The updated formula needs to have a different term rather than cos(k * v) every time. Here is one way to explicitly change the formula. library("survival") set.seed(1) v <- runif(nrow(pbc), min = 0, max = 2) Cox0 <- coxph(Surv(pbc$time,pbc$status == 2) ~ v, data = pbc) Cox <- vector("list", 10) Cox[[1]] <- update(Cox0, . ~ . + cos(1 * v)) for (k in 2:10) { form <- as.formula(sprintf(". ~ . + cos(%d * v)", k)) Cox[[k]] <- update(Cox[[k-1]], form) } Cox -----Original Message----- From: Frank S. [mailto:f_j_rod at hotmail.com] Sent: Friday, August 30, 2019 5:54 AM To: Vito Michele Rosario Muggeo Cc: r-help at r-project.org Subject: Re: [R] Efficient way to update a survival model Hi everyone, Vito, perhaps my previous mail was not clear. It is true that I used a loop, but the key point is that such a loop cannot compute the desired result. For example, for k = 3 the following loop Cox <- list() Cox[[1]] <- coxph(Surv(time,status == 2) ~ v + cos(v), data = pbc) for (k in 2:10) { Cox[[k]] <- update(Cox[[k-1]], . ~ . + cos(k * v), data = pbc) } leads to a model Cox[[3]] which accounts for terms {v, cos(v), cos(3*v)}, but does not include the term cos(2*v). I think that this could be one way to solve my question: library("survival") set.seed(1) v <- runif(nrow(pbc), min = 0, max = 2) Cox0 <- coxph(Surv(pbc$time,pbc$status == 2) ~ v, data = pbc) k.max <- 9 Z <- outer(v, 1:k.max, function (x, y) {sin(x * y)}) # Matrix with the outer product of the two arrays Cox <- list() for (k in 1:k.max){ Cox[[k]] <- update(Cox0, substitute(. ~ . + Z[, 1:k]), data = pbc) attr(Cox[[k]]$coefficients, "names")[2:(k+1)] <- paste0("sin(", 1:k, "* v)") } Cox Best, Frank ________________________________ De: Frank S. <f_j_rod at hotmail.com> Enviado: jueves, 29 de agosto de 2019 12:38 Para: Vito Michele Rosario Muggeo <vito.muggeo at unipa.it> Cc: r-help at r-project.org <r-help at r-project.org> Asunto: RE: [R] Efficient way to update a survival model Hi Vito, Thanks for your reply! Following your suggestion, I have tried: Cox[[3]] <- update(Cox[[2]], . ~ . + cos(3 * v), init=c(coef(Cox[[1]]), 0, 0), data = pbc) Cox[[3]] <- update(Cox[[2]], . ~ . + cos(3 * v), data = pbc) and both expressions lead to the same result. Is that OK? Additionally, in my original question I wondered about the possibility of reducing the 10 lines of code to one general expression or some loop. Is it possible? Best, Frank ________________________________ De: Vito Michele Rosario Muggeo <vito.muggeo at unipa.it> Enviado: jueves, 29 de agosto de 2019 8:54 Para: Frank S. <f_j_rod at hotmail.com> Cc: r-help at r-project.org <r-help at r-project.org> Asunto: Re: [R] Efficient way to update a survival model dear Frank, update() does not update actually.. It just builds a new call which is evaluated. To speed up the procedure you could try to supply starting values via argument 'init'. The first values come from the previous fit, and the last one referring to new coefficients is set to zero (or any other appropriate value). Something like (untested), for instance update(Cox[[2]], . ~ . + cos(3 * v), init=c(coef(Cox[[1]]),0), data = pbc) Hope this helps, best, vito "Frank S." <f_j_rod at hotmail.com> ha scritto:> Hello everybody, I come with a question which I do not know how to > conduct in an efficient way. In order to > provide a toy example, consider the dataset "pbc" from the package > "survival". First, I fit the Cox model "Cox0": > > library("survival") > set.seed(1) > v <- runif(nrow(pbc), min = 0, max = 2) > Cox0 <- coxph(Surv(pbc$time,pbc$status == 2) ~ v, data = pbc) > > Then, from the above model, I can fit recursively 10 additional models as: > > Cox <- list() > > Cox[[1]] <- update(Cox0, . ~ . + cos(1 * v), data = pbc) > Cox[[2]] <- update(Cox[[1]], . ~ . + cos(2 * v), data = pbc) > Cox[[3]] <- update(Cox[[2]], . ~ . + cos(3 * v), data = pbc) > Cox[[4]] <- update(Cox[[3]], . ~ . + cos(4 * v), data = pbc) > ... > Cox[[10]] <- update(Cox[[9]], . ~ . + cos(10* v), data = pbc) > > Since in practice I have to repeat above step until Cox[[100]], say, > do you know an efficient way to > wrap this code chunk in a loop or similar? > > I had tried: > > set.seed(1) > v <- runif(nrow(pbc), min = 0, max = 2) > Cox0 <- coxph(Surv(pbc$time,pbc$status == 2) ~ v, data = pbc) > > Cox <- list() > Cox[[1]] <- update(Cox0, . ~ . + cos(1 * v), data = pbc) > for (k in 1:10) { > Cox[[k + 1]] <- update(Cox[[k]], . ~ . + cos((k + 1) * v), data = pbc) > } > > However, from Cox[[3]] onwards, the intermediate values of integer k > are not included here (for > instance, the model Cox[[10]] would only include the cosinus terms > for cos(1*v) and cos(10*v)). >[[elided Hotmail spam]]> > Frank > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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]] ********************************************************** Electronic Mail is not secure, may not be read every day, and should not be used for urgent or sensitive issues
Chris, thank you for your elegant solution! Just one minor question: I wonder how to include within the loop of your solution the 10 models, that is, writing for (k in 1:10) so that you can get {Cox[[1]], ..., Cox[[10]]}. However, I'm aware that some change has to be done due to the fact that, when computing Cox[[1]], the term Cox[[k -1]] does not exist. Is it possible to perform some "trick" (e.g. re-indexing) in order to achieve this? Best, Frank ________________________________ De: Andrews, Chris <chrisaa at med.umich.edu> Enviado: viernes, 30 de agosto de 2019 15:08 Para: Frank S. <f_j_rod at hotmail.com>; Vito Michele Rosario Muggeo <vito.muggeo at unipa.it> Cc: r-help at r-project.org <r-help at r-project.org> Asunto: RE: [R] Efficient way to update a survival model The updated formula needs to have a different term rather than cos(k * v) every time. Here is one way to explicitly change the formula. library("survival") set.seed(1) v <- runif(nrow(pbc), min = 0, max = 2) Cox0 <- coxph(Surv(pbc$time,pbc$status == 2) ~ v, data = pbc) Cox <- vector("list", 10) Cox[[1]] <- update(Cox0, . ~ . + cos(1 * v)) for (k in 2:10) { form <- as.formula(sprintf(". ~ . + cos(%d * v)", k)) Cox[[k]] <- update(Cox[[k-1]], form) } Cox -----Original Message----- From: Frank S. [mailto:f_j_rod at hotmail.com] Sent: Friday, August 30, 2019 5:54 AM To: Vito Michele Rosario Muggeo Cc: r-help at r-project.org Subject: Re: [R] Efficient way to update a survival model Hi everyone, Vito, perhaps my previous mail was not clear. It is true that I used a loop, but the key point is that such a loop cannot compute the desired result. For example, for k = 3 the following loop Cox <- list() Cox[[1]] <- coxph(Surv(time,status == 2) ~ v + cos(v), data = pbc) for (k in 2:10) { Cox[[k]] <- update(Cox[[k-1]], . ~ . + cos(k * v), data = pbc) } leads to a model Cox[[3]] which accounts for terms {v, cos(v), cos(3*v)}, but does not include the term cos(2*v). I think that this could be one way to solve my question: library("survival") set.seed(1) v <- runif(nrow(pbc), min = 0, max = 2) Cox0 <- coxph(Surv(pbc$time,pbc$status == 2) ~ v, data = pbc) k.max <- 9 Z <- outer(v, 1:k.max, function (x, y) {sin(x * y)}) # Matrix with the outer product of the two arrays Cox <- list() for (k in 1:k.max){ Cox[[k]] <- update(Cox0, substitute(. ~ . + Z[, 1:k]), data = pbc) attr(Cox[[k]]$coefficients, "names")[2:(k+1)] <- paste0("sin(", 1:k, "* v)") } Cox Best, Frank ________________________________ De: Frank S. <f_j_rod at hotmail.com> Enviado: jueves, 29 de agosto de 2019 12:38 Para: Vito Michele Rosario Muggeo <vito.muggeo at unipa.it> Cc: r-help at r-project.org <r-help at r-project.org> Asunto: RE: [R] Efficient way to update a survival model Hi Vito, Thanks for your reply! Following your suggestion, I have tried: Cox[[3]] <- update(Cox[[2]], . ~ . + cos(3 * v), init=c(coef(Cox[[1]]), 0, 0), data = pbc) Cox[[3]] <- update(Cox[[2]], . ~ . + cos(3 * v), data = pbc) and both expressions lead to the same result. Is that OK? Additionally, in my original question I wondered about the possibility of reducing the 10 lines of code to one general expression or some loop. Is it possible? Best, Frank ________________________________ De: Vito Michele Rosario Muggeo <vito.muggeo at unipa.it> Enviado: jueves, 29 de agosto de 2019 8:54 Para: Frank S. <f_j_rod at hotmail.com> Cc: r-help at r-project.org <r-help at r-project.org> Asunto: Re: [R] Efficient way to update a survival model dear Frank, update() does not update actually.. It just builds a new call which is evaluated. To speed up the procedure you could try to supply starting values via argument 'init'. The first values come from the previous fit, and the last one referring to new coefficients is set to zero (or any other appropriate value). Something like (untested), for instance update(Cox[[2]], . ~ . + cos(3 * v), init=c(coef(Cox[[1]]),0), data = pbc) Hope this helps, best, vito "Frank S." <f_j_rod at hotmail.com> ha scritto:> Hello everybody, I come with a question which I do not know how to > conduct in an efficient way. In order to > provide a toy example, consider the dataset "pbc" from the package > "survival". First, I fit the Cox model "Cox0": > > library("survival") > set.seed(1) > v <- runif(nrow(pbc), min = 0, max = 2) > Cox0 <- coxph(Surv(pbc$time,pbc$status == 2) ~ v, data = pbc) > > Then, from the above model, I can fit recursively 10 additional models as: > > Cox <- list() > > Cox[[1]] <- update(Cox0, . ~ . + cos(1 * v), data = pbc) > Cox[[2]] <- update(Cox[[1]], . ~ . + cos(2 * v), data = pbc) > Cox[[3]] <- update(Cox[[2]], . ~ . + cos(3 * v), data = pbc) > Cox[[4]] <- update(Cox[[3]], . ~ . + cos(4 * v), data = pbc) > ... > Cox[[10]] <- update(Cox[[9]], . ~ . + cos(10* v), data = pbc) > > Since in practice I have to repeat above step until Cox[[100]], say, > do you know an efficient way to > wrap this code chunk in a loop or similar? > > I had tried: > > set.seed(1) > v <- runif(nrow(pbc), min = 0, max = 2) > Cox0 <- coxph(Surv(pbc$time,pbc$status == 2) ~ v, data = pbc) > > Cox <- list() > Cox[[1]] <- update(Cox0, . ~ . + cos(1 * v), data = pbc) > for (k in 1:10) { > Cox[[k + 1]] <- update(Cox[[k]], . ~ . + cos((k + 1) * v), data = pbc) > } > > However, from Cox[[3]] onwards, the intermediate values of integer k > are not included here (for > instance, the model Cox[[10]] would only include the cosinus terms > for cos(1*v) and cos(10*v)). >[[elided Hotmail spam]]> > Frank > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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]] ********************************************************** Electronic Mail is not secure, may not be read every day, and should not be used for urgent or sensitive issues [[alternative HTML version deleted]]
The i^th model is included in the Cox[[ i ]] object. You can extract the formula objects with: frms <- lapply(Cox, formula) then if you want the existing and incremental terms: indeps <- lapply(frms, function(x) as.list( x[[ 3 ]] )) oldTerms <- lapply(indeps, "[[", 2) newTerms <- lapply(indeps, "[[", 3)> oldTerms[3:4][[1]] v + cos(1 * v) + cos(2 * v) [[2]] v + cos(1 * v) + cos(2 * v) + cos(3 * v)> newTerms[ 3:4 ][[1]] cos(3 * v) [[2]] cos(4 * v)>HTH, Chuck> On Aug 30, 2019, at 3:36 PM, Frank S. <f_j_rod at hotmail.com> wrote: > > Chris, thank you for your elegant solution! > > Just one minor question: > I wonder how to include within the loop of your solution the 10 models, that is, writing > for (k in 1:10) so that you can get {Cox[[1]], ..., Cox[[10]]}. However, I'm aware that some > change has to be done due to the fact that, when computing Cox[[1]], the term Cox[[k -1]] > does not exist. Is it possible to perform some "trick" (e.g. re-indexing) in order to achieve this? > > Best, > > Frank > ________________________________ > De: Andrews, Chris <chrisaa at med.umich.edu> > Enviado: viernes, 30 de agosto de 2019 15:08 > Para: Frank S. <f_j_rod at hotmail.com>; Vito Michele Rosario Muggeo <vito.muggeo at unipa.it> > Cc: r-help at r-project.org <r-help at r-project.org> > Asunto: RE: [R] Efficient way to update a survival model > > The updated formula needs to have a different term rather than cos(k * v) every time. Here is one way to explicitly change the formula. > > library("survival") > set.seed(1) > v <- runif(nrow(pbc), min = 0, max = 2) > Cox0 <- coxph(Surv(pbc$time,pbc$status == 2) ~ v, data = pbc) > > Cox <- vector("list", 10) > Cox[[1]] <- update(Cox0, . ~ . + cos(1 * v)) > for (k in 2:10) { > form <- as.formula(sprintf(". ~ . + cos(%d * v)", k)) > Cox[[k]] <- update(Cox[[k-1]], form) > } > > Cox > > -----Original Message----- > From: Frank S. [mailto:f_j_rod at hotmail.com] > Sent: Friday, August 30, 2019 5:54 AM > To: Vito Michele Rosario Muggeo > Cc: r-help at r-project.org > Subject: Re: [R] Efficient way to update a survival model > > Hi everyone, > > Vito, perhaps my previous mail was not clear. It is true that I used a loop, but the key point is that such a loop > cannot compute the desired result. For example, for k = 3 the following loop > > Cox <- list() > Cox[[1]] <- coxph(Surv(time,status == 2) ~ v + cos(v), data = pbc) > for (k in 2:10) { > Cox[[k]] <- update(Cox[[k-1]], . ~ . + cos(k * v), data = pbc) > } > > leads to a model Cox[[3]] which accounts for terms {v, cos(v), cos(3*v)}, but does not include the term cos(2*v). > I think that this could be one way to solve my question: > > library("survival") > set.seed(1) > v <- runif(nrow(pbc), min = 0, max = 2) > Cox0 <- coxph(Surv(pbc$time,pbc$status == 2) ~ v, data = pbc) > k.max <- 9 > Z <- outer(v, 1:k.max, function (x, y) {sin(x * y)}) # Matrix with the outer product of the two arrays > > Cox <- list() > for (k in 1:k.max){ > Cox[[k]] <- > update(Cox0, substitute(. ~ . + Z[, 1:k]), data = pbc) > attr(Cox[[k]]$coefficients, "names")[2:(k+1)] <- paste0("sin(", 1:k, "* v)") > } > Cox > > Best, > > Frank > > _____
library("survival") set.seed(1) v <- runif(nrow(pbc), min = 0, max = 2) Cox0 <- coxph(Surv(pbc$time,pbc$status == 2) ~ v, data = pbc) Cox <- vector("list", 10) for (k in 1:10) { form <- as.formula(sprintf(". ~ . + cos(%d * v)", k)) Cox[[k]] <- update(if (k==1) Cox0 else Cox[[k-1]], form) } ________________________________________ From: Frank S. <f_j_rod at hotmail.com> Sent: Friday, August 30, 2019 6:36:39 PM To: Andrews, Chris Cc: r-help at r-project.org Subject: RE: [R] Efficient way to update a survival model External Email - Use Caution Chris, thank you for your elegant solution! Just one minor question: I wonder how to include within the loop of your solution the 10 models, that is, writing for (k in 1:10) so that you can get {Cox[[1]], ..., Cox[[10]]}. However, I'm aware that some change has to be done due to the fact that, when computing Cox[[1]], the term Cox[[k -1]] does not exist. Is it possible to perform some "trick" (e.g. re-indexing) in order to achieve this? Best, Frank ________________________________ De: Andrews, Chris <chrisaa at med.umich.edu> Enviado: viernes, 30 de agosto de 2019 15:08 Para: Frank S. <f_j_rod at hotmail.com>; Vito Michele Rosario Muggeo <vito.muggeo at unipa.it> Cc: r-help at r-project.org <r-help at r-project.org> Asunto: RE: [R] Efficient way to update a survival model The updated formula needs to have a different term rather than cos(k * v) every time. Here is one way to explicitly change the formula. library("survival") set.seed(1) v <- runif(nrow(pbc), min = 0, max = 2) Cox0 <- coxph(Surv(pbc$time,pbc$status == 2) ~ v, data = pbc) Cox <- vector("list", 10) Cox[[1]] <- update(Cox0, . ~ . + cos(1 * v)) for (k in 2:10) { form <- as.formula(sprintf(". ~ . + cos(%d * v)", k)) Cox[[k]] <- update(Cox[[k-1]], form) } Cox -----Original Message----- From: Frank S. [mailto:f_j_rod at hotmail.com] Sent: Friday, August 30, 2019 5:54 AM To: Vito Michele Rosario Muggeo Cc: r-help at r-project.org Subject: Re: [R] Efficient way to update a survival model Hi everyone, Vito, perhaps my previous mail was not clear. It is true that I used a loop, but the key point is that such a loop cannot compute the desired result. For example, for k = 3 the following loop Cox <- list() Cox[[1]] <- coxph(Surv(time,status == 2) ~ v + cos(v), data = pbc) for (k in 2:10) { Cox[[k]] <- update(Cox[[k-1]], . ~ . + cos(k * v), data = pbc) } leads to a model Cox[[3]] which accounts for terms {v, cos(v), cos(3*v)}, but does not include the term cos(2*v). I think that this could be one way to solve my question: library("survival") set.seed(1) v <- runif(nrow(pbc), min = 0, max = 2) Cox0 <- coxph(Surv(pbc$time,pbc$status == 2) ~ v, data = pbc) k.max <- 9 Z <- outer(v, 1:k.max, function (x, y) {sin(x * y)}) # Matrix with the outer product of the two arrays Cox <- list() for (k in 1:k.max){ Cox[[k]] <- update(Cox0, substitute(. ~ . + Z[, 1:k]), data = pbc) attr(Cox[[k]]$coefficients, "names")[2:(k+1)] <- paste0("sin(", 1:k, "* v)") } Cox Best, Frank ________________________________ De: Frank S. <f_j_rod at hotmail.com> Enviado: jueves, 29 de agosto de 2019 12:38 Para: Vito Michele Rosario Muggeo <vito.muggeo at unipa.it> Cc: r-help at r-project.org <r-help at r-project.org> Asunto: RE: [R] Efficient way to update a survival model Hi Vito, Thanks for your reply! Following your suggestion, I have tried: Cox[[3]] <- update(Cox[[2]], . ~ . + cos(3 * v), init=c(coef(Cox[[1]]), 0, 0), data = pbc) Cox[[3]] <- update(Cox[[2]], . ~ . + cos(3 * v), data = pbc) and both expressions lead to the same result. Is that OK? Additionally, in my original question I wondered about the possibility of reducing the 10 lines of code to one general expression or some loop. Is it possible? Best, Frank ________________________________ De: Vito Michele Rosario Muggeo <vito.muggeo at unipa.it> Enviado: jueves, 29 de agosto de 2019 8:54 Para: Frank S. <f_j_rod at hotmail.com> Cc: r-help at r-project.org <r-help at r-project.org> Asunto: Re: [R] Efficient way to update a survival model dear Frank, update() does not update actually.. It just builds a new call which is evaluated. To speed up the procedure you could try to supply starting values via argument 'init'. The first values come from the previous fit, and the last one referring to new coefficients is set to zero (or any other appropriate value). Something like (untested), for instance update(Cox[[2]], . ~ . + cos(3 * v), init=c(coef(Cox[[1]]),0), data = pbc) Hope this helps, best, vito "Frank S." <f_j_rod at hotmail.com> ha scritto:> Hello everybody, I come with a question which I do not know how to > conduct in an efficient way. In order to > provide a toy example, consider the dataset "pbc" from the package > "survival". First, I fit the Cox model "Cox0": > > library("survival") > set.seed(1) > v <- runif(nrow(pbc), min = 0, max = 2) > Cox0 <- coxph(Surv(pbc$time,pbc$status == 2) ~ v, data = pbc) > > Then, from the above model, I can fit recursively 10 additional models as: > > Cox <- list() > > Cox[[1]] <- update(Cox0, . ~ . + cos(1 * v), data = pbc) > Cox[[2]] <- update(Cox[[1]], . ~ . + cos(2 * v), data = pbc) > Cox[[3]] <- update(Cox[[2]], . ~ . + cos(3 * v), data = pbc) > Cox[[4]] <- update(Cox[[3]], . ~ . + cos(4 * v), data = pbc) > ... > Cox[[10]] <- update(Cox[[9]], . ~ . + cos(10* v), data = pbc) > > Since in practice I have to repeat above step until Cox[[100]], say, > do you know an efficient way to > wrap this code chunk in a loop or similar? > > I had tried: > > set.seed(1) > v <- runif(nrow(pbc), min = 0, max = 2) > Cox0 <- coxph(Surv(pbc$time,pbc$status == 2) ~ v, data = pbc) > > Cox <- list() > Cox[[1]] <- update(Cox0, . ~ . + cos(1 * v), data = pbc) > for (k in 1:10) { > Cox[[k + 1]] <- update(Cox[[k]], . ~ . + cos((k + 1) * v), data = pbc) > } > > However, from Cox[[3]] onwards, the intermediate values of integer k > are not included here (for > instance, the model Cox[[10]] would only include the cosinus terms > for cos(1*v) and cos(10*v)). >[[elided Hotmail spam]]> > Frank > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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]] ********************************************************** Electronic Mail is not secure, may not be read every day, and should not be used for urgent or sensitive issues ********************************************************** Electronic Mail is not secure, may not be read every day, and should not be used for urgent or sensitive issues