone
 
 On Aug 15, 2011, at 11:31 AM, array chip lt;arrayprof...@yahoo.comgt;
 wrote:
 
  Hi, the calibrate.cph() function in rms package generate calibration
 curve for Cox model on the same dataset where the model was derived using
 bootstrapping or cross-validation. If I have the model built on dataset
 1, and now I want to produce a calibration curve for this model on an
 independent dataset 2, how can I do that?
  
  Thanks
  
  John
  
 [[alternative HTML version deleted]]
  
  __
  R-help@r-project.org mailing list
  https://stat.ethz.ch/mailman/listinfo/r-help
  PLEASE do read the posting guide
 http://www.R-project.org/posting-guide.html
  and provide commented, minimal, self-contained, reproducible code.
 
 
 
   [[alternative HTML version deleted]]
 
 __
 R-help@r-project.org mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide
 http://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.
 


-
Frank Harrell
Department of Biostatistics, Vanderbilt University
--
View this message in context: 
http://r.789695.n4.nabble.com/calibration-curve-for-cph-tp3745328p3746931.html
Sent from the R help mailing list archive at Nabble.com.

__
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] calibration curve for cph()

2011-08-16 Thread array chip
Dear Frank,

Thanks for suggesting val.surv() function from rms package. It's exactly what I 
need. I tried the example on the help page and tweak towards to my situation, 
but got an error message. Could you suggestion what went wrong?

library(rms)
set.seed(123)  # so can reproduce results
n - 1000
age - 50 + 12*rnorm(n)
sex - factor(sample(c('Male','Female'), n, rep=TRUE, prob=c(.6, .4)))
cens - 15*runif(n)
h - .02*exp(.04*(age-50)+.8*(sex=='Female'))
t - -log(runif(n))/h
units(t) - 'Year'
label(t) - 'Time to Event'
ev - ifelse(t = cens, 1, 0)
t - pmin(t, cens)
S - Surv(t, ev)



f - cph(S ~ age + sex, x=TRUE, y=TRUE)
val.surv(f, newdata=data.frame(age,sex), S=S, u=5)  ## pretend the same 
training data as the independent dataset

Error in val.surv(f, newdata = data.frame(age, sex), S = S, u = 5) : 
  unused argument(s) (u = 5)


Many thanks

John










- Original Message -
From: Frank Harrell f.harr...@vanderbilt.edu
To: r-help@r-project.org
Cc: 
Sent: Tuesday, August 16, 2011 4:23 AM
Subject: Re: [R] calibration curve for cph()



David Winsemius wrote:
 
 A combination of Predict (your newdata), cut2, and the plotting function
 of your choice ought to suffice. But thought that cross-validation was an
 option. Not at console at the moment (just off airplane.)
 
 Sent from my iPhone
 
 On Aug 15, 2011, at 5:26 PM, array chip lt;arrayprof...@yahoo.comgt;
 wrote:
 
 is there a R function that produces calibration curve on an independetn
 data automatically, just like what calibrate() does on the training data
 itself?
 
 Thanks
 
 John
 
 From: Comcast lt;dwinsem...@comcast.netgt;
 To: array chip lt;arrayprof...@yahoo.comgt;
 Cc: r-help@r-project.org lt;r-help@r-project.orggt;
 Sent: Monday, August 15, 2011 2:04 PM
 Subject: Re: [R] calibration curve for cph()
 
 Build a prediction function using  'Function' that gets applied to set2.
 Calibrate and validate.
 
 -- 
 David
 
 Sent from my iPhone
 
 On Aug 15, 2011, at 11:31 AM, array chip lt;arrayprof...@yahoo.comgt;
 wrote:
 
  Hi, the calibrate.cph() function in rms package generate calibration
 curve for Cox model on the same dataset where the model was derived using
 bootstrapping or cross-validation. If I have the model built on dataset
 1, and now I want to produce a calibration curve for this model on an
 independent dataset 2, how can I do that?
  
  Thanks
  
  John
  
     [[alternative HTML version deleted]]
  
  __
  R-help@r-project.org mailing list
  https://stat.ethz.ch/mailman/listinfo/r-help
  PLEASE do read the posting guide
 http://www.R-project.org/posting-guide.html
  and provide commented, minimal, self-contained, reproducible code.
 
 
 
     [[alternative HTML version deleted]]
 
 __
 R-help@r-project.org mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide
 http://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.
 


-
Frank Harrell
Department of Biostatistics, Vanderbilt University
--
View this message in context: 
http://r.789695.n4.nabble.com/calibration-curve-for-cph-tp3745328p3746931.html
Sent from the R help mailing list archive at Nabble.com.

__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] calibration curve for cph()

2011-08-16 Thread David Winsemius


On Aug 16, 2011, at 1:57 PM, array chip wrote:


Dear Frank,

Thanks for suggesting val.surv() function from rms package. It's  
exactly what I need. I tried the example on the help page and tweak  
towards to my situation, but got an error message. Could you  
suggestion what went wrong?


It is interesting that neither my mail client nor the archives show  
the code that was sent to nabble.


For posterity it was
require(rms)
?val.surv


library(rms)
set.seed(123)  # so can reproduce results
n - 1000
age - 50 + 12*rnorm(n)
sex - factor(sample(c('Male','Female'), n, rep=TRUE, prob=c(.6, .4)))
cens - 15*runif(n)
h - .02*exp(.04*(age-50)+.8*(sex=='Female'))
t - -log(runif(n))/h
units(t) - 'Year'
label(t) - 'Time to Event'
ev - ifelse(t = cens, 1, 0)
t - pmin(t, cens)
S - Surv(t, ev)



f - cph(S ~ age + sex, x=TRUE, y=TRUE)
val.surv(f, newdata=data.frame(age,sex), S=S, u=5)  ## pretend the  
same training data as the independent dataset


Unable to reproduce. I get sensible output.  You may need to post  
sessionInfo(). Do you have all the dependencies installed? I noticed  
that even after rms was loaded with messages about also loading  
Hmisc,  survival, and splines, that there was a further message saying  
polspline was being loaded.



Error in val.surv(f, newdata = data.frame(age, sex), S = S, u = 5) :
  unused argument(s) (u = 5)


--
david.

 sessionInfo()
R version 2.13.1 RC (2011-07-03 r56263)
Platform: x86_64-apple-darwin9.8.0/x86_64 (64-bit)

locale:
[1] en_US.UTF-8/en_US.UTF-8/C/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] splines   stats graphics  grDevices utils datasets   
methods   base


other attached packages:
 [1] polspline_1.1.5 rms_3.3-1   Hmisc_3.8-3 survival_2.36-9
 [5] TTR_0.20-3  xts_0.8-0   zoo_1.6-5   sos_1.3-0
 [9] brew_1.0-6  lattice_0.19-30

loaded via a namespace (and not attached):
[1] cluster_1.14.0 grid_2.13.1tools_2.13.1




- Original Message -
From: Frank Harrell f.harr...@vanderbilt.edu
To: r-help@r-project.org
Cc:
Sent: Tuesday, August 16, 2011 4:23 AM
Subject: Re: [R] calibration curve for cph()



David Winsemius wrote:


A combination of Predict (your newdata), cut2, and the plotting  
function
of your choice ought to suffice. But thought that cross-validation  
was an

option. Not at console at the moment (just off airplane.)

Sent from my iPhone

On Aug 15, 2011, at 5:26 PM, array chip  
lt;arrayprof...@yahoo.comgt;

wrote:

is there a R function that produces calibration curve on an  
independetn
data automatically, just like what calibrate() does on the  
training data

itself?

Thanks

John

From: Comcast lt;dwinsem...@comcast.netgt;
To: array chip lt;arrayprof...@yahoo.comgt;
Cc: r-help@r-project.org lt;r-help@r-project.orggt;
Sent: Monday, August 15, 2011 2:04 PM
Subject: Re: [R] calibration curve for cph()

Build a prediction function using  'Function' that gets applied to  
set2.

Calibrate and validate.

--
David

Sent from my iPhone

On Aug 15, 2011, at 11:31 AM, array chip  
lt;arrayprof...@yahoo.comgt;

wrote:

Hi, the calibrate.cph() function in rms package generate  
calibration
curve for Cox model on the same dataset where the model was  
derived using
bootstrapping or cross-validation. If I have the model built on  
dataset
1, and now I want to produce a calibration curve for this model on  
an

independent dataset 2, how can I do that?


Thanks

John


David Winsemius, MD
West Hartford, CT

__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] calibration curve for cph()

2011-08-16 Thread array chip
Oops, thank for reminding. I found that an in-house package interfered with rms 
package, which caused the error. 

Thanks David!

John



- Original Message -
From: David Winsemius dwinsem...@comcast.net
To: array chip arrayprof...@yahoo.com
Cc: Frank Harrell f.harr...@vanderbilt.edu; r-help@r-project.org 
r-help@r-project.org
Sent: Tuesday, August 16, 2011 11:27 AM
Subject: Re: [R] calibration curve for cph()


On Aug 16, 2011, at 1:57 PM, array chip wrote:

 Dear Frank,
 
 Thanks for suggesting val.surv() function from rms package. It's exactly what 
 I need. I tried the example on the help page and tweak towards to my 
 situation, but got an error message. Could you suggestion what went wrong?

It is interesting that neither my mail client nor the archives show the code 
that was sent to nabble.

For posterity it was
require(rms)
?val.surv
 
 library(rms)
 set.seed(123)              # so can reproduce results
 n - 1000
 age - 50 + 12*rnorm(n)
 sex - factor(sample(c('Male','Female'), n, rep=TRUE, prob=c(.6, .4)))
 cens - 15*runif(n)
 h - .02*exp(.04*(age-50)+.8*(sex=='Female'))
 t - -log(runif(n))/h
 units(t) - 'Year'
 label(t) - 'Time to Event'
 ev - ifelse(t = cens, 1, 0)
 t - pmin(t, cens)
 S - Surv(t, ev)
 
 
 
 f - cph(S ~ age + sex, x=TRUE, y=TRUE)
 val.surv(f, newdata=data.frame(age,sex), S=S, u=5)  ## pretend the same 
 training data as the independent dataset

Unable to reproduce. I get sensible output.  You may need to post 
sessionInfo(). Do you have all the dependencies installed? I noticed that even 
after rms was loaded with messages about also loading Hmisc,  survival, and 
splines, that there was a further message saying polspline was being loaded.

 Error in val.surv(f, newdata = data.frame(age, sex), S = S, u = 5) :
   unused argument(s) (u = 5)
 
--david.

 sessionInfo()
R version 2.13.1 RC (2011-07-03 r56263)
Platform: x86_64-apple-darwin9.8.0/x86_64 (64-bit)

locale:
[1] en_US.UTF-8/en_US.UTF-8/C/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] splines   stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] polspline_1.1.5 rms_3.3-1       Hmisc_3.8-3     survival_2.36-9
[5] TTR_0.20-3      xts_0.8-0       zoo_1.6-5       sos_1.3-0
[9] brew_1.0-6      lattice_0.19-30

loaded via a namespace (and not attached):
[1] cluster_1.14.0 grid_2.13.1    tools_2.13.1


 
 - Original Message -
 From: Frank Harrell f.harr...@vanderbilt.edu
 To: r-help@r-project.org
 Cc:
 Sent: Tuesday, August 16, 2011 4:23 AM
 Subject: Re: [R] calibration curve for cph()
 
 
 
 David Winsemius wrote:
 
 A combination of Predict (your newdata), cut2, and the plotting function
 of your choice ought to suffice. But thought that cross-validation was an
 option. Not at console at the moment (just off airplane.)
 
 Sent from my iPhone
 
 On Aug 15, 2011, at 5:26 PM, array chip lt;arrayprof...@yahoo.comgt;
 wrote:
 
 is there a R function that produces calibration curve on an independetn
 data automatically, just like what calibrate() does on the training data
 itself?
 
 Thanks
 
 John
 
 From: Comcast lt;dwinsem...@comcast.netgt;
 To: array chip lt;arrayprof...@yahoo.comgt;
 Cc: r-help@r-project.org lt;r-help@r-project.orggt;
 Sent: Monday, August 15, 2011 2:04 PM
 Subject: Re: [R] calibration curve for cph()
 
 Build a prediction function using  'Function' that gets applied to set2.
 Calibrate and validate.
 
 --David
 
 Sent from my iPhone
 
 On Aug 15, 2011, at 11:31 AM, array chip lt;arrayprof...@yahoo.comgt;
 wrote:
 
 Hi, the calibrate.cph() function in rms package generate calibration
 curve for Cox model on the same dataset where the model was derived using
 bootstrapping or cross-validation. If I have the model built on dataset
 1, and now I want to produce a calibration curve for this model on an
 independent dataset 2, how can I do that?
 
 Thanks
 
 John

David Winsemius, MD
West Hartford, CT

__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


[R] calibration curve for cph()

2011-08-15 Thread array chip
Hi, the calibrate.cph() function in rms package generate calibration curve for 
Cox model on the same dataset where the model was derived using bootstrapping 
or cross-validation. If I have the model built on dataset 1, and now I want to 
produce a calibration curve for this model on an independent dataset 2, how can 
I do that?

Thanks

John

[[alternative HTML version deleted]]

__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] calibration curve for cph()

2011-08-15 Thread Comcast
Build a prediction function using  'Function' that gets applied to set2. 
Calibrate and validate.

-- 
David

Sent from my iPhone

On Aug 15, 2011, at 11:31 AM, array chip arrayprof...@yahoo.com wrote:

 Hi, the calibrate.cph() function in rms package generate calibration curve 
 for Cox model on the same dataset where the model was derived using 
 bootstrapping or cross-validation. If I have the model built on dataset 1, 
 and now I want to produce a calibration curve for this model on an 
 independent dataset 2, how can I do that?
 
 Thanks
 
 John
 
[[alternative HTML version deleted]]
 
 __
 R-help@r-project.org mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.

__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] calibration curve for cph()

2011-08-15 Thread array chip
is there a R function that produces calibration curve on an independetn data 
automatically, just like what calibrate() does on the training data itself?

Thanks

John




From: Comcast dwinsem...@comcast.net

Cc: r-help@r-project.org r-help@r-project.org
Sent: Monday, August 15, 2011 2:04 PM
Subject: Re: [R] calibration curve for cph()

Build a prediction function using  'Function' that gets applied to set2. 
Calibrate and validate.

-- 
David

Sent from my iPhone



 Hi, the calibrate.cph() function in rms package generate calibration curve 
 for Cox model on the same dataset where the model was derived using 
 bootstrapping or cross-validation. If I have the model built on dataset 1, 
 and now I want to produce a calibration curve for this model on an 
 independent dataset 2, how can I do that?
 
 Thanks
 
 John
 
    [[alternative HTML version deleted]]
 
 __
 R-help@r-project.org mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.
[[alternative HTML version deleted]]

__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] calibration curve for cph()

2011-08-15 Thread David
A combination of Predict (your newdata), cut2, and the plotting function of 
your choice ought to suffice. But thought that cross-validation was an option. 
Not at console at the moment (just off airplane.)

Sent from my iPhone

On Aug 15, 2011, at 5:26 PM, array chip arrayprof...@yahoo.com wrote:

 is there a R function that produces calibration curve on an independetn data 
 automatically, just like what calibrate() does on the training data itself?
 
 Thanks
 
 John
 
 From: Comcast dwinsem...@comcast.net
 To: array chip arrayprof...@yahoo.com
 Cc: r-help@r-project.org r-help@r-project.org
 Sent: Monday, August 15, 2011 2:04 PM
 Subject: Re: [R] calibration curve for cph()
 
 Build a prediction function using  'Function' that gets applied to set2. 
 Calibrate and validate.
 
 -- 
 David
 
 Sent from my iPhone
 
 On Aug 15, 2011, at 11:31 AM, array chip arrayprof...@yahoo.com wrote:
 
  Hi, the calibrate.cph() function in rms package generate calibration curve 
  for Cox model on the same dataset where the model was derived using 
  bootstrapping or cross-validation. If I have the model built on dataset 1, 
  and now I want to produce a calibration curve for this model on an 
  independent dataset 2, how can I do that?
  
  Thanks
  
  John
  
 [[alternative HTML version deleted]]
  
  __
  R-help@r-project.org mailing list
  https://stat.ethz.ch/mailman/listinfo/r-help
  PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
  and provide commented, minimal, self-contained, reproducible code.
 
 

[[alternative HTML version deleted]]

__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.