targeted: Targeted Inference

Description

Various methods for targeted and semiparametric inference including augmented inverse probability weighted (AIPW) estimators for missing data and causal inference (Bang and Robins (2005) doi:10.1111/j.1541-0420.2005.00377.x), variable importance and conditional average treatment effects (CATE) (van der Laan (2006) doi:10.2202/1557-4679.1008), estimators for risk differences and relative risks (Richardson et al. (2017) doi:10.1080/01621459.2016.1192546), assumption lean inference for generalized linear model parameters (Vansteelandt et al. (2022) doi:10.1111/rssb.12504).

Methods for targeted and semiparametric inference.

Author(s)

Maintainer: Klaus K. Holst klaus@holst.it

Authors:

• Andreas Nordland andreasnordland@gmail.com

Klaus K. Holst (Maintainer) klaus@holst.it

See Also

Useful links:

• Report bugs at https://github.com/kkholst/targeted/issues

Examples

## Not run: 
example(riskreg)
example(cate)
example(ate)
example(calibration)

## End(Not run)

ML model

Description

Wrapper for ml_model

Usage

ML(formula, model = "glm", ...)

Arguments

Details

model 'sl' (SuperLearner::SuperLearner) args: SL.library, cvControl, f<aamily, method example:

model 'grf' (grf::regression_forest) args: num.trees, mtry, sample.weights, sample.fraction, min.node.size, ... example:

model 'grf.binary' (grf::probability_forest) args: num.trees, mtry, sample.weights, ... example:

model 'glm' args: family, weights, offset, ...

Naive Bayes

Description

Naive Bayes Classifier

Usage

NB(
  formula,
  data,
  weights = NULL,
  kernel = FALSE,
  laplace.smooth = 0,
  prior = NULL,
  ...
)

Arguments

Value

An object of class 'NB' is returned. See NB-class for more details about this class and its generic functions.

Author(s)

Klaus K. Holst

Examples

data(iris)
m2 <- NB(Species ~ Sepal.Width + Petal.Length, data=iris)
pr2 <- predict(m2, newdata=iris)

NB class object

Description

The functions NB returns an object of the type NB.

An object of class 'NB' is a list with at least the following components:

prior

Matrix with prior probabilities, i.e. marginal class probabilities Pr(class)

pcond

list of matrices with conditional probabilities of the features given the classes (one list element per class), Pr(x|class)

classes

Names (character vector) of the classes

xvar

number of repetitions of the CV

xmodel

Number of folds of the CV

model

Number of folds of the CV

Value

objects of the S3 class 'NB'

S3 generics

The following S3 generic functions are available for an object of class NB:

predict

Predict class probabilities for new features data.

print

Basic print method.

See Also

NB, NB2

Examples

## See example(NB) for examples

Responder Average Treatment Effect

Description

Estimation of the Average Treatment Effect among Responders

Usage

RATE(
  response,
  post.treatment,
  treatment,
  data,
  family = gaussian(),
  M = 5,
  pr.treatment,
  treatment.level,
  SL.args.response = list(family = gaussian(), SL.library = c("SL.mean", "SL.glm")),
  SL.args.post.treatment = list(family = binomial(), SL.library = c("SL.mean", "SL.glm")),
  preprocess = NULL,
  efficient = TRUE,
  ...
)

Arguments

Value

estimate object

Author(s)

Andreas Nordland, Klaus K. Holst

Responder Average Treatment Effect

Description

Estimation of the Average Treatment Effect among Responders for Survival Outcomes

Usage

RATE.surv(
  response,
  post.treatment,
  treatment,
  censoring,
  tau,
  data,
  M = 5,
  pr.treatment,
  call.response,
  args.response = list(),
  SL.args.post.treatment = list(family = binomial(), SL.library = c("SL.mean", "SL.glm")),
  call.censoring,
  args.censoring = list(),
  preprocess = NULL,
  ...
)

Arguments

Details

Estimation of

\frac{P(T \leq \tau|A=1) - P(T \leq \tau|A=1)}{E[D|A=1]}

under right censoring based on plug-in estimates of P(T \leq \tau|A=a) and E[D|A=1].

An efficient one-step estimator of P(T \leq \tau|A=a) is constructed using the efficient influence function

\frac{I\{A=a\}}{P(A = a)} \Big(\frac{\Delta}{S^c_{0}(\tilde T|X)} I\{\tilde T \leq \tau\} + \int_0^\tau \frac{S_0(u|X)-S_0(\tau|X)}{S_0(u|X)S^c_0(u|X)} d M^c_0(u|X))\Big)\\ + \Big(1 - \frac{I\{A=a\}}{P(A = a)}\Big)F_0(\tau|A=a, W) - P(T \leq \tau|A=a).

An efficient one-step estimator of E[D|A=1] is constructed using the efficient influence function

\frac{A}{P(A = 1)}\left(D-E[D|A=1, W]\right) + E[D|A=1, W] -E[D|A=1].

Value

estimate object

Author(s)

Andreas Nordland, Klaus K. Holst

SuperLearner wrapper for ml_model

Description

SuperLearner wrapper for ml_model

Usage

SL(
  formula = ~.,
  ...,
  SL.library = c("SL.mean", "SL.glm"),
  binomial = FALSE,
  data = NULL
)

Arguments

Value

ml_model object

Author(s)

Klaus Kähler Holst

AIPW estimator

Description

AIPW for the mean (and linear projections of the EIF) with missing observations

Usage

aipw(response_model, data, formula = ~1, missing_model, ...)

Arguments

Examples

m <- lvm(y ~ x+z, r ~ x)
distribution(m,~ r) <- binomial.lvm()
transform(m, y0~r+y) <- function(x) { x[x[,1]==0,2] <- NA; x[,2] }
d <- sim(m,1e3,seed=1)

aipw(y0 ~ x, data=d)

Assumption Lean inference for generalized linear model parameters

Description

Assumption lean inference via cross-fitting (Double ML). See <doi:10.1111/rssb.12504

Usage

alean(
  response_model,
  exposure_model,
  data,
  link = "identity",
  g_model,
  nfolds = 1,
  silent = FALSE,
  mc.cores,
  ...
)

Arguments

Details

Let Y be the response variable, A the exposure and W covariates. The target parameter is:

\Psi(P) = \frac{E(Cov[A, g\{E(Y|A,W)\}\mid W])} {E\{Var(A\mid W)\}}

The response_model is the model for E(Y|A,W), and exposure_model is the model for E(A|W). link specifies g.

Value

alean.targeted object

Author(s)

Klaus Kähler Holst

Examples

sim1 <- function(n, family=gaussian(), ...) {
   m <- lvm() |>
     distribution(~ y, binomial.lvm()) |>
     regression('a', value=function(l) l) |>
     regression('y', value=function(a,l) a + l)
     if (family$family=="binomial")
        distribution(m, ~a) <- binomial.lvm()
   sim(m, n)
}

library(splines)
f <- binomial()
d <- sim1(1e4, family=f)
e <- alean(response_model=ML(y ~ a + bs(l, df=3), family=binomial),
           exposure_model=ML(a ~ bs(l, df=3), family=f),
           data=d,
           link = "logit", mc.cores=1, nfolds=1)
e

e <- alean(response_model=ML(y ~ a + l, family=binomial),
           exposure_model=ML(a ~ l),
           data=d,
           link = "logit", mc.cores=1, nfolds=1)
e

AIPW (doubly-robust) estimator for Average Treatement Effect

Description

Augmented Inverse Probability Weighting estimator for the Average (Causal) Treatment Effect. All nuisance models are here parametric (glm). For a more general approach see the cate implementation. In this implementation the standard errors are correct even when the nuisance models are misspecified (the influence curve is calculated including the term coming from the parametric nuisance models). The estimate is consistent if either the propensity model or the outcome model / Q-model is correctly specified.

Usage

ate(
  formula,
  data = parent.frame(),
  weights,
  offset,
  family = stats::gaussian(identity),
  nuisance = NULL,
  propensity = nuisance,
  all,
  labels = NULL,
  ...
)

Arguments

Details

The formula may either be specified as: response ~ treatment | nuisance-formula | propensity-formula

For example: ate(y~a | x+z+a | x*z, data=...)

Alternatively, as a list: ate(list(y~a, ~x+z, ~x*z), data=...)

Or using the nuisance (and propensity argument): ate(y~a, nuisance=~x+z, ...)

Value

An object of class 'ate.targeted' is returned. See targeted-class for more details about this class and its generic functions.

Author(s)

Klaus K. Holst

See Also

cate

Examples

m <- lvm(y ~ a+x, a~x)
distribution(m, ~y) <- binomial.lvm()
m <- ordinal(m, K=4, ~a)
transform(m, ~a) <- factor
d <- sim(m, 1e3, seed=1)
(a <- ate(y~a|a*x|x, data=d))
## ate(y~a, nuisance=~a*x, propensity=~x, ...)

# Comparison with randomized experiment
m0 <- cancel(m, a~x)
lm(y~a-1, sim(m0,2e4))

# Choosing a different contrast for the association measures
summary(a, contrast=c(2,4))

Calibration (training)

Description

Calibration for multiclassication methods

Usage

calibration(
  pr,
  cl,
  weights = NULL,
  threshold = 10,
  method = "bin",
  breaks = nclass.Sturges,
  df = 3,
  ...
)

Arguments

Details

...

Value

An object of class 'calibration' is returned. See calibration-class for more details about this class and its generic functions.

Author(s)

Klaus K. Holst

Examples

sim1 <- function(n, beta=c(-3, rep(.5,10)), rho=.5) {
 p <- length(beta)-1
 xx <- lava::rmvn0(n,sigma=diag(nrow=p)*(1-rho)+rho)
 y <- rbinom(n, 1, lava::expit(cbind(1,xx)%*%beta))
 d <- data.frame(y=y, xx)
 names(d) <- c("y",paste0("x",1:p))
 return(d)
}

set.seed(1)
beta <- c(-2,rep(1,10))
d <- sim1(1e4, beta=beta)
a1 <- NB(y ~ ., data=d)
a2 <- glm(y ~ ., data=d, family=binomial)
## a3 <- randomForest(factor(y) ~ ., data=d, family=binomial)

d0 <- sim1(1e4, beta=beta)
p1 <- predict(a1, newdata=d0)
p2 <- predict(a2, newdata=d0, type="response")
## p3 <- predict(a3, newdata=d0, type="prob")

c2 <- calibration(p2, d0$y, method="isotonic")
c1 <- calibration(p1, d0$y, breaks=100)
if (interactive()) {
  plot(c1)
  plot(c2,col="red",add=TRUE)
  abline(a=0,b=1)##'
  with(c1$xy[[1]], points(pred,freq,type="b", col="red"))
}

set.seed(1)
beta <- c(-2,rep(1,10))
dd <- lava::csplit(sim1(1e4, beta=beta), k=3)
mod <- NB(y ~ ., data=dd[[1]])
p1 <- predict(mod, newdata=dd[[2]])
cal <- calibration(p1, dd[[2]]$y)
p2 <- predict(mod, newdata=dd[[3]])
pp <- predict(c1, p2)
cc <- calibration(pp, dd[[3]]$y)
if (interactive()) {##'
  plot(cal)
  plot(cc, add=TRUE, col="blue")
}

calibration class object

Description

The functions calibration returns an object of the class calibration.

An object of class 'calibration' is a list with at least the following components:

stepfun

estimated step-functions (see stepfun) for each class

classes

the unique classes

model

model/method type (string)

xy

list of data.frame's with predictions (pr) and estimated probabilities of success (only for 'bin' method)

Value

objects of the S3 class 'calibration'

S3 generics

The following S3 generic functions are available for an object of class targeted:

predict

Apply calibration to new data.

plot

Plot the calibration curves (reliability plot).

print

Basic print method.

See Also

calibration, calibrate

Examples

## See example(calibration) for examples

Conditional Average Treatment Effect estimation

Description

Conditional Average Treatment Effect estimation via Double Machine Learning

Usage

cate(
  treatment,
  response_model,
  propensity_model,
  contrast = c(1, 0),
  data,
  nfolds = 5,
  type = "dml2",
  silent = FALSE,
  stratify = FALSE,
  mc.cores,
  ...
)

Arguments

Value

cate.targeted object

Author(s)

Klaus Kähler Holst

Examples

sim1 <- function(n=1e4,
                 seed=NULL,
                 return_model=FALSE, ...) {
suppressPackageStartupMessages(require("lava"))
if (!is.null(seed)) set.seed(seed)
m <- lava::lvm()
regression(m, ~a) <- function(z1,z2,z3,z4,z5)
         cos(z1)+sin(z1*z2)+z3+z4+z5^2
regression(m, ~u) <- function(a,z1,z2,z3,z4,z5)
        (z1+z2+z3)*a + z1+z2+z3 + a
distribution(m, ~a) <- binomial.lvm()
if (return_model) return(m)
lava::sim(m, n, p=par)
}

d <- sim1(200)
e <- cate(a ~ z1+z2+z3, response=u~., data=d)
e

Conditional Relative Risk estimation

Description

Conditional average treatment effect estimation via Double Machine Learning

Usage

cate_link(
  treatment,
  link = "identity",
  response_model,
  propensity_model,
  importance_model,
  contrast = c(1, 0),
  data,
  nfolds = 5,
  type = "dml1",
  ...
)

Arguments

Value

cate.targeted object

Author(s)

Klaus Kähler Holst & Andreas Nordland

Examples

# Example 1:
sim1 <- function(n=1e4,
                 seed=NULL,
                 return_model=FALSE, ...){
suppressPackageStartupMessages(require("lava"))
if (!is.null(seed)) set.seed(seed)
m <- lava::lvm()
distribution(m, ~x) <- gaussian.lvm()
distribution(m, ~v) <- gaussian.lvm(mean = 10)
distribution(m, ~a) <- binomial.lvm("logit")
regression(m, "a") <- function(v, x){.1*v + x}
distribution(m, "y") <- gaussian.lvm()
regression(m, "y") <- function(a, v, x){v+x+a*x+a*v*v}
if (return_model) return(m)
lava::sim(m, n = n)
}

if (require("SuperLearner",quietly=TRUE)) {
  d <- sim1(n = 1e3, seed = 1)
  e <- cate_link(data=d,
           type = "dml2",
           treatment = a ~ v,
           response_model = y~ a*(x + v + I(v^2)),
           importance_model = SL(D_ ~ v + I(v^2)),
           nfolds = 10)
  summary(e) # the true parameters are c(1,1)
}

cross_validated class object

Description

The functions cv returns an object of the type cross_validated.

An object of class 'cross_validated' is a list with at least the following components:

cv

An array with the model score(s) evaluated for each fold, repetition, and model estimates (see estimate.default)

names

Names (character vector) of the models

rep

number of repetitions of the CV

folds

Number of folds of the CV

Value

objects of the S3 class 'cross_validated'

S3 generics

The following S3 generic functions are available for an object of class cross_validated:

coef

Extract average model scores from the cross-validation procedure.

print

Basic print method.

summary

Summary of the cross-validation procedure.

'

See Also

cv

Examples

## See example(cv) for examples

Conditional Relative Risk estimation

Description

Conditional Relative Risk estimation via Double Machine Learning

Usage

crr(
  treatment,
  response_model,
  propensity_model,
  importance_model,
  contrast = c(1, 0),
  data,
  nfolds = 5,
  type = "dml1",
  ...
)

Arguments

Value

cate.targeted object

Author(s)

Klaus Kähler Holst & Andreas Nordland

Examples

sim1 <- function(n=1e4,
                 seed=NULL,
                 return_model=FALSE, ...){
suppressPackageStartupMessages(require("lava"))
if (!is.null(seed)) set.seed(seed)
m <- lava::lvm()
distribution(m, ~x) <- gaussian.lvm()
distribution(m, ~v) <- gaussian.lvm(mean = 10)
distribution(m, ~a) <- binomial.lvm("logit")
regression(m, "a") <- function(v, x){.1*v + x}
distribution(m, "y") <- gaussian.lvm()
regression(m, "y") <- function(a, v, x){v+x+a*x+a*v*v}
if (return_model) return(m)
lava::sim(m, n = n)
}

d <- sim1(n = 2e3, seed = 1)
if (require("SuperLearner",quietly=TRUE)) {
  e <- crr(data=d,
           type = "dml2",
           treatment = a ~ v,
           response_model = ML(y~ a*(x + v + I(v^2))),
           importance_model = ML(D_ ~ v + I(v^2)),
           propensity_model = ML(a ~ x + v + I(v^2), family=binomial),
           nfolds = 2)
  summary(e) # the true parameters are c(1,1)
}

Cross-validation

Description

Generic cross-validation function

Usage

cv(
  models,
  data,
  response = NULL,
  nfolds = 5,
  rep = 1,
  weights = NULL,
  modelscore,
  seed = NULL,
  shared = NULL,
  args.pred = NULL,
  args.future = list(),
  mc.cores,
  ...
)

Arguments

Details

models should be list of objects of class ml_model. Alternatively, each element of models should be a list with a fitting function and a prediction function.

The response argument can optionally be a named list where the name is then used as the name of the response argument in models. Similarly, if data is a named list with a single data.frame/matrix then this name will be used as the name of the data/design matrix argument in models.

Value

An object of class 'cross_validated' is returned. See cross_validated-class for more details about this class and its generic functions.

Author(s)

Klaus K. Holst

Examples

f0 <- function(data,...) lm(...,data=data)
f1 <- function(data,...) lm(Sepal.Length~Species,data=data)
f2 <- function(data,...) lm(Sepal.Length~Species+Petal.Length,data=data)
x <- cv(list(m0=f0,m1=f1,m2=f2),rep=10, data=iris, formula=Sepal.Length~.)
x

Extract design matrix

Description

Extract design matrix from data.frame and formula

Usage

design(formula, data, intercept = FALSE, rm_envir = FALSE, ...)

Arguments

Value

An object of class 'design'

Author(s)

Klaus Kähler Holst

Create a list from all combination of input variables

Description

Similar to expand.grid function, this function creates all combinations of the input arguments but returns the result as a list.

Usage

expand.list(...)

Arguments

Value

list

Author(s)

Klaus Kähler Holst

Examples

expand.list(x=2:4, z=c("a","b"))

R6 class for prediction models

Description

Provides standardized estimation and prediction methods

Public fields

Active bindings

Methods

Public methods

• ml_model$new()

• ml_model$estimate()

• ml_model$predict()

• ml_model$update()

• ml_model$print()

• ml_model$response()

• ml_model$design()

• ml_model$opt()

• ml_model$clone()

Method new()

Create a new prediction model object

Usage

ml_model$new(
  formula = NULL,
  estimate,
  predict = stats::predict,
  predict.args = NULL,
  info = NULL,
  specials,
  response.arg = "y",
  x.arg = "x",
  ...
)

Arguments

Method estimate()

Estimation method

Usage

ml_model$estimate(data, ..., store = TRUE)

Arguments

Method predict()

Prediction method

Usage

ml_model$predict(newdata, ..., object = NULL)

Arguments

Method update()

Update formula

Usage

ml_model$update(formula, ...)

Arguments

Method print()

Print method

Usage

ml_model$print(...)

Arguments

Method response()

Extract response from data

Usage

ml_model$response(data, ...)

Arguments

Method design()

Extract design matrix (features) from data

Usage

ml_model$design(data, ...)

Arguments

Method opt()

Get options

Usage

ml_model$opt(arg, ...)

Arguments

Method clone()

The objects of this class are cloneable with this method.

Usage

ml_model$clone(deep = FALSE)

Arguments

Author(s)

Klaus Kähler Holst

Examples

data(iris)
rf <- function(formula, ...)
ml_model$new(formula, info="grf::probability_forest",
  estimate=function(x,y, ...) grf::probability_forest(X=x, Y=y, ...),
  predict=function(object, newdata)
             predict(object, newdata)$predictions, ...)

args <- expand.list(num.trees=c(100,200), mtry=1:3,
          formula=c(Species ~ ., Species ~ Sepal.Length + Sepal.Width))
models <- lapply(args, function(par) do.call(rf, par))

x <- models[[1]]$clone()
x$estimate(iris)
predict(x, newdata=head(iris))

 # Reduce Ex. timing
a <- targeted::cv(models, data=iris)
cbind(coef(a), attr(args, "table"))


ff <- ml_model$new(estimate=function(y,x) lm.fit(x=x, y=y),
        predict=function(object, newdata) newdata%*%object$coefficients)
## tmp <- ff$estimate(y, x=x)
## ff$predict(x)

Find non-dominated points of a set

Description

Find the non-dominated point of a set (minima of a point set).

Usage

nondom(x, ...)

Arguments

Details

A point x dominates y if it is never worse and at least in one case strictly better. Formally, let f_i denote the ith coordinate of the condition (objective) function, then for all i: f_i(x)<=f_i(y) and there exists j: f_j(x)<f_j(y).

Based on the algorithm of Kung et al. 1975.

Value

matrix

Author(s)

Klaus Kähler Holst

Examples

rbind(
  c(1.0, 0.5),
  c(0.0, 1.0),
  c(1.0, 0.0),
  c(0.5, 1.0),
  c(1.0, 1.0),
  c(0.8, 0.8)) |> nondom()

Pooled Adjacent Violators Algorithm

Description

Pooled Adjacent Violators Algorithm

Usage

pava(y, x = numeric(0), weights = numeric(0))

Arguments

Value

List with index (idx) of jump points and values (value) at each jump point.

Author(s)

Klaus K. Holst

Examples

x <- runif(5e3, -5, 5)
pr <- lava::expit(-1 + x)
y <- rbinom(length(pr), 1, pr)
pv <- pava(y, x)
plot(pr ~ x, cex=0.3)
with(pv, lines(sort(x)[index], value, col="red", type="s"))

Predictions for Naive Bayes Classifier

Description

Naive Bayes Classifier predictions

Usage

## S3 method for class 'NB'
predict(object, newdata, expectation = NULL, threshold = c(0.001, 0.001), ...)

Arguments

Author(s)

Klaus K. Holst

Prediction for kernel density estimates

Description

Kernel density estimator predictions

Usage

## S3 method for class 'density'
predict(object, xnew, ...)

Arguments

Author(s)

Klaus K. Holst

Risk regression

Description

Risk regression with binary exposure and nuisance model for the odds-product.

Let A be the binary exposure, V the set of covariates, and Y the binary response variable, and define p_a(v) = P(Y=1 \mid A=a, V=v), a\in\{0,1\}.

The target parameter is either the relative risk

\mathrm{RR}(v) = \frac{p_1(v)}{p_0(v)}

or the risk difference

\mathrm{RD}(v) = p_1(v)-p_0(v)

We assume a target parameter model given by either

\log\{RR(v)\} = \alpha^t v

or

\mathrm{arctanh}\{RD(v)\} = \alpha^t v

and similarly a working linear nuisance model for the odds-product

\phi(v) = \log\left(\frac{p_{0}(v)p_{1}(v)}{(1-p_{0}(v))(1-p_{1}(v))}\right) = \beta^t v

.

A propensity model for E(A=1|V) is also fitted using a logistic regression working model

\mathrm{logit}\{E(A=1\mid V=v)\} = \gamma^t v.

If both the odds-product model and the propensity model are correct the estimator is efficient. Further, the estimator is consistent in the union model, i.e., the estimator is double-robust in the sense that only one of the two models needs to be correctly specified to get a consistent estimate.

Usage

riskreg(
  formula,
  nuisance = ~1,
  propensity = ~1,
  target = ~1,
  data,
  weights,
  type = "rr",
  optimal = TRUE,
  std.err = TRUE,
  start = NULL,
  mle = FALSE,
  ...
)

Arguments

Details

The 'formula' argument should be given as response ~ exposure | target-formula | nuisance-formula or response ~ exposure | target | nuisance | propensity

E.g., riskreg(y ~ a | 1 | x+z | x+z, data=...)

Alternatively, the model can specifed using the target, nuisance and propensity arguments: riskreg(y ~ a, target=~1, nuisance=~x+z, ...)

The riskreg_fit function can be used with matrix inputs rather than formulas.

Value

An object of class 'riskreg.targeted' is returned. See targeted-class for more details about this class and its generic functions.

Author(s)

Klaus K. Holst

References

Richardson, T. S., Robins, J. M., & Wang, L. (2017). On modeling and estimation for the relative risk and risk difference. Journal of the American Statistical Association, 112(519), 1121–1130. http://dx.doi.org/10.1080/01621459.2016.1192546

Examples

m <- lvm(a[-2] ~ x,
         z ~ 1,
         lp.target[1] ~ 1,
         lp.nuisance[-1] ~ 2*x)
distribution(m,~a) <- binomial.lvm("logit")
m <- binomial.rr(m, "y","a","lp.target","lp.nuisance")
d <- sim(m,5e2,seed=1)

I <- model.matrix(~1, d)
X <- model.matrix(~1+x, d)
with(d, riskreg_mle(y, a, I, X, type="rr"))

with(d, riskreg_fit(y, a, nuisance=X, propensity=I, type="rr"))
riskreg(y ~ a | 1, nuisance=~x ,  data=d, type="rr")

## Model with same design matrix for nuisance and propensity model:
with(d, riskreg_fit(y, a, nuisance=X, type="rr"))

## a <- riskreg(y ~ a, target=~z, nuisance=~x,  propensity=~x, data=d, type="rr")
a <- riskreg(y ~ a | z, nuisance=~x,  propensity=~x, data=d, type="rr")
a
predict(a, d[1:5,])

riskreg(y ~ a, nuisance=~x,  data=d, type="rr", mle=TRUE)

Binary regression models with right censored outcomes

Description

Binary regression models with right censored outcomes

Usage

riskreg_cens(
  response,
  censoring,
  treatment = NULL,
  prediction = NULL,
  data,
  newdata,
  tau,
  type = "risk",
  M = 1,
  call.response = "phreg",
  args.response = list(),
  call.censoring = "phreg",
  args.censoring = list(),
  preprocess = NULL,
  efficient = TRUE,
  control = list(),
  ...
)

Arguments

Details

The one-step estimator depends on the calculation of an integral wrt. the martingale process corresponding to the counting process N(t) = I(C>min(T,tau)). This can be decomposed into an integral wrt the counting process, dN_c(t) and the compensator d\Lambda_c(t) where the latter term can be computational intensive to calculate. Rather than calculating this integral in all observed time points, we can make a coarser evaluation which can be controlled by setting control=(sample=N). With N=0 the (computational intensive) standard evaluation is used.##'

Value

estimate object

Author(s)

Klaus K. Holst, Andreas Nordland

Predictive model scoring

Description

Predictive model scoring

Usage

scoring(
  response,
  ...,
  type = "quantitative",
  levels = NULL,
  metrics = NULL,
  weights = NULL,
  names = NULL,
  messages = 1
)

Arguments

Value

Numeric matrix of dimension m x p, where m is the number of different models and p is the number of model metrics

Examples

data(iris)
set.seed(1)
dat <- csplit(iris,2)
g1 <- NB(Species ~ Sepal.Width + Petal.Length, data=dat[[1]])
g2 <- NB(Species ~ Sepal.Width, data=dat[[1]])
pr1 <- predict(g1, newdata=dat[[2]], wide=TRUE)
pr2 <- predict(g2, newdata=dat[[2]], wide=TRUE)
table(colnames(pr1)[apply(pr1,1,which.max)], dat[[2]]$Species)
table(colnames(pr2)[apply(pr2,1,which.max)], dat[[2]]$Species)
scoring(dat[[2]]$Species, pr1=pr1, pr2=pr2)
## quantitative response:
scoring(response=1:10, prediction=rnorm(1:10))

Softmax transformation

Description

Softmax transformation

Usage

softmax(x, log = FALSE, ref = TRUE, ...)

Arguments

Value

Numeric matrix of dimension n x p, where n= nrow(x) and p = ncol(x) + (ref==TRUE)

Solve ODE

Description

Solve ODE with Runge-Kutta method (RK4)

Usage

solve_ode(ode_ptr, input, init, par = 0)

Arguments

Details

The external point should be created with the function targeted::specify_ode.

Value

Matrix with solution

Author(s)

Klaus Kähler Holst

See Also

specify_ode

Examples

example(specify_ode)

Specify Ordinary Differential Equation (ODE)

Description

Define compiled code for ordinary differential equation.

Usage

specify_ode(code, fname = NULL, pname = c("dy", "x", "y", "p"))

Arguments

Details

The model (code) should be specified as the body of of C++ function. The following variables are defined bye default (see the argument pname)

dy

Vector with derivatives, i.e. the rhs of the ODE (the result).

x

Vector with the first element being the time, and the following elements additional exogenous input variables,

y

Vector with the dependent variable

p

Parameter vector

y'(t) = f_{p}(x(t), y(t)) All variables are treated as Armadillo (http://arma.sourceforge.net/) vectors/matrices.

As an example consider the Lorenz Equations \frac{dx_{t}}{dt} = \sigma(y_{t}-x_{t}) \frac{dy_{t}}{dt} = x_{t}(\rho-z_{t})-y_{t} \frac{dz_{t}}{dt} = x_{t}y_{t}-\beta z_{t}

We can specify this model as ode <- 'dy(0) = p(0)*(y(1)-y(0)); dy(1) = y(0)*(p(1)-y(2)); dy(2) = y(0)*y(1)-p(2)*y(2);' dy <- specify_ode(ode)

As an example of model with exogenous inputs consider the following ODE: y'(t) = \beta_{0} + \beta_{1}y(t) + \beta_{2}y(t)x(t) + \beta_{3}x(t)\cdot t This could be specified as mod <- 'double t = x(0); dy = p(0) + p(1)*y + p(2)*x(1)*y + p(3)*x(1)*t;' dy <- specify_ode(mod)##'

Value

pointer (externalptr) to C++ function

Author(s)

Klaus Kähler Holst

See Also

solve_ode

targeted class object

Description

The functions riskreg and ate returns an object of the type targeted.

An object of class 'targeted' is a list with at least the following components:

estimate

An estimate object with the target parameter estimates (see estimate.default)

opt

Object returned from the applied optimization routine

npar

number of parameters of the model (target and nuisance)

type

String describing the model

Value

objects of the S3 class 'targeted'

S3 generics

The following S3 generic functions are available for an object of class targeted:

coef

Extract target coefficients of the estimated model.

vcov

Extract the variance-covariance matrix of the target parameters.

IC

Extract the estimated influence function.

print

Print estimates of the target parameters.

summary

Extract information on both target parameters and estimated nuisance model.

'

See Also

riskreg, ate

Examples

## See example(riskreg) for examples