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Evaluates power for an experimental design in which the response variable may be right- or left-censored. Power is evaluated with a Monte Carlo simulation, using the survival package and survreg to fit the data. Split-plot designs are not supported.

Usage

eval_design_survival_mc(
  design,
  model = NULL,
  alpha = 0.05,
  nsim = 1000,
  distribution = "gaussian",
  censorpoint = NA,
  censortype = "right",
  rfunctionsurv = NULL,
  anticoef = NULL,
  effectsize = 2,
  contrasts = contr.sum,
  parallel = FALSE,
  detailedoutput = FALSE,
  progress = TRUE,
  advancedoptions = NULL,
  ...
)

Arguments

design

The experimental design. Internally, all numeric columns will be rescaled to [-1, +1].

model

The model used in evaluating the design. If this is missing and the design was generated with skpr, the generating model will be used. It can be a subset of the model used to generate the design, or include higher order effects not in the original design generation. It cannot include factors that are not present in the experimental design.

alpha

Default `0.05`. The type-I error. p-values less than this will be counted as significant.

nsim

The number of simulations. Default 1000.

distribution

Distribution of survival function to use when fitting the data. Valid choices are described in the documentation for survreg. Supported options are "exponential", "lognormal", or "gaussian". Default "gaussian".

censorpoint

The point after/before (for right-censored or left-censored data, respectively) which data should be labelled as censored. Default NA for no censoring. This argument is used only by the internal random number generators; if you supply your own function to the rfunctionsurv parameter, then this parameter will be ignored.

censortype

The type of censoring (either "left" or "right"). Default "right".

rfunctionsurv

Random number generator function. Should be a function of the form f(X, b), where X is the model matrix and b are the anticipated coefficients. This function should return a Surv object from the survival package. You do not need to provide this argument if distribution is one of the supported choices and you are satisfied with the default behavior described below.

anticoef

The anticipated coefficients for calculating the power. If missing, coefficients will be automatically generated based on the effectsize argument.

effectsize

Helper argument to generate anticipated coefficients. See details for more info. If you specify anticoef, effectsize will be ignored.

contrasts

Default contr.sum. Function used to encode categorical variables in the model matrix. If the user has specified their own contrasts for a categorical factor using the contrasts function, those will be used. Otherwise, skpr will use contr.sum.

parallel

Default `FALSE`. If `TRUE`, the power simulation will use all but one of the available cores. If the user wants to set the number of cores manually, they can do this by setting `options("cores")` to the desired number (e.g. `options("cores" = parallel::detectCores())`). NOTE: If you have installed BLAS libraries that include multicore support (e.g. Intel MKL that comes with Microsoft R Open), turning on parallel could result in reduced performance.

detailedoutput

Default `FALSE`. If `TRUE`, return additional information about evaluation in results.

progress

Default `TRUE`. Whether to include a progress bar.

advancedoptions

Default `NULL`. Named list of advanced options. Pass `progressBarUpdater` to include function called in non-parallel simulations that can be used to update external progress bar. `advancedoptions$ci_error_conf` will set the confidence level for power intervals, which are printed when `detailedoutput = TRUE`.

...

Any additional arguments to be passed into the survreg function during fitting.

Value

A data frame consisting of the parameters and their powers. The parameter estimates from the simulations are stored in the 'estimates' attribute. The 'modelmatrix' attribute contains the model matrix and the encoding used for categorical factors. If you manually specify anticipated coefficients, do so in the order of the model matrix.

Details

Evaluates the power of a design with Monte Carlo simulation. Data is simulated and then fit with a survival model (survival::survreg), and the fraction of simulations in which a parameter is significant (its p-value is less than the specified alpha) is the estimate of power for that parameter.

If not supplied by the user, rfunctionsurv will be generated based on the distribution argument as follows:

distributiongenerating function
"gaussian"rnorm(mean = X %*% b, sd = 1)
"exponential"rexp(rate = exp(-X %*% b))
"lognormal"rlnorm(meanlog = X %*% b, sdlog = 1)

In each case, if a simulated data point is past the censorpoint (greater than for right-censored, less than for left-censored) it is marked as censored. See the examples below for how to construct your own function.

Power is dependent on the anticipated coefficients. You can specify those directly with the anticoef argument, or you can use the effectsize argument to specify an effect size and skpr will auto-generate them. You can provide either a length-1 or length-2 vector. If you provide a length-1 vector, the anticipated coefficients will be half of effectsize; this is equivalent to saying that the linear predictor (for a gaussian model, the mean response; for an exponential model or lognormal model, the log of the mean value) changes by effectsize when a continuous factor goes from its lowest level to its highest level. If you provide a length-2 vector, the anticipated coefficients will be set such that the mean response changes from effectsize[1] to effectsize[2] when a factor goes from its lowest level to its highest level, assuming that the other factors are inactive (their x-values are zero).

The effect of a length-2 effectsize depends on the distribution argument as follows:

For distribution = 'gaussian', the coefficients are set to (effectsize[2] - effectsize[1]) / 2.

For distribution = 'exponential' or 'lognormal', the intercept will be 1 / 2 * (log(effectsize[2]) + log(effectsize[1])), and the other coefficients will be 1 / 2 * (log(effectsize[2]) - log(effectsize[1])).

Examples

#These examples focus on the survival analysis case and assume familiarity
#with the basic functionality of eval_design_mc.

#We first generate a simple 2-level design using expand.grid:
basicdesign = expand.grid(a = c(-1, 1))
design = gen_design(candidateset = basicdesign, model = ~a, trials = 15)

#We can then evaluate the power of the design in the same way as eval_design_mc,
#now including the type of censoring (either right or left) and the point at which
#the data should be censored:

eval_design_survival_mc(design = design, model = ~a, alpha = 0.05,
                        nsim = 100, distribution = "exponential",
                        censorpoint = 5, censortype = "right")
#> Warning: default or length 1 delta used with distribution == 'exponential'. This can lead to unrealistic effect sizes - make sure the generated anticipated coeffcients are appropriate.
#>     parameter               type power
#> 1 (Intercept) parameter.power.mc  0.91
#> 2           a parameter.power.mc  0.89
#> ===========Evaluation Info============
#> • Alpha = 0.05 • Trials = 15 • Blocked = FALSE 
#> • Evaluating Model =  
#> • Anticipated Coefficients = c(1, 1) 

#Built-in Monte Carlo random generating functions are included for the gaussian, exponential,
#and lognormal distributions.

#We can also evaluate different censored distributions by specifying a custom
#random generating function and changing the distribution argument.

rlognorm = function(X, b) {
  Y = rlnorm(n = nrow(X), meanlog = X %*% b, sdlog = 0.4)
  censored = Y > 1.2
  Y[censored] = 1.2
  return(survival::Surv(time = Y, event = !censored, type = "right"))
}

#Any additional arguments are passed into the survreg function call.  As an example, you
#might want to fix the "scale" argument to survreg, when fitting a lognormal:

eval_design_survival_mc(design = design, model = ~a, alpha = 0.2, nsim = 100,
                        distribution = "lognormal", rfunctionsurv = rlognorm,
                        anticoef = c(0.184, 0.101), scale = 0.4)
#>     parameter               type power
#> 1 (Intercept) parameter.power.mc  0.51
#> 2           a parameter.power.mc  0.40
#> ===========Evaluation Info============
#> • Alpha = 0.2 • Trials = 15 • Blocked = FALSE 
#> • Evaluating Model =  
#> • Anticipated Coefficients = c(0.184, 0.101)