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Fitting a sPLSR model on the (Deviance) Residuals

Source: R/coxsplsDR.R, R/coxsplsDR.default.R, R/coxsplsDR.formula.R
coxsplsDR.Rd

This function computes the Cox Model based on sPLSR components computed model with

  • as the response: the Residuals of a Cox-Model fitted with no covariate

  • as explanatory variables: Xplan.

It uses the package spls to perform the first step in SPLSR then mixOmics to perform PLSR step fit.

Usage

coxsplsDR(Xplan, ...)

# Default S3 method
coxsplsDR(
  Xplan,
  time,
  time2,
  event,
  type,
  origin,
  typeres = "deviance",
  collapse,
  weighted,
  scaleX = TRUE,
  scaleY = TRUE,
  ncomp = min(7, ncol(Xplan)),
  modepls = "regression",
  plot = FALSE,
  allres = FALSE,
  eta = 0.5,
  trace = FALSE,
  ...
)

# S3 method for class 'formula'
coxsplsDR(
  Xplan,
  time,
  time2,
  event,
  type,
  origin,
  typeres = "deviance",
  collapse,
  weighted,
  scaleX = TRUE,
  scaleY = TRUE,
  ncomp = min(7, ncol(Xplan)),
  modepls = "regression",
  plot = FALSE,
  allres = FALSE,
  dataXplan = NULL,
  subset,
  weights,
  model_frame = FALSE,
  eta = 0.5,
  trace = FALSE,
  model_matrix = FALSE,
  contrasts.arg = NULL,
  ...
)

Arguments

Xplan

a formula or a matrix with the eXplanatory variables (training) dataset

...

Arguments to be passed on to survival::coxph.

time

for right censored data, this is the follow up time. For interval data, the first argument is the starting time for the interval.

time2

The status indicator, normally 0=alive, 1=dead. Other choices are TRUE/FALSE (TRUE = death) or 1/2 (2=death). For interval censored data, the status indicator is 0=right censored, 1=event at time, 2=left censored, 3=interval censored. Although unusual, the event indicator can be omitted, in which case all subjects are assumed to have an event.

event

ending time of the interval for interval censored or counting process data only. Intervals are assumed to be open on the left and closed on the right, (start, end]. For counting process data, event indicates whether an event occurred at the end of the interval.

type

character string specifying the type of censoring. Possible values are "right", "left", "counting", "interval", or "interval2". The default is "right" or "counting" depending on whether the time2 argument is absent or present, respectively.

origin

for counting process data, the hazard function origin. This option was intended to be used in conjunction with a model containing time dependent strata in order to align the subjects properly when they cross over from one strata to another, but it has rarely proven useful.

typeres

character string indicating the type of residual desired. Possible values are "martingale", "deviance", "score", "schoenfeld", "dfbeta", "dfbetas", and "scaledsch". Only enough of the string to determine a unique match is required.

collapse

vector indicating which rows to collapse (sum) over. In time-dependent models more than one row data can pertain to a single individual. If there were 4 individuals represented by 3, 1, 2 and 4 rows of data respectively, then collapse=c(1,1,1,2,3,3,4,4,4,4) could be used to obtain per subject rather than per observation residuals.

weighted

if TRUE and the model was fit with case weights, then the weighted residuals are returned.

scaleX

Should the Xplan columns be standardized ?

scaleY

Should the time values be standardized ?

ncomp

The number of components to include in the model. The number of components to fit is specified with the argument ncomp. It this is not supplied, the maximal number of components is used.

modepls

character string. What type of algorithm to use, (partially) matching one of "regression", "canonical", "invariant" or "classic". See pls for details

plot

Should the survival function be plotted ?)

allres

FALSE to return only the Cox model and TRUE for additionnal results. See details. Defaults to FALSE.

eta

Thresholding parameter. eta should be between 0 and 1.

trace

Print out the progress of variable selection?

dataXplan

an optional data frame, list or environment (or object coercible by as.data.frame to a data frame) containing the variables in the model. If not found in dataXplan, the variables are taken from environment(Xplan), typically the environment from which coxsplsDR is called.

subset

an optional vector specifying a subset of observations to be used in the fitting process.

weights

an optional vector of 'prior weights' to be used in the fitting process. Should be NULL or a numeric vector.

model_frame

If TRUE, the model frame is returned.

model_matrix

If TRUE, the model matrix is returned.

contrasts.arg

a list, whose entries are values (numeric matrices, functions or character strings naming functions) to be used as replacement values for the contrasts replacement function and whose names are the names of columns of data containing factors.

Value

If allres=FALSE :

cox_splsDR

Final Cox-model.

If allres=TRUE :

tt_splsDR

sPLSR components.

cox_splsDR

Final Cox-model.

splsDR_mod

The sPLSR model.

Details

If allres=FALSE returns only the final Cox-model. If allres=TRUE returns a list with the sPLS components, the final Cox-model and the sPLSR model. allres=TRUE is useful for evluating model prediction accuracy on a test sample.

References

plsRcox, Cox-Models in a high dimensional setting in R, Frederic Bertrand, Philippe Bastien, Nicolas Meyer and Myriam Maumy-Bertrand (2014). Proceedings of User2014!, Los Angeles, page 152.

Deviance residuals-based sparse PLS and sparse kernel PLS regression for censored data, Philippe Bastien, Frederic Bertrand, Nicolas Meyer and Myriam Maumy-Bertrand (2015), Bioinformatics, 31(3):397-404, doi:10.1093/bioinformatics/btu660.

See also

coxph, plsr

Author

Frédéric Bertrand
frederic.bertrand@lecnam.net
https://fbertran.github.io/homepage/

Examples


data(micro.censure)
data(Xmicro.censure_compl_imp)

X_train_micro <- apply((as.matrix(Xmicro.censure_compl_imp)),FUN="as.numeric",MARGIN=2)[1:80,]
X_train_micro_df <- data.frame(X_train_micro)
Y_train_micro <- micro.censure$survyear[1:80]
C_train_micro <- micro.censure$DC[1:80]

(cox_splsDR_fit=coxsplsDR(X_train_micro,Y_train_micro,C_train_micro,ncomp=6,eta=.5))
#> Call:
#> coxph(formula = YCsurv ~ ., data = tt_splsDR)
#> 
#>         coef exp(coef) se(coef)     z        p
#> dim.1 0.8093    2.2462   0.2029 3.989 6.63e-05
#> dim.2 0.9295    2.5333   0.2939 3.163  0.00156
#> dim.3 0.9968    2.7096   0.4190 2.379  0.01736
#> dim.4 0.9705    2.6391   0.3793 2.558  0.01052
#> dim.5 0.2162    1.2413   0.2811 0.769  0.44192
#> dim.6 0.4380    1.5496   0.3608 1.214  0.22473
#> 
#> Likelihood ratio test=55.06  on 6 df, p=4.51e-10
#> n= 80, number of events= 17 
(cox_splsDR_fit2=coxsplsDR(~X_train_micro,Y_train_micro,C_train_micro,ncomp=6,eta=.5,trace=TRUE))
#> The variables that join the set of selected variables at each step:
#> - 1th step (K=1):
#> X_train_microD20S107 X_train_microD5S346 X_train_microD1S225 X_train_microD3S1282 X_train_microD15S127 X_train_microD1S207 X_train_microD2S138 X_train_microD10S191 X_train_microD14S65 X_train_microD4S414
#> X_train_microD16S408 X_train_microT X_train_microN X_train_microSTADE
#> - 2th step (K=2):
#> X_train_microD22S928 X_train_microD16S422 X_train_microD3S1283 X_train_microAgediag X_train_microM
#> - 3th step (K=3):
#> X_train_microD1S305 X_train_microD8S283 X_train_microD10S192 X_train_microsexe X_train_microSiege
#> - 4th step (K=4):
#> X_train_microD17S794 X_train_microD13S173 X_train_microTP53 X_train_microD6S264 X_train_microD2S159 X_train_microD6S275
#> - 5th step (K=5):
#> X_train_microD18S61 X_train_microD9S171 X_train_microD8S264 X_train_microD18S53 X_train_microD4S394 X_train_microD11S916
#> - 6th step (K=6):
#> X_train_microD17S790
#> Call:
#> coxph(formula = YCsurv ~ ., data = tt_splsDR)
#> 
#>         coef exp(coef) se(coef)     z        p
#> dim.1 0.8093    2.2462   0.2029 3.989 6.63e-05
#> dim.2 0.9295    2.5333   0.2939 3.163  0.00156
#> dim.3 0.9968    2.7096   0.4190 2.379  0.01736
#> dim.4 0.9705    2.6391   0.3793 2.558  0.01052
#> dim.5 0.2162    1.2413   0.2811 0.769  0.44192
#> dim.6 0.4380    1.5496   0.3608 1.214  0.22473
#> 
#> Likelihood ratio test=55.06  on 6 df, p=4.51e-10
#> n= 80, number of events= 17 
(cox_splsDR_fit3=coxsplsDR(~.,Y_train_micro,C_train_micro,ncomp=6,
dataXplan=X_train_micro_df,eta=.5))
#> Call:
#> coxph(formula = YCsurv ~ ., data = tt_splsDR)
#> 
#>         coef exp(coef) se(coef)     z        p
#> dim.1 0.8093    2.2462   0.2029 3.989 6.63e-05
#> dim.2 0.9295    2.5333   0.2939 3.163  0.00156
#> dim.3 0.9968    2.7096   0.4190 2.379  0.01736
#> dim.4 0.9705    2.6391   0.3793 2.558  0.01052
#> dim.5 0.2162    1.2413   0.2811 0.769  0.44192
#> dim.6 0.4380    1.5496   0.3608 1.214  0.22473
#> 
#> Likelihood ratio test=55.06  on 6 df, p=4.51e-10
#> n= 80, number of events= 17 

rm(X_train_micro,Y_train_micro,C_train_micro,cox_splsDR_fit,cox_splsDR_fit2,cox_splsDR_fit3)