-*- text -*-
Version 2.2 (2022-06-16)
-------------------------
* New function `standsurv` for survival and hazards
standardised over an observed distribution for covariates.
Contributed by Michael Sweeting .
See the new vignette about it.
* New function `hr_flexsurvreg` to compute the hazard ratio from a
fitted flexsurvreg or flexsurvspline model as a function of time,
with confidence intervals.
* `summary.flexsurvreg` has been rewritten to make it cleaner and
faster. User-visible changes:
- Custom summary functions in `summary.flexsurvreg` must now be
vectorised.
- A new argument `cross` specifies whether to compute summaries for
all combinations of times t and covariate values, or for covariate
values matched with corresponding times t, in custom summary
functions.
- Covariate names when `tidy=FALSE` now consistently don't include
spaces.
* Better handling of NAs in summary and prediction functions. Thanks
to Matthew Warkentin.
* New functions for Cox-Snell residuals: `coxsnell_flexsurvreg` or
residuals(..., type="coxsnell").
* rmst_generic, mean_survspline, rmst_survspline and related functions
(e.g. mean_survspline1) handle alternative parameter values in a
vectorised way.
* Allow output functions to work on models that have been stripped of
data with x$data <- NULL, if possible
Version 2.1 (2021-09-13)
-------------------------
* Fix of a bug that affected models with baseline hazard offsets and
exponential, Weibull, Gompertz and hazard/odds-based spline models,
where convergence may have been falsely reported due to incorrect
likelihood derivatives.
* New vignette section and better help page documentation about relative
survival models.
* `start` parameter added to `predict.flexsurvreg`.
* New function `pdf_flexsurmix` for the fitted density function in a
`flexsurvmix` model.
* Fix for tidy method with one-parameter exponential models.
* Fixes for h/Hgamma and h/Hlnorm with log = TRUE.
* Minor numerical improvements to h/H functions for some distributions.
* Bug fix for `simfs_bytrans` when some transitions don't happen.
* `NaNs produced` warnings should occur less often during fitting.
Version 2.0 (2021-02-22)
--------------------
* A new class of multi-state models based on mixtures (Larson and
Dinse 1985). A new vignette on multi-state modelling describes this
model class and contrasts it with standard (cause-specific hazards)
multi-state models.
* Different parametric families are now supported for different
transitions in multi-state models.
* New function "fmsm" allows a list of flexsurvreg objects to be
associated with a particular transition structure matrix, to create
a multi-state model.
* New functions simfinal_fmsm to summarise times and probabilities of
final absorbing events in multi-state models, using simulation.
* More features for right-truncated data. Individual-level
right-truncation times supported with new "rtrunc" argument to
flexsurvreg and flexsurvspline. A comparable non-parametric
estimator for right-truncated data is provided in a new function,
"survrtrunc". Alternative parametric estimators, which make use
of the time of an initiating event, are provided in a new function,
"flexsurvrtrunc".
* A new vignette describes properties of the different built-in
parametric distributions in more detail.
* qgeneric is now vectorised, thanks to the vuniroot function imported
from the rstpm2 package by Mark Clements. This massively boosts the
speed of rsurvspline, hence speeding up simulations from
spline-based multi-state models.
* pmatrix.fs can now calculate transition probabilities conditionally
on the the transition being to one of a subset of the states.
* "tidy" argument to pmatrix.fs for tidy data frame output.
* "tidy" argument to sim.fmsm for returning simulations in tidy data
frame format with one row per transition, and associated function
simfs_bytrans.
* Bootstrapping function bootci.fmsm made available for users to get
confidence intervals / distributions for their own flexsurv model
output functions.
* Parallel processing capability for bootstrap confidence intervals.
* Distribution and mean functions for the Royston-Parmar model named
like dsurvspline2, psurvspline4 and so on, with one argument per
parameter, rather than all parameters collected in a single
argument, going up to 7 knots / 9 parameters.
* Return value from pars.fmsm is now a list rather than a matrix, even
if the model family is the same for each transition.
* summary.flexsurvreg given a new argument "na.action" to control
whether missing values in "newdata" are dropped. Defaults to
producing summaries of NA when there are missing values, while
previously missing values were dropped.
* S3 methods have been added for the generics defined in the broom
package. These functions create tidy data frames containing the
results of fitted models. The new functions are tidy.flexsurvreg,
glance.flexsurvreg, and augment.flexsurvreg.
* S3 methods have been added for the predict and residuals
generics. predict.flexsurvreg has full support for all model
outcomes supported by summary.flexsurvreg. residuals.flexsurvreg
currently only supports a naive difference between observed survival and
predicted mean, neglecting censoring.
* Case weights accounted for in nonparametric survival and cumulative
hazard estimates in plot.flexsurvreg. Thanks to https://github.com/andbe.
Version 1.1.1 (2019-03-18)
-------------
* New type="quantiles" and type="link" for summary.flexsurvreg.
Thanks to Leonardo Marques for the contribution.
* Allow different covariates per transition in multi-state models
supplied as a list of flexsurvreg objects. Thanks to David
McAllister for the contribution.
* Bug fix for qllogis with lower.tail=FALSE.
* Bug fix for likelihood when all events are observed.
* Bug fix for "ylim" argument in plot method for survival or
cumulative hazard.
* Allow dynamic symbols in C code.
* Various other minor code and doc fixes, see github commit history.
Version 1.1 (2017-03-27)
-------------
* Substantial speed improvements in fitting most of the built-in
models, from implementing their PDFs and CDFs in C++. Thanks to
Paul Metcalfe for contributing this. Results may therefore differ
from previous versions in edge cases.
* As a result the package now depends on Rcpp.
* Mean, median and restricted mean included as built-in functions in
summary.flexsurvreg. Thanks to Jordan Amdahl for the contribution.
* Documentation migrated to roxygen. Thanks to Paul Metcalfe for the
contribution.
* Various minor bug fixes, see github commits.
Version 1.0.2 (2016-09-26)
-------------
* Bug fix: "start" was being ignored by plot.flexsurvreg. Thanks to
Ruth Keogh.
* Built-in distribution names are now case-insensitive. Thanks to
Jordan Amdahl.
* Fix for Weibull hazard function to avoid numeric instability.
Thanks to Jordan Amdahl.
* Fix to hsurvspline when t includes 0. Thanks to Jordan Amdahl.
* Vectorised parameters supported in qgeneric.
Version 1.0.1 (2016-05-31)
-------------
* Bug fix: covariates were labelled wrongly in summary.flexsurvreg
tidy output. Thanks to Owain Saunders.
Version 1.0.0 (2016-05-10)
-------------
* Version number bumped to 1.0.0 to accompany the publication of the
vignette in Journal of Statistical Software.
Version 0.7.1 (2016-03-24)
-------------
* Slightly more efficient likelihood calculations, and removed
spurious warning from likelihood with interval censoring.
* Tests modified to work with the latest (and current) testthat.
Version 0.7 (2015-11-13)
-----------
* flexsurvspline now allows the log cumulative hazard (or its
alternatives) to be modelled as a spline function of time instead of
log time.
* The routine for generating initial values in flexsurvspline has been
improved. This now obeys the constraint that the log cumulative
hazard is increasing, thus avoiding errors from optim() when this
wasn't satisfied. Cox regression is used as a fallback to
initialise covariate effects if this fails.
* As a result, flexsurv now depends on the "quadprog" package.
* dweibullPH and related functions give the Weibull distribution in
proportional hazards parameterisation, and "weibullPH" is supported
as a built-in model for flexsurvreg.
* Option to summary.flexsurvreg to return a tidy data frame.
* New "logliki" component in model objects, containing vector of
log-likelihoods for each observation at the estimated or fixed
parameters.
* Fix of various bugs with supplying "newdata" to summary functions
(github issue #7). The behaviour here should now be like predict.lm,
e.g. variables in newdata that were originally factors should be
supplied as factor or character, not numeric.
* Fix of bug that prevented plots being drawn by categorical
covariates by default.
* Fix of bugs with spline models and no data censored, or all data
interval censored (github issue #3).
* Fix of bugs with subsetting in flexsurvspline (github issue #6).
Version 0.6 (2015-04-13)
-----------
* CRAN release. Also includes the changes from Version 0.5.1.
* Full support for multi-state models fitted as a list of
independent transition-specific models.
* New function pars.fmsm to return transition-specific parameters in
multi-state models.
* Bug fix for empirical hazard plots with categorical covariates.
Thanks to Milan Bouchet-Valat.
Version 0.5.1 (2015-02-24)
-------------
* github-only release.
* Log-logistic distribution built in to flexsurvreg, and distribution
functions provided.
* Bug fix in tcovs option in semi-Markov model simulation.
* "digits" argument supported by default model print function. This
is passed to "format" to format the parameter estimates, and
defaults to 3.
* Bug fix in "events" printed output for interval censored
data. Thanks to Sabrina Russo.
* pgompertz returns Inf for q=Inf, even for parameters denoting
"living forever", since the CDF is P(X <= q) not P(X < q). This
affected some fits of the Gompertz distribution.
Version 0.5 (2014-09-22)
-----------
* Major new release, so version number bumped from 0.3 to 0.5.
* New package vignettes: a user guide and a vignette of examples.
* Development moved from r-forge to
https://github.com/chjackson/flexsurv-dev.
Spline models and ancillary covariates:
* Major rewrite of flexsurvspline. This now works by calling
flexsurvreg with a custom distribution written dynamically. Models
can now include covariate effects that vary as spline functions of
time, by including covariates on "gamma1" or on any further
parameters.
* New argument "anc" to flexsurvreg, as an alternative and preferred
way of modelling covariates on ancillary parameters.
* New general utility "unroll.function" which converts a function with
matrix arguments to the equivalent function with vector arguments.
The new flexsurvspline works by unrolling "dsurvspline".
* Quantile, random number, hazard and cumulative hazard functions for
spline distribution.
* Autogeneration of initial values for flexsurvspline now accounts for
left-truncation. Thanks to Ana Borges for the report.
Other new modelling features:
* Several utilities for parametric multi-state modelling, including
transition probabilities and simulation ("pmatrix.fs", "totlos.fs",
"sim.fmsm","pmatrix.simfs", "totlos.simfs"). An "msfit.flexsurvreg"
method also gives cumulative transition-specific hazards in the
format of the "mstate" package.
* Interval censoring supported in the Surv() response.
* Relative survival models, using the "bhazard" argument to
flexsurvreg to specify the expected mortality rate.
* flexsurvreg now uses survreg internally to fit Weibull, exponential
and log-normal models, unless there is left-truncation.
Custom distributions:
* Custom distributions can be defined through the hazard function.
This can be optionally supplemented with the cumulative hazard
function, otherwise this is obtained by numerical integration.
* In custom distributions specified by the density, the cumulative
distribution can now be omitted, and it will be calculated by
numerical integration.
* New arguments "dfns" and "aux" to flexsurvreg, which can be used to
supply custom distribution functions and arguments to pass to them.
* Document that density functions for custom distributions need "log"
argument.
* Documented how to supply derivatives of custom distributions for use
in optimisation.
Output functions:
* New "newdata" argument to summary.flexsurvreg and plot.flexsurvreg
for an easier way of supplying covariate values.
* User-defined summary functions can be used in summary.flexsurvreg
and plot.flexsurvreg as an alternative to survival, hazard or
cumulative hazard.
* New function "normboot.flexsurvreg" to simulate parameters from the
asymptotic normal distribution of their estimates. Used for
representing uncertainty in any function of the parameters.
* summary.flexsurvreg can be called with ci=FALSE to omit confidence
intervals.
* "start" argument defaults to 0 for all prediction times in
summary.flexsurvreg.
* Bug fix in summary.flexsurvreg for left-truncated models, which was
returning probabilities > 1 before the truncation time.
* New model.frame and model.matrix methods to extract the data from
fitted flexsurvreg objects.
* Accept vector X in summary.flexsurvreg, and give informative error
if X in wrong format. Thanks to Mark Danese.
* Extra arguments can be passed to both muhaz and plot.muhaz in
plot.flexsurvreg(...,type="hazard",...)
Printed output:
* Use format() not signif() for printing flexsurvreg objects, to avoid
spurious zero significant figures. Thanks to Kenneth Chen.
* Standard errors included in printed output of flexsurvreg, but only
for parameters optimised on natural or log scales (which includes
all built-in distributions).
Distribution functions:
* Bug fix in rgengamma for Q=0 (log-normal) and sigma not equal to 1.
* Don't warn for shape parameters being exactly zero in generalized
gamma and F, just give NaN.
* basis() and fss() functions for the natural cubic spline basis made
available to users.
Version 0.3.1 (2014-02-14)
--------------------------
* R-forge only release.
* Distribution functions tidied up, making special value handling and
vectorisation consistent. Hazard and cumulative hazard functions for
all supported distributions.
* Vectors of different col, lwd and lty can be passed to
plot.flexsurvreg for multiple fitted lines. Thanks to Julia
Sandberg for the report.
Version 0.3 (2014-01-19)
------------------------
* CRAN release. Includes changes from 0.2.1 to 0.2.3.
Version 0.2.3 (2013-10-09)
-------------------------
* R-forge only release.
* Parameters other than the location parameter can now have covariates
on them in flexsurvreg. Thanks to Milan Bouchet-Valat for help with
this.
* subset and na.action arguments in flexsurvreg and flexsurvspline.
* coef, vcov and confint methods for all fitted model objects.
* Distribution functions for generalized gamma, generalized F, and
Gompertz, now allow all parameters to be vectorised.
* Bug fix in analytic derivatives for Weibull.
* Restored print output introduced in 0.1.2 which had been
accidentally removed in 0.1.5.
Version 0.2.2 (2013-07-26)
-------------------------
* R-forge only release.
* Case weights supported in flexsurvreg and flexsurvspline.
Version 0.2.1 (2013-07-03)
-------------------------
* R-forge only release.
* Default left truncation times were being set wrongly for
user-supplied times in summary.flexsurvreg, giving wrong confidence
intervals. These now default to 0.
* Confidence intervals set to 1 for t=0 under spline models. Thanks to
Paul Pynsent.
* dgompertz,dgengamma,dgengamma.orig,dgenf,dgenf.orig fixed to return
-Inf instead of 0 when density is zero and log=TRUE. Thanks to Gao
Zheng.
Version 0.2 (2013-05-13)
-------------------------
* New summary() method for fitted flexsurvreg and flexsurvspline model
objects gives fitted survival, cumulative hazard or hazard curves,
with confidence intervals mosly computed by a simulation method.
* This allows plot.flexsurvreg to plot confidence intervals for the
fitted survival, hazard or cumulative hazard.
* Left-truncated survival observations are supported in flexsurvreg
and flexsurvspline.
* New psurvspline and dsurvspline functions giving distribution and
density function for the spline model.
* Analytic derivatives used in optimisation for spline (odds and
hazard scale, not normal), exponential, Weibull and Gompertz models.
* Default to BFGS optimisation method, which uses derivatives where
available and should be much faster, instead of Nelder-Mead.
* Work around NaN warnings from spline models presumably due to
parameters violating implicit constraints.
* If "knots" specified, boundary knots set to min/max of uncensored
times, not all times, to match results when "k" is specified.
Thanks to Paul Pynsent.
Version 0.1.5 (2012-08-29)
-------------------------
* Data are now stored in fitted flexsurvreg and flexsurvspline model
objects, avoiding environment search errors and allowing package
functions to be called within other functions. Thanks to Hanna
Daniel for the report.
* Gompertz documentation clarified for the case when there is a chance
of living forever. qgompertz and rgompertz now return Inf in these
cases, with no warning, instead of NaN. Thanks to Michael Sweeting.
Version 0.1.4 (2012-03-22)
--------------------------
* maxt argument in plot.flexsurvreg.
* Plots no longer complain if data named "dat".
* Corrected wrong bug fix from Version 0.1.3 for transforming
parameter estimates in output when fixedpars=TRUE.
* AIC penalty corrected for models with some fixed parameters.
* qgengamma corrected for parameter Q<0. Thanks to Benn Ackley.
Version 0.1.3 (2012-01-17)
--------------------------
* No longer complains about invalid initial values when there are zero
survival times.
* Don't transform parameter estimates in output when fixedpars=TRUE.
* Checking functions for distribution utilities don't complain about
vectorised parameter values.
Version 0.1.2 (2011-11-08)
--------------------------
* Initial CRAN release.
* More features in print output for flexsurvreg and flexsurvspline
models.
Version 0.1.1 (2011-04-19)
--------------------------
* Fix of drop=FALSE bug in flexsurvspline.inits which caused
flexsurvspline to fail with single covariates.
Version 0.1 (2011-03-14)
------------------------
Initial release