2009-08-20 Chris Jackson * R/msm.R: fix of previous bug fix from 06-24 for derivatives with respect to fixed parameters. Thanks to Aidan O'Keeffe for the report. * DESCRIPTION: Version 0.9.3 released. 2009-07-27 Chris Jackson * R/msm.R(msm.form.output): Bug fix - estimates of covariate effects were being ordered wrongly in matrices outputted by msm in models with "qconstraint". Thanks to Brian Tom for the report. 2009-06-24 Chris Jackson * DESCRIPTION: Version 0.9.2 released. 2009-06-24 Chris Jackson * R/msm.R: Bug fix - don't return derivatives with respect to fixed parameters - this was causing "gradient in optim evaluated to wrong length" error for models with fixed parameters fitted using BFGS. Thanks to Isaac Dinner for the report. 2009-06-12 Chris Jackson * tests/simple.R: Removed a couple of tests which fail due to floating point fuzz on Fedora/Red Hat PPC Linux. * DESCRIPTION: Version 0.9.1 released. 2009-06-09 Chris Jackson * R/pearson.R: Covariate grouping fixed to 1 for pci models with no other covariates, as the covariate group is equivalent to the time group. * DESCRIPTION: Version 0.9 released. 2009-06-05 Chris Jackson * DESCRIPTION: Licence altered from GPLv2 to GPL v2 or later. Licence text removed from src/pijt.c. * R/msm.R(msm): Default changed to use.deriv=TRUE. * R/msm.R(msm.pci): Don't impute observations for pci models at times when there is already an observation. This fixes "times not ordered" errors when bootstrap resampling for Pearson test. 2009-04-29 Chris Jackson * R/outputs.R(factorcov2numeric.msm): Extractor functions now set unspecified covariate values in covariate lists to 0, and ignore unknown covariates. * R/outputs.R(factorcov2numeric.msm): All extractor functions can now accept covariate values as numeric contrasts as well as factor levels. * R/outputs.R(plot.survfit.msm): Call to survfit fixed for compatibility with R version 2.9.0. * R/outputs.R(pmatrix.msm): Adapted to automatically handle "pci" models with piecewise constant intensities, with new "t1" argument representing start time. New internal function "msm.fill.pci.covs" to enable time-constant covariates to be passed through this facility properly. Arguments of all calls to pmatrix.msm changed. As a result, functions which call pmatrix.msm (prevalence.msm, expected.msm, totlos.msm, plot.survfit.msm) now handle time-inhomogeneous models specified using "pci". * R/msm.R(msm.pci): Bug fix - covmeans calculated wrong in pci models with other covariates, leading to error in qmatrix.msm for covariates=0. 2009-04-29 Chris Jackson * src/lik.c: Bug fix - score residuals were being calculated wrongly for models with covariates. 2009-04-24 Chris Jackson * R/pearson.R: Fixed "second argument must be a list" bug. * R/outputs.R: Order of effects in hazard.msm and odds.msm changed to read across rows of the transition/misclassification matrix. This is for consistency with, e.g. fixedpars. 2009-04-08 Chris Jackson * man/msm.Rd: Documentation for qconstraint clarified. * R/outputs.R: Bug fix - interactions now expanded properly when calling extractor functions for models with interactions between covariates. * R/msm.R: Bug fix which affected bootstrap refitting in pearson.msm, giving "Error in `$<-.data.frame`(`*tmp*`, "pci.imp"..." * DESCRIPTION: Version 0.8.2 released. 2009-04-03 Chris Jackson * LaTeX sources for PDF manual included in src/doc to enable msm to be approved as a Debian package. 2008-07-25 Chris Jackson * R/pearson.R: Bug fix, maxtimes was producing negative censoring times. * DESCRIPTION: Version 0.8.1 released. 2008-07-23 Chris Jackson * R/msm.R: New option "pci" to msm, which automatically constructs a model with piecewise-constant transition intensities which change at the supplied times. * R/boot.R: Give an informative error in normal theory CIs when SEs not available from fitted model. 2008-07-22 Chris Jackson * src/lik.c (GetOutcomeProb): HMM now applies to censored outcomes, unless obstrue = 1. Thanks to Norm Good for the suggestion. 2008-04-15 Chris Jackson * R/msm.R: deriv.test argument to msm removed. * src/lik.c: Bug fix in liksimple/derivsimple - the P matrix was not being recalculated when the obstype changed between 1 and 2. Thanks to Peter Jepsen for uncovering this. 2008-03-31 Chris Jackson * R/outputs.R: totlos.msm now computes total length of stay for all states, not just transient states. New argument "end" added. * R/outputs.R: xlim argument added to plotprog.msm. * R/outputs.R: legend added to plot.prevalence.msm. 2008-03-28 Chris Jackson * DESCRIPTION: Version 0.8 released. 2008-03-18 Chris Jackson * R/pearson.R: New file for the Pearson-type goodness-of-fit test. * data/heart.txt: Data "heart" renamed to "cav". * R/simul.R: any() bugs in simmisc.msm for simulating misclassification models fixed 2008-03-11 Chris Jackson * R/outputs.R: logLik.msm degrees of freedom corrected for models with parameter constraints. * R/outputs.R: New function "plot.survfit.msm" to plot Kaplan-Meier estimate of survival probabilty compared with the fitted survival probability from a model. * R/outputs.R: Allow customisable axis titles and line widths in all plot functions. 2008-03-03 Chris Jackson * R/outputs.R: New function "plotprog.msm" to plot Kaplan-Meier estimates of time to first occurrence of each state. Added "survfit" and "Surv" imports from the "survival" package. * R/outputs.R: New likelihood ratio test function "lrtest.msm". 2008-03-03 Chris Jackson * R/outputs.R: logLik method returns the log-likelihood, not the minus log-likelihood. Thanks to Jay Rotella for the report. 2008-02-27 Chris Jackson * R/utils.R: Transformation bug fixed which caused rtnorm to hang for extreme means. Thanks to Björn Bornkamp. 2008-02-18 Chris Jackson * R/boot.R: Simulate normal CIs using unreplicated parameters, so that they work with the new release of mvtnorm. Thanks to Peter Jepsen for the report. 2007-12-12 Chris Jackson * R/msm.R,src/lik.c: Score residuals implemented. 2007-12-10 Chris Jackson * R/utils.R: Quantile functions: uniroot() convergence tolerance tightened to solve problems with obtaining quantiles for small arguments. Thanks to Barbara Bredner for the report. * DESCRIPTION: Version 0.7.6 released. 2007-11-21 Chris Jackson * R/simul.R: Bug fix, "cur.t not found" error. * R/simul.R: Allow covariates on misclassification probabilities in simulations 2007-11-20 Chris Jackson * R/msm.R: Don't give no-SEs warning when hessian=FALSE * R/simul.R: Handle only one observation per subject. * R/outputs.R: New internal function intervaltrans.msm to determine set of allowed transitions in an interval. * DESCRIPTION: Version 0.7.5 released. 2007-11-08 Chris Jackson * R/outputs.R(qratio.se.msm): Bug fix for factor covariates. Thanks to Peter Jepsen. 2007-11-05 Chris Jackson * R/boot.R (bootdata.trans.msm,bootdata.subject.msm), R/msm.R (msm.form.data,msm.form.covdata): Handle factor covariates properly when bootstrap refitting, by retaining the original covariates (not the numeric contrasts) in the data. Thanks to Peter Jepsen. * R/outputs.R: qmatrix.msm, ematrix.msm, sojourn.msm and qratio.msm can now be called with ci="none", returning just the matrix of estimates, with no CI. 2007-11-02 Chris Jackson * R/utils.R: MatrixExp now accepts a vector of t, in which case it only needs to calculate the eigensystem once. 2007-10-30 Chris Jackson * R/utils.R: Bug fix in ppexp. Thanks to Mike Murphy. * msm-manual: More explanation of censored states versus censored event times. 2007-10-25 Chris Jackson * src/hmm.c: New beta HMM outcome distribution. * src/lik.c: Ignore initprobs in HMMs if the true state is known at the initial observation. 2007-10-24 Chris Jackson * src/lik.c: Handle censoring properly in Viterbi algorithm. 2007-10-22 Chris Jackson * R/boot.R(bootdata.subject.msm): Bug fix, wrong covariate matrix was being read. Thanks to Peter Jepsen for the report. * msm-manual.pdf: Correction of algebraic typos in Viterbi algorithm. * src/lik.c: Account for obstrue in Viterbi algorithm. * R/outputs.R: Allow Viterbi algorithm to be used to impute censored states in data with censored states but no HMM. 2007-10-18 Chris Jackson * R/outputs.R(prevalence.msm,plot.prevalence.msm): Account for arguments supplied to prevalence.msm when doing the plot. Thanks to Peter Jepsen for the report. 2007-10-01 Chris Jackson * src/Makevars: CR endings removed to satisfy R CMD CHECK in R 2.6.0 * R/outputs.R(print.msm.est): test for CI using is.list(), since $ on an atomic object fails in R 2.7.0 instead of returning NULL. * DESCRIPTION: Version 0.7.4 released. Use standardised license string. 2007-08-15 Chris Jackson * DESCRIPTION: Version 0.7.3 released. 2007-08-14 Chris Jackson * R/boot.R: Handle obstype and obsmisc in bootstrap refitting, and handle refitting of msm models where obstype, obsmisc and subject vectors are calculated within the argument to msm. Thanks to Peter Jepsen for the report. * R/boot.R, R/outputs.R: Add bootstrap handlers (both nonparametric and normal-theory) for qmatrix.msm, ematrix.msm, sojourn.msm, qratio.msm, pmatrix.piecewise.msm, totlos.msm, prevalence.msm. 2007-07-27 Chris Jackson * src/analyticp.c: Bug fix: exponential of certain degenerate 5 state intensity matrices was not being calculated properly. Thanks to Ross Boylan for the report. * man/msm.Rd: Make clear that the initial values for constrained parameters are taken from the first of the multiple initial values supplied. Thanks to Ross Boylan. 2007-06-30 Chris Jackson * R/outputs.R(surface.msm): Bug fix: don't include auxiliary parameters in HMMs. Thanks to Michael Sweeting. 2007-06-29 Chris Jackson * R/utils.R(MatrixExp), src/pijt.c(MatrixExp): Bug fix. When there are complex eigenvalues, don't use the eigensystem method of calculating the matrix exponential. Thanks to Véronique Bouchard. 2007-06-05 Chris Jackson * R/outputs.R(expected.msm): Bug fix, wrong risk set was being calculated for user-specified "times". * R/outputs.R(observed.msm): Allow interpolation of observed states using the midpoint of an interval. * R/outputs.R(pmatrix.msm), R/boot.R: Confidence intervals for P matrix can now be calculated by simulating from multivariate normal distribution of MLEs. * R/outputs.R(plot.prevalence.msm),man/plot.prevalence.msm.Rd: new function for prevalence plots. * man/pmatrix.piecewise.msm.Rd: Example corrected to use four sets of covariates. Thanks to Qing Wang. * DESCRIPTION,NAMESPACE: Added rmvnorm import from "mvtnorm" package. 2007-05-31 Chris Jackson * DESCRIPTION: Version 0.7.2 released. 2007-05-29 Chris Jackson * R/outputs.R: Functions to calculate SEs and CIs for ematrix.msm adapted to deal with multinomial logistic regression. CIs for probabilities are calculated using delta method approximation to variance of logit p, instead of log p as previously. 2007-05-26 Chris Jackson * R/utils.R: Truncated normal random sampling algorithm improved to use the rejection method by Christian Robert. Thanks to Vivek Roy for the suggestion. 2007-05-25 Chris Jackson * R/msm.R: Constraints on intensity covariate effects that some effects are equal to other effects multiplied by -1 are now allowed. * R/msm.R: Structural zeroes are allowed for initial state occupancy probabilities. * inst/doc/msm-manual.pdf: Misclassification examples on heart data changed so that individuals' first observations are not misclassified. 2007-05-21 Chris Jackson * R/lik.c: Serious bug fix. Effects of covariates on outcome probabilities in misclassification models (categorical HMMs) are now estimated using multinomial logistic regressions, instead of (incorrectly) independent univariate logistic regressions for each probability. * R/msm.R, R/lik.c: Effects of covariates on initial state probabilities in HMMs can now be estimated through multinomial logistic regression. 2007-05-13 Chris Jackson * R/outputs.R, R/boot.R: New option "ci.boot" to prevalence.msm, a helper to calculate bootstrap confidence limits for the expected prevalences using "boot.msm". * R/msm.R, src/lik.c: New argument "obstrue" to msm, to allow some observations to be observed without error in misclassification models. 2007-05-11 Chris Jackson * R/msm.R: Return derivatives in $deriv component of the msm object after optimisation. Thanks to Ole Rummel. 2007-04-18 Chris Jackson * R/msm.R: Don't drop covariates on transition process which are missing at the last observation for a patient, because they are not used in the analysis. This has the consequences that output from prevalence.msm may be different from earlier versions (0.7 or earlier) if there are missing values in the data. Users are advised to drop missing values from their data (if statistically appropriate!) before using msm. * DESCRIPTION: Maintainer email address changed. * DESCRIPTION: Version 0.7.1 released. 2007-04-05 Chris Jackson * R/outputs.R(viterbi.msm): Bug fix for models with covariates. Thanks to Hongjie Wang. * R/outputs.R(prevalence.msm): Can now calculate expected prevalences for models with piecewise-constant intensities, in the same manner as pmatrix.piecewise.msm. 2007-04-04 Chris Jackson * R/outputs.R(prevalence.msm): Bug fix, initstates was being ignored. Thanks to Peter Jensen. * R/msm.R: Give a warning when the standard errors cannot be calculated. * R/msm.R(msm.form.houtput): Bug fix for initprobs display with only two states. 2007-03-02 Chris Jackson * R/outputs.R(print.msm, qematrix.msm): Bug fix: When center=FALSE, reported baseline intensity matrix should be labelled as with covariates set to zero, not at their means. Thanks to Ross Boylan. 2007-02-09 Chris Jackson * src/lik.c: Return likelihood of zero for individuals with only one observation in censoring and hidden models. Thanks to Jonathan Williams for discovering the bug. * data/heart.txt: Age at transplant date corrected. Thanks to Jonathan Williams. 2006-11-21 Chris Jackson * R/msm.R: Initial state occupancy probabilities can now be estimated. See new argument "est.initprobs" to msm. * DESCRIPTION: Version 0.7 released. 2006-11-20 Chris Jackson * R/simul.R(sim.msm): Transpose error in bug fix from 0.6.4 corrected. * R/outputs.R: Values of factor covariates are now supplied to extractor functions in a sensible way, at last. Reordering bug fixed with named covariate lists. 2006-11-19 Chris Jackson * R/boot.R: New file. Implements bootstrap resampling for fitted msm models. * R/outputs.R: Bootstrap confidence intervals available for pmatrix.msm and totlos.msm. * R/outputs.R: pmatrix.msm now defaults to one time unit, instead of forcing time unit to be explicitly given. * R/outputs.R: observed.msm function rewritten. Fixes bug in calculating observed prevalence for state at maximum observed time, reported by Jeremy Penn. It is also now much faster. * R/outputs.R: prevalence.msm is also adapted sensibly to handle data where not all individuals start at a common time. 2006-09-29 Chris Jackson * man/deltamethod.Rd: Example fixed to use correct covariance matrix. Thanks to Andreas Beyerlein. 2006-09-21 Chris Jackson * src/Makevars: PKG_LIBS fix to pass R CMD CHECK in R 2.4.0 * DESCRIPTION: Version 0.6.4 released. 2006-09-12 Chris Jackson * R/simul.R(sim.msm) Bug fix: multiply covariates by baseline intensities in the correct order. Also convert vector beta to matrix. Thanks to Stephan Lenz for the report. 2006-09-08 Chris Jackson * R/utils.R(rtnorm) Bug fix: use the correct components of parameters which are vectors. Thanks to Jean-Baptiste Denis for the report. 2006-07-16 Chris Jackson * Rd/msm.Rd, inst/doc/msm-manual.pdf: Documentation correction - the initial values of the qmatrix are with covariates at their means in the data, not with the covariates at zero. This bug has existed since version 0.5. 2006-07-16 Chris Jackson * R/msm.R: Row and column names of crudeinits output retained from qmatrix input. 2006-06-29 Chris Jackson * Definition of initprobs corrected on manual p31. 2006-06-28 Chris Jackson * References reinstated in the PDF manual. * DESCRIPTION: Version 0.6.3 released. 2006-06-23 Chris Jackson * DESCRIPTION: Version 0.6.2 released. 2006-06-21 Chris Jackson * msm.obs.to.fromto,msm.check.times: Support character subject variables. Thanks to Danstan Bagenda for the report. 2006-06-21 Chris Jackson * Analytically-calculated transition probability matrices implemented for selected 3, 4 and 5 state models. These are calculated in new file src/analyticp.c. New option "analyticp" in msm() to revert to the old matrix exponential method. Update to msm-manual.pdf describing this method. 2006-06-20 Chris Jackson * R/simul.R(getobs.msm): Bug fix - Keep only one observation in the absorbing state when absorbing state is not the highest state. 2006-05-29 Chris Jackson * man/logLik.Rd: help page fixed to explain that this returns the minus log likelihood. Thanks to Ole Rummel. * msm.R (likderiv.msm): bug fix - transformation of the derivatives when all parameters are fixed was returning all NAs. 2006-03-26 Chris Jackson * lik.c(Viterbi): Bug fix - don't ignore initprobs. Thanks to Melanie Wall for reporting this. * DESCRIPTION: Version 0.6.1 released. 2006-03-15 Chris Jackson * NAMESPACE: Import persp, plot and contour in from graphics. * msm.R (msm.check.times): Bug fix for factor subjects with empty levels. Thanks to Jacques Gautrais. 2006-01-04 Chris Jackson * msm.R (msm.form.data): use match(, unique()) to convert subject to ordinal, not factor. Also do msm.check.times after dropping missing data. Plus fix for missing obstime. 2005-11-25 Chris Jackson * DESCRIPTION: Version 0.6 released. 2005-11-17 Chris Jackson * R/outputs.R: New function surface.msm for surface plots of likelihoods. 2005-11-16 Chris Jackson * lik.c,pijt.c, etc.: Analytic derivatives of the likelihood implemented for all models, apart from hidden Markov models or models with censoring. New argument "use.deriv" to tell msm to use these where appropriate. Thanks to Andrew Titman for the debugging help. * The Dennis and Schnabel algorithm in the R function "nlm" can now also be used to maximise the likelihood, as an alternative to the algorithms in "optim". 2005-11-11 Chris Jackson * msm-manual.pdf: definition of initial state probability f corrected in hidden likelihood, equation 13. Thanks to Andrew Titman. 2005-11-08 Chris Jackson * man/deltamethod.Rd: Documentation of deltamethod clarified to explain how to use user-defined variables within the formula. 2005-10-11 Chris Jackson * Negative binomial hidden Markov model output distribution added. * DESCRIPTION: Version 0.5.2 released. 2005-10-10 Chris Jackson * lik.c(Viterbi): Bug fix, wasn't handling Markov chains with progressive and regressive states properly. Thanks to Rochelle Watkins. * msm.R(msm.form.covdata): further fix for missing data. 2005-10-1 Chris Jackson * msm.form.qmodel: Bug fix with gen.inits==TRUE and censoring. Thanks to Jacques Gautrais. 2005-07-27 Chris Jackson * sim.msm: collapse.covs fixed to handle covariate matrices with one observation time. * msm.R(msm.form.covdata): bug fix for covariates in global environment, not a data frame. This bug produced the error "Error in 1:n : NA/NaN argument". 2005-05-27 Chris Jackson * sim.msm: sample replaced by resample as in ?sample, to fix simulations with small models. * msm.R: Fix for one-parameter models. (drop=FALSE in subsetting covmat) 2005-05-25 Chris Jackson * utils.R: New functions (dpqr)pexp for the exponential distribution with piecewise-constant rate. * utils.R: Bug fix: arguments lower.tail and log.p implemented for truncated normal and measurement error distributions. * DESCRIPTION: Version 0.5.1 released. 2005-05-23 Chris Jackson * tests/*: Tests are now fully automated. Outputs are compared against known results using stopifnot(). * outputs.R(hazard.msm, odds.msm) Names "L95", "U95" changed to "L","U" for generality. 2005-05-20 Chris Jackson * msm.R: Data reorganised so that covariates are stored in a matrix throughout. These are available from the model output as cov for one per observation time, and covmat for one per time difference. This fixes a bug which prevented covariates with names such as "state", "time", "subject", among others, from being used. 2005-05-16 Chris Jackson * simul.R(sim.msm) Re-written. Fixes a bug in simulating from models with time-dependent covariates, where not every covariate change was accounted for. Uses new function rpexp to simulate from the exponential distribution with piecewise-constant rate. Thanks to Mike Sweeting for the bug report. * simul.R(sim.msm) Simulations now contain a censoring time at maxtime, instead of the future absorption time. * simul.R(getobs.msm) Re-written, replacing ugly loops with vectorised code. 2005-04-11 Chris Jackson * man/simul.Rd: clarified that qmatrix is with covariates set to zero. Thanks to Anne Presanis. 2005-04-11 Chris Jackson * outputs.R(pmatrix.piecewise.msm): Bug fix for times of length 1. Thanks to Anne Presanis. 2005-03-09 Chris Jackson * pijt.c(Pmat): Don't recalculate pii within j loop. 2005-03-08 Chris Jackson * pijt.c: New function Eigen. MatrixExp merged into one function. 2005-03-07 Chris Jackson * msm.R(msm): Argument "hessian" added to msm. Covariance matrix is set to NULL instead of a string when SEs not available. * msm.R(msm): Confidence limits of fixed parameters set to NA, not zero width. 2005-03-06 Chris Jackson * DESCRIPTION: Version 0.5 released. This is a major re-write, so instead of a detailed change log, the NEWS entry is reproduced below. Version 0.5 (2005-03-06) ----------- * Major update. Much of the internal R and C code has been re-written. * General continuous-time hidden Markov models can now be fitted with msm, as well as misclassification models. Allowed response distributions conditionally on the hidden state include categorical, normal, Poisson, exponential and others. See the new "hmodel" argument. Misclassification models can either be fitted in the old style using an ematrix, or using a general HMM with a categorical response distribution. Covariates can be fitted to many of the new hidden response processes via generalized regressions. See "hcovariates", "hcovinits" arguments. * Per-observation observation schemes, generalising the "exacttimes" and "death" concepts. An optional new variable in the data can specify whether each observation is a snapshot of the process, an exactly-observed transition time, or a death state. Observations are allowed to be at identical times, for example, a snapshot followed instantly by an exact transition time. * Various syntax changes for cleaner moder specification. - Instead of 0/1 indicators, qmatrix and ematrix should contain the initial values for the transition intensity / misclassification matrix. These matrices can be named with names for the states of the Markov chain. - The inits argument is abolished. Initial values are estimated automatically if the new argument to msm "gen.inits = TRUE" is supplied. This uses the initial values calculated by crudeinits.msm. - misc no longer needs to be specified if an ematrix is supplied. - fixedpars=TRUE fixes all parameters, or specific parameters can be fixed as before. - crudeinits.msm takes a state ~ time formula instead of two separate state, time arguments, for consistency with the msm function. - Initial values for covariate effects on transition rates / misclassification probabilities are assumed to be zero unless otherwise specified by the new "covinits" / "misccovinits" argument. * Support for 'from-to' style data has been withdrawn. Storing data in this format is inadvisable as it destroys the longitudinal nature of the data. * Speed improvements. The algorithm for calculating the likelihood for non-hidden multi-state models has changed so that the matrix exponential of the Q matrix is only calculated once for each time difference / covariate combination. Therefore, users should see speed improvements for data where the same from-state, to-state, time difference, covariates combination appears many times. * Confidence intervals are now presented instead of standard errors for uncertainty in parameter estimates. * New method of calculating matrix exponentials when the eigenvector matrix is not invertible. It now uses the more robust method of Pade approximants with scaling and squaring, instead of power series. Faster LAPACK routines are now used for matrix inversion. * covmatch argument to msm has been abolished. To take a time-dependent covariate value from the end of the relevant transition instead of the default start, users are expected to manipulate their data accordingly before calling msm, shifting the positions of the covariate back by one within each subject. * Syntax changes for simmulti.msm. Bug fixes --------- * The likelihood is now calculated correctly for individuals with censored intermediate states, as well as censored initial and final states. Thanks to Michael Sweeting for reporting this. * hazard.scale and odds.scale were interpreted wrongly in hazard.msm and odds.msm respectively. * time-dependent covariate values now taken from the start instead of end of the transition under hidden Markov models. 2005-01-28 Chris Jackson * src/lik.c (GetCensoredPObsTrue): Censored outcomes are now assumed to be not misclassified. * msm.R(msm.form.censor): Bug fix - transient states were detected incorrectly. * src/pijt.c: Bug fix. P matrix calculation for misclassification models was ignoring exacttimes. * src/lik.c: Bug fix. Ignore death when exacttimes = TRUE. * DESCRIPTION: Version 0.4.1 released. 2005-01-07 Chris Jackson * DESCRIPTION: Version 0.4 released. 2005-01-06 Chris Jackson * msm/R/msm.process.covs: Bug fix - covariates were not being centered. Thanks to Andrew Titman. 2004-12-29 Chris Jackson Support added for censored observations. * src/lik.c: Bug fix. Don't ignore exacttimes for misclassification models. Fixes in documentation. Thanks to Ross Boylan. 2004-09-18 Chris Jackson * man: Rd syntax errors fixed to pass R CMD CHECK under 2.0.0 * * msm-manual: Reference to the PDF manual for msm made more prominent. * DESCRIPTION: Version 0.3.3 released. 2004-06-23 Chris Jackson * msm.R(msm.process.covs): Bug fix, constraints were not being calculated properly when some covariates were constrained and some were not. Thanks to Mike Sweeting. 2004-06-01 Chris Jackson * msm-manual: Correction - heartmiscsex.msm is actually run using default Nelder-Mead optimization, not BFGS. 2004-05-13 Chris Jackson * R/outputs.R: plot.msm now plots survival curves in different colours as well as different line types. 2004-05-11 Chris Jackson * R/simul.R: simmulti.msm now returns a data frame, as it should do. 2004-04-23 Chris Jackson * New argument "start" in simmulti.msm to give the starting state for each individual. Thanks to Stephan Lenz for the suggestion. 2004-03-25 Chris Jackson * NEWS file moved to inst directory, so that it ends up in the root directory of binary installs. Leave ChangeLog in the source package. * DESCRIPTION: Version 0.3.2 released. 2004-03-24 Chris Jackson * R/outputs.R(print.msm): Bug fix - only say "covariates set to their means" in the output if there actually are any covariates. * msm-manual.pdf: Hidden Markov model theory moved to straight after general model theory, general cleanups. 2004-03-23 Chris Jackson * msm-manual.pdf: R code examples rewritten using Sweave. Examples run again with different death assumption, most estimates are negligibly different. Misclassification model examples corrected to include death. Example of plot.msm added. This is not distributed as a vignette, as the msm model examples take a long time to fit. 2004-03-22 Chris Jackson * R/simul.R(simmulti.msm, getobs.msm): tunit argument abolished and death times assumed to be known exactly. * src/lik.c(fillparvec): Bug fix. Bounds checking on vector of indices of fixed parameters. Thanks to Ross Boylan. 2004-03-21 Chris Jackson * R/msm.R, src/lik.c: tunit argument is now abolished (with warning given). Death states are assumed to have exact entry times, not within one day. This is cleaner and more logical, as in longitudinal studies all observations are usually accurate to one basic time unit, not just deaths. * R/msm.R, src/lik.c: More than one death state is now supported. A death state has exact entry time, with an unknown transient state at the previous instant. Thanks to Jean-Luc Bulliard for suggesting this. * R/msm.R(msm.check.times): Just give a warning if a subject only has one observation, no need to die. * R/msm.R(lik.msm): Bug fix. set diagonal to 0 when calculating number of misclassified states nms, in case user has given non zero diagonal entries in ematrix. * (various) Changes made so that R CMD CHECK passes with R 1.9.0 alpha: codoc mismatches and PACKAGE argument in .C() 2003-10-14 Chris Jackson * src/pijt.c(MatrixExpSeries): Bug fix. Don't overwrite the matrix A, as it is needed after the function exits. This had led to wrong results when exacttimes = TRUE and the intensity matrix had repeated eigenvalues. * src/lik.c(liksimple, liksimple_fromto, UpdateLik): Don't ignore death argument when exacttimes = TRUE. * R/msm.R(msm.check.times): Use table instead of tapply to count the number of observations per subject. Fixes further problems with running out of memory. * DESCRIPTION: Version 0.3.1 released. 2003-09-29 Chris Jackson * R/outputs.R: Debugging print statements removed from pmatrix.piecewise.msm * msm-manual.pdf: Version number added. * DESCRIPTION: Version 0.3 released. 2003-09-26 Chris Jackson * src/lik.c, src/pijt.c: Allocate memory using S_alloc, not Calloc. Solves the problem of running out of memory for large datasets. * R/outputs.R(observed.msm): Fixed a bug with looping over a factor patient ID, which caused prevalence.msm to fail. 2003-09-25 Chris Jackson * R/outputs.R(print.msm) Don't draw ASCII underlines under "Multi-state Markov models" banner - looks ugly in proportional font. * R/msm.R: nmiscs model attribute (number of misclassification probabilities) changed to nmisc for compatibility with C code. * src/lik.c(liksimple, liksimple_fromto): Bug fixed in the likelhood calculation for non-misclassified reversible models with death time known within one day. The error assumed the unobserved states on the day before death could only be states greater or equal than the previously observed state. This is not true for reversible models. * man/summary.msm.Rd: usage and argument lists made consistent, satisfying new R CMD CHECK. 2003-09-24 Chris Jackson * R/msm.R, R/outputs.R, src/lik.c: A new argument "qconstraint" to msm now allow equality constraints between baseline transition intensities. A similar argument "econstraint" allows equality constraints between misclassification probabilities. Thanks to Mike Sweeting and Ross Boylan for suggesting this. 2003-09-23 Chris Jackson * src/pijt.c(pijt): Bug fixed in the likelihood calculation for exact transition times with reversible models. The error assumed Prr(t) was always equal to exp(-qrr t), when this is only satisfied for a state r which is only visited once. 2003-06-30 Chris Jackson * R/outputs.R(qematrix.msm): Didn't work when the baseline rates or probabilities were fixed to zero, bug fixed (now uses x$model$qvector to test whether a transition is allowed, not x$Qmatrices$logbaseline). * R/outputs.R: New function - pmatrix.piecewise.msm, for calculating P-matrices for processes with non-homogeneous but piecewise-constant intensities. Thanks to Mike Sweeting for suggesting this. * DESCRIPTION: Version 0.2.2 released 2003-06-25 Chris Jackson * R/msm.R (msm.check.model): Bug fix - was reporting the wrong subject numbers when there were disallowed transitions in the data. Thanks to Stephan Lenz for spotting this. 2003-06-20 Chris Jackson * R/outputs.R: Covariates argument is now checked that it is a list, to avoid ugly warnings in R 1.7.0 2003-06-16 Chris Jackson * R/msm.R (msm.form.output): Died when only one parameter in the model, fixed by coercing covmat to matrix. 2003-06-03 Chris Jackson * inst/doc/msm-manual.pdf: Edits to manual, e.g. correction of covariates formulae to include baseline intensity, lots of typos corrected. * DESCRIPTION: Version 0.2.1 released 2003-04-29 Chris Jackson * R/simul.R: Bug fix in simmulti.msm: didn't work for one covariate. Thanks to Mike Sweeting for spotting this. * R/msm.R: Subject identification variable is now allowed to be factor or character. Thanks to Pablo Emilio Verde for the suggestion. * R/msm.R: msm.check.times also checks whether all the observations on a subject are adjacent in the data set. 2003-03-20 Chris Jackson * R/R: Bug fix in msm.check.times. Thanks to Pablo Emilio Verde for helping to find this. 2003-02-20 Chris Jackson * R/simul.R: Bug fix in getobs.msm: exact death times were ignored. (obstimes[i] replaced by sim$times[j+1]). 2003-01-05 Chris Jackson * DESCRIPTION: Version 0.2 released. * inst/doc/msm-manual.pdf: PDF manual completed. 2003-01-03 Chris Jackson * man: Heart transplant data added as an example data set * man: Aesthetic cleanups of all help pages * R/msm.R: New function crudeinits.msm to estimate a set of initial values for transition rates by assuming data represent the only transition times. * R/msm.R: New function statetable.msm to calculate frequencies of successive state pairs in data. * R/outputs.R: Methodology changed for prevalencemisc.msm to make it more similar to prevalence.msm, avoiding confusion. Observed counts now common to both, and separated out into a new function observed.msm. Then prevalencemisc.msm (and the internal C onestep) was removed and prevalence.msm was made general to both misclassification and non-misclassification models. 2002-12-18 Chris Jackson * src/lik.c: Bugfix. nms changed to nst in likelihood-calculating functions. Fixes failure to calculate the likelihood where some states where some states are observed without error, but are not death states (Thanks to Martyn Plummer). * R/simul.R: Bugfix in getobs.msm, which led to the entrance to not being observed for models with absorbing states. 2002-12-09 Chris Jackson * R/outputs.R: new function odds.msm to calculate odds ratios for misclassification probabilities. * R/outputs.R: new function ematrix.msm. Calls new internal functions, including qematrix.msm. 2002-12-03 Chris Jackson * R/outputs.R: new function qratio.msm for estimating ratios of intensities and (via new function qratio.se.msm) their standard errors. Documentation in man/qratio.msm.Rd. 2002-12-02 Chris Jackson * R/outputs.R: new internal function qmatrix.diagse.msm * R/msm.R Null components of msm objects removed, e.g. misclassification parameters for non-misclassification models. 2002-11-27 Chris Jackson * R: File msm.R split into msm.R, outputs.R and utils.R. * R/msm.R. New functions absorbing.msm and transient.msm which give the indices of the absorbing or transient states of the model. * R/msm.R. (plot.msm) Now accepts a "covariates" argument for covariates at which to evaluate the survival probabilities. * R/msm.R. Functions which operate on msm objects now have the msm object argument named "x", instead of "msm", for consistency. * man/qmatrix.msm.Rd, man/pmatrix.msm.Rd, man/sojourn.msm.Rd. Updated documentation. * R/msm.R (msm). The contents of msm objects has been reorganised. The first component of Qmatrices is now called "logbaseline" and gives the estimates of the log intensites as returned from the optimisation. Components "qcenter" and "ecenter" are removed, as they were named confusingly. The component 'Pmatrix' is also removed, as it is obsoleted by the function 'pmatrix.msm'. New component 'foundse' is a logical indicating whether the Hessian is positive definite, i.e. whether standard errors are available. * R/msm.R (sojourn.msm) Function rewritten to allow a given set of covariate values, using the new qmatrix.msm. Now takes a fitted msm model as its argument, and the component "mean" in the return is changed to "estimate". * R/msm.R (qmatrix.msm). New function to compute transition intensity matrix at given covariate values. * R/msm.R (pmatrix.msm). New function to compute transition probability matrix at given covariate values. * R/simul.R (simmulti.msm): Check for ordered patient IDs, and sort input data if not ordered. Also check for duplicated observation times and remove them. Default for 'death' argument changed to FALSE for consistency with msm(). Give column names to the simulated data. 2002-11-13 Chris Jackson * R/msm.R: New function msm.check.qmatrix to test for consistency of Markov chain intensity matrices. * R/msm.R, man/totlos.Rd: New function totlos.msm to estimate total length of stay in a state, with documentation. * src/lik.c, src/pijt.c: Unused and uninitialised variables fixed so the library builds cleanly with -Wall. 2002-11-08 Chris Jackson * src/lik.c: Debugging print statements removed from onestep * msm_0.1.tar.gz: First release