[R] Efficient way to update a survival model

[Vito Michele Rosario Muggeo]

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 using 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)).
>
> Thanks in advance for any help!
>
> Frank
>
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>
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