OK - I'll see if I can spare some time on the weekend to dig a bit deeper and maybe find the issue. (Unfortunately I cannot use a phreg model because I cannot assume a proportional hazards assumption.)

Göran Broström wrote:
Philipp Rappold wrote:
Göran, thanks for the update, I'm just about to install it!

Just wanted to drop you a short line about performance (as you once
requested):

aftreg takes ages on my windows machine to calculate a small set of
7 observations which are not even grouped together by "id". To be a
bit more precise, it takes 2:40 mins on my Intel T9300 Core2 Duo @
2.5 GHz. Bigger samples with about 700 observations and 6 dependent
variables are in the 10 minutes range.

I just fired up my linux console (ubuntu) and calculation takes not
even 2 seconds here.

On my laptop (ubuntu):

system.time(fit1 <- aftreg(Surv(start, stop, censor)~var1, data=td))
   user  system elapsed
  0.030   0.000   0.039

But on Windows I can see what you see: It takes 2.5 minutes! I don't understand it. I can see that the time is spent in the C code (with Rprof), but that's all I can do on a windows machine.

phreg doesn't seem to have this problem. Have you considered a proportional hazards model instead of an aft model?

Göran



I've attached a screenshot of my system performance during
calculation, maybe that could already be a first hint (interestingly
I'm seeing some kind of sawtooth profile on physical memory history).

Generally it's not a problem for me as I can use the linux version,
but maybe you have an idea what makes it so slow. If I can provide
you with more details or help on fixing it, let me know.

Here's the dump for reconstruction:

library(eha)

testdata
  start stop censor groupvar       var1      var2
1     0    1      0        1 0.91663902 0.0847912
2     1    2      0        1 0.60470753 0.6487798
3     2    3      0        1 0.09599891 0.2195178
4     3    4      1        1 0.86384189 0.6667897
5     0    1      0        2 0.07747445 0.8782836
6     1    2      0        2 0.44608030 0.2218685
7     2    3      1        2 0.77317152 0.3813840

fit1 <- aftreg(Surv(start, stop, censor)~var1, data=testdata)

sessionInfo()
R version 2.9.2 (2009-08-24)
i386-pc-mingw32

locale:
LC_COLLATE=German_Germany.1252;LC_CTYPE=German_Germany.1252;LC_MONETARY=German_Germany.1252;LC_NUMERIC=C;LC_TIME=German_Germany.1252

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

other attached packages:
[1] eha_1.2-13      survival_2.35-8 rcom_2.2-1      rscproxy_1.3-1

loaded via a namespace (and not attached):
[1] tools_2.9.2


All the best
Philipp


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