2016-11-02 THIS FILE IS NO LONGER MAINTAINED. Detailed changes are visible through the commits on https://github.com/chjackson/msm
2016-10-19 Chris Jackson
* Bug fix to prevalence.msm with factor subject IDs
2016-10-02 Chris Jackson
* Vignette sources moved from "src/doc" to "vignettes" on CRAN
request.
* DESCRIPTION: Version 1.6.4 released to CRAN and r-forge
2016-06-03 Chris Jackson
* R/utils.R: Bug fix for qtnorm with vectorised arguments. Thanks
to James Gibbons for the report.
* DESCRIPTION: Version 1.6.3 released to r-forge.
2016-03-09 Chris Jackson
* R/pearson.R: Bug fix for dropping censored states. Thanks to
Casimir Sofeu for the report.
* DESCRIPTION: Version 1.6.2 released to r-forge.
2016-03-09 Chris Jackson
* DESCRIPTION: Version 1.6.1 released to CRAN.
2016-03-07 Chris Jackson
* tests: tests updated to work with the development version of
testthat.
2016-02-18 Chris Jackson
* src/lik.c,R/msm.R: Bug fix and documentation clarification for
models with "obstrue" and "ematrix".
* R/draic.R: Bug fix for initprobs, and only allow expected
information if all panel data.
* R/msm.R: Bug fix for printing CIs with pci and all fixedpars.
* DESCRIPTION: Version 1.6.1 released to r-forge.
2015-11-17 Chris Jackson
* DESCRIPTION: Version 1.6 released to r-forge and CRAN.
2015-11-10 Chris Jackson
* src/lik.c: Several bug fixes in calculation of the derivatives
for multivariate HMMs.
* R/msm.R(msm.form.obstrue): Better detection of when obstrue is
supplied as an indicator or a true state + NA.
2015-10-07 Chris Jackson
* R/outputs.R(msm.form.qoutput): Bug fix for printing model output
when only one transition rate is affected by covariates. Thanks
to Jordi Blanch for the report.
2015-09-14 Chris Jackson
* src/lik.c: More underflow correction for probabilities of hidden
states in viterbi.msm. Thanks to Hannah Linder for the report.
* R/msm.R: "death" argument in msm() is deprecated and renamed to
"deathexact".
* R/msm.R: censor.states now defaults to all transient states if
not supplied, instead of complaining, even if there is no
absorbing state. Thanks to Jonathan Williams for the report.
* DESCRIPTION: Version 1.5.3 released to r-forge.
2015-04-10 Chris Jackson
* R/msm.R(statetable.msm): Code simplified, now row names work
with factor states.
2015-02-17 Chris Jackson
* DESCRIPTION: Version 1.5.2 released to r-forge.
2015-02-10 Chris Jackson
* R/msm.R, src/lik.c: obstrue can now contain the actual true
state, instead of an indicator. This allows the information from
HMM outcomes generated conditionally on this state to be included
in the model.
* R/msm.R(na.find.msmdata): Fix of bug in na.find.msmdata that
could lead to NAs being passed through to C and causing a crash.
Triggered when state or time were NA and there were covariates.
2015-02-09 Chris Jackson
* R/hmm-dists.R(hmmDIST): Fix of bug when HMM parameters come from
named vectors.
2015-01-29 Chris Jackson
* R/outputs.R(msm.form.qoutput) Bug fix in printing fitted model
objects.
2015-01-16 Chris Jackson
* hmm.R: "links" component dropped from hmodel objects, as it is
no longer used.
* simul.R: "keep" component added to simmulti.msm result.
* R/hmm.R and others: Multivariate observations in HMMs with
different models for each variable. Limited testing so far.
2015-01-15 Chris Jackson
* Correct version of the built vignette restored to the package
(1.5 instead of 1.3.2).
* Experimental feature: multivariate observations in HMMs. Start
by supporting multiple outcomes from the same distribution at the
same time, with the data supplied as a matrix.
* DESCRIPTION: Version 1.5.1 released to r-forge.
2015-01-05 Chris Jackson
* DESCRIPTION: Version 1.5 released to CRAN.
2014-12-12 Chris Jackson
* R/msm.R,R/phase.R. Phase type models now allow HMM on top. Bug
fixes to these models.
* DESCRIPTION: Version 1.4.3 released to r-forge.
2014-12-11 Chris Jackson
* Posterior probability of the hidden state at each time in the
Viterbi algorithm now conditions on all the data.
* R/msm.R,R/outputs.R(various): Bug fixes to misclassification
models where some states were misclassified as other states with
probability 1, for both ematrix and hmmCat specifications. Thanks
to Li Su for the report.
* DESCRIPTION: Version 1.4.2 released to r-forge.
2014-12-10 Chris Jackson
* src/lik.c, R/outputs.R: Viterbi algorithm now also returns the
probability of each hidden state at each time given the data up to
that point.
* data/msmdata.rda: statemax added to CAV data.
* man: Document that generic AIC function AIC() works for msm
models.
* DESCRIPTION: Version 1.4.1 released to r-forge.
2014-12-08 Chris Jackson
* R/phase.R,R/msm.R,Rd/2phase.Rd: New features for phase-type
models.
2014-12-04 Chris Jackson
* R/draic.R: Bug fixes in drlcv.msm (likelihood of big model on
left-one-out subject was using the original instead of the
refitted model, and used covariate centering
inconsistently). Thanks to Howard Thom.
2014-12-02 Chris Jackson
* R/msm.R(msm.initprobs2mat,msm.form.houtput): Bug fixes for
covariates on initial state occupancy probabilities with
structural zeros in. Thanks to Jeffrey Eaton and Tara Mangal.
* R/msm.R(msm.form.output): Clean up code, also ensure models
fitted with 1.4 can be printed with 1.4.1.
2014-11-27 Chris Jackson
* R/draic.R: Bug fix in "prob > 0" in drlcv.msm. Thanks to Howard
Thom.
* R/msm.R: colSums efficiency improvement in msm.add.qcovs,
msm.form.dq. Thanks to Jeffrey Eaton.
2014-11-19 Chris Jackson
* R/outputs.R: Allow qmatrix to be passed to pmatrix.msm, and a
list of qmatrices to pmatrix.piecewise.msm, instead of a fitted
model.
2014-11-18 Chris Jackson
* R/outputs.R: qmatrix.msm and related functions tidied up.
* R/outputs.R,R/msm.R: Don't print CIs for fixed parameters in
output formatting functions.
* R/msm.R: Warn that polynomial contrasts aren't supported.
2014-11-11 Chris Jackson
* src/pijt.c(MatrixExpEXPM): give error if optimiser has chosen
overflowing parameter values. Stops infinite loops seen on
Windows.
2014-11-10 Chris Jackson
* R/msm.R: Documentation and error message for factor states.
2014-10-31 Chris Jackson
* R/outputs.R(efpt.msm): Support tostate as character.
* man/plot.survfit.msm: Reference Turnbull method.
* src/lik.c(GetCensored): Fixed valgrind uninitialized value warning.
2014-09-22 Chris Jackson
* R/optim.R(deriv.test): require namespace instead of loading
numDeriv
2014-07-04 Chris Jackson
* src/analyticp.c: memory leaks removed.
2014-07-04 Chris Jackson
* DESCRIPTION: Version 1.4 released to CRAN.
2014-07-02 Chris Jackson
* R/outputs.R: Default CI method for pnext.msm changed to
"normal", since delta method may not respect probability <1
constraint.
2014-06-23 Chris Jackson
* C interface changed from .C to .Call.
* Added ppass.msm for passage probabilites.
* DESCRIPTION: Version 1.3.3 released to r-forge.
2014-06 Chris Jackson
* src/lik.c: Bug fix in infosimple: info was not being initialized
at zero, leading to occasional random output.
* DESCRIPTION: Version 1.3.2 released to r-forge.
2014-06 Chris Jackson
* tests: Test suite tidied up and converted to use "testthat" package.
* R/boot.R(efpt.ci.msm): Bug fix for bootstrap and efpt.msm.
* src/lik.c(likhidden): Give informative warning for initial
outcomes in HMMs which are impossible for given initial state
probabilites and outcome models. Makes use of a global variable
in a private environment called msm.globals.
* draic.msm, drlcv.msm added.
2014-06 Chris Jackson
* If msm is called with hessian=FALSE, then the Fisher (expected)
information is used to obtain standard errors and CIs, which may
be preferable if the observed Hessian is very intensive to
approximate or its estimate is nonsingular / nonpositive-definite.
2014-05 Chris Jackson
* Analytic derivatives available for most hidden Markov models and
models with censored states (excluding unknown initial state
probabilities, constraints on misclassification / categorical
outcome probabilities and their covariates, and truncated or
measurement error distributions). This should speed up
optimisation with the BFGS or CG methods. The corresponding
Fisher information matrix is also available for misclassification
(categorical/identity outcome) models.
* The BFGS optimisation method is now the default, rather than
Nelder-Mead.
2014-05 Chris Jackson
* msm.optim.fixed, msm.rep.constraints: Bug fix for constraints on
misclassification probabilities and fixed parameters.
2014-05 Chris Jackson
* msm.R(msm.mnlogit.transform): Bug fix: reapply sum to 1
constraint after applying constraints to baseline probabilities in
HMMs. May affect results.
2014-05 Chris Jackson
* hmm.R(msm.econstr2hconstr): internal constraints in
misclassification models mapped to 1,2,... using match(constr,
unique(constr))
2014-05 Chris Jackson
* msm.R(msm.unfixallparams): Don't unconstrain constraints, so
derivatives of fully fixed models refer to constrained pars.
2014-05 Chris Jackson
* Various help pages now document the objects and data structures
used internally and returned by msm() in the fitted model object.
2014-04 Chris Jackson
* msm.R and others: major rewrite of much of the internal code
that deals with reading the data and passing it to models. This
uses model frames and model formulae more efficiently. As a
result the "data" component of the msm has a different structure:
a list with one component "mf", the model frame, containing all
original variables required for the model fit. This and related
data structures can can be extracted with the new
"model.frame.msm" and "model.matrix.msm" methods.
* outputs.R: new print method now the default, and new functions
msm.form.qoutput and msm.form.eoutput to produce the printed
numbers in the same arrangement.
* msm.R: Centering of "timeperiod" covariates in "pci" models is
now done consistently with other covariates, i.e. with last
observation omitted.
* outputs.R(factorcov2numeric.msm): bug fix for misclassification
covariates.
* msm.R(crudeinits.msm): Times consistency check added.
* msm.R(msm.check.model): Model consistency check error messages
now report row numbers before missing data are omitted.
* hmm.R(msm.form.hcmodel): Bug fix for when initial values for HMM
covariate effects of wrong length, this should ignore and carry
on.
* pearson.R: Bug fix for when integral for accurate p-value
doesn't converge.
* lik.c: Don't recalculate P matrices for timelag / obstype /
covariate combinations that occur more than once. This may speed
up some hidden Markov or censoring models.
2014-04-11 Chris Jackson
* msm.R(msm.form.params): Fix of bug which broke models with
covariates on initial state occupancy.
2014-04-10 Chris Jackson
* R/boot.R,R/outputs.R: Parallel processing using "doParallel"
added for bootstrapping and bootstrap CIs.
2014-04-09 Chris Jackson
* R/optim.R: Optimisation methods abstracted into their own
functions.
2014-04-04 Chris Jackson
* DESCRIPTION: Version 1.3.1 released to r-forge.
2014-04-03 Chris Jackson
* R/msm.R(msm.add.qcovs,msm.add.dqcovs): Fix of drop=FALSE bug for
data with only one transition.
2014-04-02 Chris Jackson
* R/msm.R: Fix of obscure bug that broke some subject-specific
likelihoods, caused by omitting obstype.obs from data object.
2014-04-01 Chris Jackson
* R/outputs.R: Time-dependent covariates supported in totlos.msm.
* R/outputs.R(envisits.msm, totlos.msm): New facility for expected
number of visits.
2014-02-26 Chris Jackson
* R/mstate.R,man/msm2Surv.Rd: New function for exporting data in
counting process format for use with survival and mstate.
2014-02-25 Chris Jackson
* R/msm.R: Handle convergence failure codes from optim().
2014-02-20 Chris Jackson
* R/outputs.R(mattotrans): printnew.msm fixed for 2-state
models. Thanks to Martyn Plummer.
2014-01-15 Chris Jackson
* DESCRIPTION: Version 1.3 released to CRAN.
2014-01-09 Chris Jackson
* inst/doc/msm-manual.Rnw: Fixed error in analytic p13(t) in
section 1.4.
2013-12-04 Chris Jackson
* R/outputs.R: Experimental new print method available as
printnew.msm.
* srcR/pijt.c(MatrixExpPade): Fix for int coercion from special
values, to pass CRAN UBSanitizer check.
* src/analyticp.c: Some algebra rearranged to fix potential
division by zeros.
* src/analyticp.c, R/msm.R(msm.form.qmodel): Corrected permutation
for Q matrix, fixing bug from 1.2.3 which broke models with
non-standard state ordering.
* R/outputs.R: New "start" argument to efpt.msm, allowing
averaging over a set of starting states.
* DESCRIPTION: Datasets now lazy loaded so data() not required.
2013-10-07 Chris Jackson
* DESCRIPTION: Version 1.2.7 released to r-forge.
2013-10-04 Chris Jackson
* R/outputs.R(observed.msm): Don't use Viterbi imputed states at
change points when computing observed prevalences in "pci" models
with piecewise-constant intensities.
2013-10-01 Chris Jackson
* R/msm.R(msm.mninvlogit.transform): Fix for bug with
misclassification models with only one misclassification
probability.
* src/lik.c: Match Q matrices with covariates from start of
transition, not end, in likelihoods and derivatives by subject.
2013-09-13 Chris Jackson
* R/msm.R: "missing" for some null default arguments in msm()
changed to is.null.
* DESCRIPTION: Version 1.2.6 released to r-forge.
2013-08-30 Chris Jackson
* R/msm.R(msm.R): Give an informative error if trying to use
gen.inits with a HMM, and document that this is not supported.
2013-08-20 Chris Jackson
* R/msm.R(msm.check.times): Row numbers reported in error message
about different states at the same time corrected to account for
missing data. Thanks to Lucy Leigh for the report.
2013-07-30 Chris Jackson
* R/outputs.R: formula for totlos.msm implemented, which is vastly
more efficient than the numerical integration used previously.
Debugging outputs left in 1.2.3 also removed.
* R/msm.R, src/*.c: Likelihood calculations use expm from the expm
package by default where matrix exponentiation is required. As a
result msm now depends on the expm package.
* R/utils.R: MatrixExp now uses expm from the expm package by
default.
* R/various: some fixes for bugs introduced by the range facility.
* DESCRIPTION: Version 1.2.5 released to r-forge.
2013-07-22 Chris Jackson
* R/(various): Range constraints can now be given for HMM outcome
parameters, through a new argument "hranges" to msm(). This may
improve HMM identifiability. Thanks to Soon-Ee Cheah for the
suggestion.
* R/constants.R: Scale parameters of Weibull and t HMM outcome
distributions now restricted properly to be positive in estimation.
* DESCRIPTION: Version 1.2.4 released to r-forge.
2013-07-04 Chris Jackson
* R/utils.R: MatrixExp rewritten to use C code for series method
and analytic solutions for Markov models, avoiding code
duplication.
2013-07-02 Chris Jackson
* R/msm.R: If available, loglikelihood derivatives, expected and
(if requested) observed information are returned in paramdata
component for all models. If all parameters fixed, these are over
all parameters. If some are fixed, than these are just over the
parameters that are optimised.
* R/outputs.R: surface.msm fixed for models fitted with Fisher
scoring.
2013-06-06 Chris Jackson
* R/outputs.R: totlos.msm was calculating the wrong thing for
fromt > 0.
* DESCRIPTION: Version 1.2.3 released to r-forge.
2013-06-04 Chris Jackson
* R/pearson.R: Corrected data rows mismatch in bootstrapping with
imputed sampling times after deaths in Pearson statistic.
* src/lik.c: Memory crash bug in Viterbi fixed.
2013-06-03 Chris Jackson
* (Most R and C files): Major restructuring of the internals.
Main change is to adjust all parameters for covariates in R rather
than C, making for much tidier code. New R functions for applying
transformations and inverse transformations.
* src/pijt.c: Derivatives of the likelihood for non-hidden models
now work properly with negative constraints.
* R/msm.R: Initial state occupancy probabilities are estimated on
the multivariate logit scale, rather than univariate logit, and
confidence intervals are calculated using the normal simulation
method. Probability for the baseline category "initpbase" is now
a labelled parameter.
* R/msm.R: When centering covariates around their means for the
default likelihood calculation, the means used are now after
dropping missing values and subjects with one observation, not
before. Thanks to Howard Thom for the report.
* Relatedly, the covariate values for subjects' last observations
are not included in this mean, since they don't contribute to the
likelihood, so interpretation of initial values for the qmatrix,
and outputs for covariates="mean", will now be very slightly
different.
2013-05-28 Chris Jackson
* inst/doc/msm-manual.Rnw: Likelihood for exact times still had
wrong sign for qii (see version 1.1.2).
2013-05-25 Chris Jackson
* inst/doc/msm-manual.Rnw: Added advice about "function cannot be
evaluated at initial parameters".
2013-05-24 Chris Jackson
* R/msm.R: New interface for supplying different covariates on
different transition intensities.
* R/msm.R: Redundant constraint check and factor warning fixed and
cleaned.
2013-05-23 Chris Jackson
* R/msm.R(msm.form.covdata): checks on constraints and covinits
separated into new functions.
* R/msm.R(msm.form.covmodel): wrong names in error message for
constraint length checking.
2013-05-21 Chris Jackson
* R/msm.R(msm.form.data): Handle factor states (with levels
1:nstates) by converting to numeric.
* R/msm.R, src/lik.c: Can now print subject-specific
log-likelihoods at the MLE via logLik.msm().
* DESCRIPTION: Version 1.2.2 released to r-forge.
2013-05-19 Chris Jackson
* R/utils.R: qtnorm, qmenorm, qmeunif and qpexp changed to use
qgeneric. Their results should be the same.
* R/utils.R: long-redundant identity function finally removed.
2013-05-18 Chris Jackson
* R/utils.R: qgeneric function copied from flexsurv
package and modified to handle argument clashes.
* R/utils.R: Return NaN for all dpqr(tnorm,menorm,meunif) if lower
bound greater than upper bound.
2013-05-17 Chris Jackson
* R/msm.R: Don't warn if not all states observed in data for
misclassification models (typo bugfix in msm.form.data).
2013-05-16 Chris Jackson
* R/msm.R,R/hmm.R,src/lik.c: Allow matrix by patient to be
supplied for the initial state occupancy probabilities.
* DESCRIPTION: Version 1.2.1 released to r-forge.
2013-05-15 Chris Jackson
* R/msm.R: move gen.inits from msm.form.qmodel to main function.
2013-05-14 Chris Jackson
* DESCRIPTION: Version 1.2 released
2013-05-08 Chris Jackson
* R/msm.R,R/outputs.R: Misclassification models where some
off-diagonal misclassification probabilities are 1 are now handled
properly. Thanks to Howard Thom for uncovering this.
2013-04-19 Chris Jackson
* R/outputs.R: prevalence.msm can now produce expected values by
integrating model predictions over the covariate histories
observed in the data.
* R/msm.R(msm.form.data): Drop subjects with only one observation
remaining after dropping missing data (e.g. psor data). This gives
a more appropriate measure of the numbers at risk in prevalence.msm.
2013-04-18 Chris Jackson
* R/outputs.R(summary.msm): Allow arguments to be passed through
summary.msm to prevalence.msm.
* R/outputs.R(pmatrix.piecewise.msm): Allow this to be used for
time-homogeneous models with change point vector "times" of length
0.
2013-04-15 Chris Jackson
* R/outputs.R: New function efpt.msm for expected first passage
times for time-homogeneous models. Thanks to Howard Thom for the
research.
* R/outputs.R: totlos.msm now passes options to integrate() to
bootstrapping functions.
2013-04-10 Chris Jackson
* R/msm.form.data: firstobs was wrong with missing data.
2013-04-08 Chris Jackson
* R/simul.R, R/pearson.R: Function boot.param.msm renamed to
simfitted.msm and made user-accessible.
2013-04-05 Chris Jackson
* R/pearson.R: Accurate p-values from Titman (Lifetime Data
Analysis, 2009).
* R/pearson.R: Degrees of freedom were being calculated
incorrectly (via "n.zerofrom" variable) when user-defined groups
included from-states.
* R/simul.R: Include an option to simmulti.msm (and getobs.msm) to
not drop absorbing-absorbing transitions.
2013-03-22 Chris Jackson
* R/pearson.R: Fix of bug in Pearson test introduced in version
0.9.5, which affected the expected transitions to the final state
(and resulting test statistics) for panel data without exact death
times.
* src/lik.c, src/pijt.c: Implement the Fisher information for
non-hidden models without censored states.
* R/msm.R: Implement a Fisher scoring algorithm which uses this
expected information.
2013-02-02 Chris Jackson
* R/outputs.R(observed.msm): Add a censoring time facility to
optionally remove subjects from the risk set a certain time after
they have reached an absorbing state. Thanks to Andrew Titman.
2013-02-02 Chris Jackson
* src/lik.c: Bug fix for Viterbi with obstrue. Thanks to Linda
Sharples.
* R/outputs.R(print.msm): Don't print message about baseline
covariate values in misclassification model outputs if there are
no covariates.
2013-01-14 Chris Jackson
* R/outputs.R(observed.msm): Bug fix for interp="midpoint" method
in observed prevalence calculation. Thanks to Erica Liu.
2012-12-10 Chris Jackson
* tests/simple.R: Modified pmatrix.msm normal bootstrap test
output to work with new seeding behaviour of rmvnorm.
* DESCRIPTION: Version 1.1.4 released
2012-09-28 Chris Jackson
* src/doc: Remember to copy the up-to-date manual source into src
for new releases, as required by Linux distribution package
builders.
* DESCRIPTION: Version 1.1.3 released
2012-09-27 Chris Jackson
* inst/doc/msm-manual.Rnw: Work around texi2dvi problem where
non-breaking spaces appear as tildes.
2012-09-25 Chris Jackson
* R/outputs.R(qematrix.msm): Bug fix for user-supplied covariate
values when center=FALSE. Thanks to Vikki O'Neill for the report.
2012-09-24 Chris Jackson
* man/boot.msm.Rd: Documented failure of boot.msm to handle
user-defined objects that clash with built-in objects.
2012-09-21 Chris Jackson
* R/msm.R: Use BFGS method for one-parameter optimisation unless
method supplied explicitly, avoiding warning about unreliability
of Nelder-Mead.
2012-07-31 Chris Jackson
* R/pearson.R: Browser was still on for pearson.msm. Thanks to
Chyi-Hung Hsu.
* DESCRIPTION: Version 1.1.2 released
2012-05-28 Chris Jackson
* (various files): New Student t distribution for hidden Markov
model outcomes. Thanks to Darren Gillis.
2012-05-11 Chris Jackson
* R/msm.R(msm.check.times): Bug fix in data consistency checks
with unsorted subject IDs. Thanks to Kelly Williams-Sieg for the
report.
* DESCRIPTION: Version 1.1.1 released
2012-05-01 Chris Jackson
* R/utils.R: Corner cases in qtnorm fixed. Thanks to Art Owen for
the report.
* R/boot.R: Multicore functionality removed from this release
since doSMP was removed from CRAN. Will restore when a stable
preferred cross-platform solution emerges.
2012-01-31 Chris Jackson
* R/pearson.R: Bug fix for models where transitions are only
allowed from one state. Thanks to Gavin Chan for the report.
2012-01-31 Chris Jackson
* R/msm.R: If user supplies an ematrix with all misclassification
probabilities zero, the non-misclassification model is fitted.
Thanks to Sharareh Taghipour for the report.
* R/msm.R(msm.check.model): Bug fix for error messages when model
inconsistent with data.
2011-11-28 Chris Jackson
* R/boot.R: boot.msm and functions which use this can now use
doSMP to parallelise calculations.
2011-11-25 Chris Jackson
* R/boot.R: Fix of bug which affected calculation of confidence
intervals by the "normal" method when there were fixed parameters
or HMMs.
2011-10-27 Chris Jackson
* R/outputs.R: Bug fix: Subset function "[.msm.est" was labelling
columns wrong for objects with no SE component (pmatrix.msm,
pnext.msm).
2011-09-09 Chris Jackson
* DESCRIPTION: Version 1.1 released
2011-07-25 Chris Jackson
* R/outputs.R: New function "[.msm.est" to extract specific rows
and columns of the output from, e.g., qmatrix.msm() in a more
intuitive way.
2011-07-24 Chris Jackson
* R/outputs.R: New function "pnext.msm" to compute a matrix of
probabilities for the next state of the process.
2011-07-07 Chris Jackson
* man/msm.Rd: Doc clarifies that "death" is overridden by
"obstype" and "exacttimes", and "exacttimes" is overridden
by "obstype".
2011-06-09 Chris Jackson
* man/msm.Rd: Correct documentation for factor levels of
"timeperiod".
* R/outputs.R(qematrix.msm): Fix CIs for diagonal entries when
first state is absorbing.
* R/msm.R(msm.check.model): Refer to observation numbers, not
transition numbers, in "data inconsistent with model" error
message.
2011-05-26 Chris Jackson
* DESCRIPTION: Version 1.0.1 released
2011-05-20 Chris Jackson
* R/outputs.R(msm.fill.pci.covs): Bug fix, pmatrix.msm would break
for models with non-integer time change points "pci". Thanks to
Christos Argyropoulos for the report.
* man/prevalence.msm.Rd: Clarify that "piecewise.times" is not
needed for models fitted with "pci". Thanks to Christos
Argyropoulos.
* R/msm.R(msm): Warning if initcovariates is supplied but the
model is not hidden Markov. Thanks to Christos Argyropoulos.
2011-05-05 Chris Jackson
* R/utils.R(dtnorm): Return -Inf when log=TRUE and x outside
truncation bounds. Thanks to William Leeds for the report.
2011-02-08 Chris Jackson
* man/msm.Rd: Help page clarified to say that "state" is also used
for the observed outcome in a HMM. Thanks to Ricardo Antunes.
2010-11-24 Chris Jackson
* R/outputs.R: Line types, colours and widths can be configured in
plotprog.msm, plot.survfit.msm and plot.prevalence.msm.
* DESCRIPTION: Version 1.0 finally released to accompany the
forthcoming paper on msm in Journal of Statistical Software.
2010-11-12 Chris Jackson
* man/msm.Rd: Documentation for the return value of msm corrected
to state that the "logbaseline" components of result matrices are
evaluated with covariates set to zero if center=FALSE, and at
their means if center=TRUE. Previously it stated that
"logbaseline" was evaluated at the mean covariate values.
* R/msm.R(msm), R/outputs.R(print.msm): Return the "baseline" and
"sojourn" components of result matrices at covariate values of 0
if center=0. Thanks to Kenneth Gundersen for the report.
2010-11-01 Chris Jackson
* R/boot.R(bootdata.trans.msm): Fix for bootstrapping when some
levels of a factor do not appear in a bootstrapped dataset.
Thanks to Gale Bravener for the report.
2010-10-29 Chris Jackson
* R/msm.R(msm.check.times): Fixed a bug in comparing small floating
point numbers to zero, and added "may be" to warning about data
inconsistent with transition matrix, due to uncertainty about
these comparisons.
2010-09-22 Chris Jackson
* R/msm.R(msm.check.times): Added warning for multiple observations
at the same time on the same person with different states, which
leads to zero likelihood and "cannot be evaluated at initial
values" message.
2010-05-18 Chris Jackson
* DESCRIPTION: Version 0.9.7 released
2010-05-07 Chris Jackson
* R/msm.R: Ematrices and ematrix.msm for models with all
"fixedpars" returned correctly.
2010-05-04 Chris Jackson
* R/boot.R: Bug fixes. "end" argument wasn't included in
totlos.ci.msm and totlos.normci.msm, bootstrapping broke with
covariates on HMM outcomes, and "fixedpars" weren't accounted for
in normboot.msm. Thanks to Li Su for these reports.
2010-02-09 Chris Jackson
* R/pearson.R: Fix for "NA in probability vector" error caused by
floating point comparisons in empiricaldists(), which were still
happening. Thanks to Wen-Wen Yang for the report.
* DESCRIPTION: Version 0.9.6 released
2010-01-29 Chris Jackson
* src/pijt.c(Pmat): Don't round extreme likelihood contributions
to 0 and 1 for models with "exacttimes", since they are not
probabilities. Fixes occasional wrong likelihood calculations.
2010-01-14 Chris Jackson
* R/msm.R: The "pci" element of fitted model objects now excludes
values which are outside the time range of the data. Allows
pmatrix.msm to be used on such models without error. Also give a
warning when any "pci" cut points equal the min/max time point in
the data. Thanks to Matt Cowperthwaite.
2009-11-25 Chris Jackson
* R/pearson.R: Fix for problem revealed by different handling of
factors in R-2.10.0, which caused all expected values to be
returned as zero. Thanks to Brian Tom for the report.
* DESCRIPTION: Version 0.9.5 released.
2009-11-13 Chris Jackson
* R/msm.R(msm.form.data): Bug fix for handling missing subject ID.
* DESCRIPTION: Version 0.9.4 released.
2009-11-05 Chris Jackson
* R/outputs.R(pmatrix.msm, pmatrix.piecewise.msm): Allow options
to MatrixExp to be passed through.
* R/msm.R(crudeinits.msm): Don't break with missing values.
2009-09-15 Chris Jackson
* R/likderiv.msm: Bug fix: Use obstype.obs when calculating score
residuals, not obstype. Also fixed misplaced for loop initialising
patient derivatives to zero in src/lik.c(derivsimple_subj). Thanks
to Aidan O'Keeffe for the report.
2009-08-26 Chris Jackson
* R/pearson.R: Fix for "replacement has 0 rows" error - don't add
covariates column to internal data when there are no covariates.
* R/pearson.R: timeinterval rounded in empiricaldists to avoid "NA
in probability vector" errors in R-devel arising from floating
point fuzz.
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. Thanks to Andrew Titman for his work on this.
* 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