Package 'wnpmle'

AIC for wnpmle objects

Description

AIC for wnpmle objects

Usage

## S3 method for class 'wnpmle'
AIC(object, ..., k = 2)

Arguments

object	A wnpmle object.
...	Ignored.
k	Penalty per parameter (default 2 for AIC).

---

Extract the estimated baseline mean function

Description

Returns a data frame with the estimated cumulative baseline mean function Lambda(t) and its increments lambda(t), together with standard errors and pointwise 95% confidence intervals.

Usage

baseline(object, conf_level = 0.95, ...)

Arguments

object	A wnpmle object.
conf_level	Confidence level for the pointwise intervals (default 0.95).
...	Ignored.

Value

A data frame with columns:

time	Recurrent event times.
lambda	Estimated baseline increments.
Lambda	Estimated cumulative baseline mean.
se_Lambda	Standard error of Lambda (if SE was estimated).
lower	Lower confidence band for Lambda.
upper	Upper confidence band for Lambda.

Examples

## Not run: 
bdata <- bladder_prep()
bdata_clean <- bdata[, c("id", "time", "status", "treat", "num", "size")]
fit <- wnpmle_fit(Surv(time, status) ~ treat + num + size,
                  data = bdata_clean, id = "id", model = "log", rho = 1)
bl <- baseline(fit)
head(bl)

## End(Not run)

---

BIC for wnpmle objects

Description

BIC for wnpmle objects

Usage

## S3 method for class 'wnpmle'
BIC(object, ...)

Arguments

object	A wnpmle object.
...	Ignored.

---

Prepare bladder cancer data for wnpmle analysis

Description

Prepares the bladder1 dataset from the survival package for use with wnpmle_fit. Subjects randomised to pyridoxine are excluded (only placebo and thiotepa arms are retained). Status codes are recoded to 0 (censored), 1 (recurrent tumour), 2 (terminal/dropout), and event times beyond tau are truncated to tau.

Usage

bladder_prep(tau = 59)

Arguments

tau	Follow-up truncation time (default: 59 months). Event times beyond tau are set to tau.

Details

The bladder cancer trial (Veterans Administration Cooperative Urological Research Group) randomised patients to placebo, pyridoxine, or thiotepa. Only the placebo and thiotepa arms are used here (pyridoxine arm excluded). Subjects with event times equal to tau and status 0 have their times truncated to tau, consistent with administrative censoring.

Value

A data frame with columns:

id	Subject identifier (integer).
status	Event status: 0 = censored, 1 = recurrent event, 2 = terminal event.
status0	Indicator: 1 if censored.
status1	Indicator: 1 if recurrent event.
status2	Indicator: 1 if terminal event.
time	Event time (months).
treat	Treatment indicator: 1 = thiotepa, 0 = placebo.
num	Initial number of tumours.
size	Initial tumour size (cm).

References

Byar, D.P. (1980). The Veterans Administration study of chemoprophylaxis for recurrent stage I bladder tumors. In Bladder Tumors and Other Topics in Urological Oncology, 363-370. Plenum, New York.

Examples

bdata <- bladder_prep(tau = 59)
head(bdata)
table(bdata$status)

---

Extract coefficients from a wnpmle object

Description

Extract coefficients from a wnpmle object

Usage

## S3 method for class 'wnpmle'
coef(object, ...)

Arguments

object	A wnpmle object.
...	Ignored.

---

Log-likelihood for wnpmle objects

Description

Log-likelihood for wnpmle objects

Usage

## S3 method for class 'wnpmle'
logLik(object, ...)

Arguments

object	A wnpmle object.
...	Ignored.

---

Log-likelihood profile plot for the transformation parameter

Description

Fits the model over a fine grid of transformation parameter values and plots the profile log-likelihood for both the Box-Cox and logarithmic transformation models on a single plot. The log transformation parameter r is shown on the left (negative axis) and the Box-Cox parameter rho on the right (positive axis), meeting at zero where both models coincide.

Usage

plot_loglik(
  formula,
  data,
  id = "id",
  rho_grid = seq(0.01, 1.2, by = 0.01),
  r_grid = seq(0.01, 1.2, by = 0.01),
  tau = NULL,
  mark_points = TRUE,
  file = NULL,
  verbose = TRUE,
  ...
)

Arguments

formula	A formula as passed to wnpmle_fit.
data	A data frame.
id	Name of the subject identifier column.
rho_grid	A numeric vector of rho values for the Box-Cox model (default: seq(0.01, 1.2, by = 0.01)).
r_grid	A numeric vector of r values for the log model (default: seq(0.01, 1.2, by = 0.01)).
tau	Optional truncation time. If NULL (default), uses the maximum observed time in the data.
mark_points	Logical; if TRUE (default), marks reference points at rho=1 (filled circle, Ghosh-Lin) and r=1 (open circle, proportional odds model).
file	Optional path to save the plot as a PDF (e.g. "loglik_profile.pdf"). If NULL (default), plots to the current device.
verbose	Logical; print progress (default TRUE).
...	Additional arguments passed to wnpmle_fit.

Value

A data frame with columns model, param and loglik, invisibly.

Examples

## Not run: 
bdata <- bladder_prep()
bdata_clean <- bdata[, c("id", "time", "status", "treat", "num", "size")]
plot_loglik(Surv(time, status) ~ treat + num + size,
            data = bdata_clean, id = "id")

## End(Not run)

---

Plot method for wnpmle objects

Description

Plots the estimated cumulative baseline mean function Lambda(t) with optional pointwise confidence bands.

Usage

## S3 method for class 'wnpmle'
plot(x, conf_bands = TRUE, ...)

Arguments

x	A wnpmle object.
conf_bands	Logical; if TRUE (default), adds pointwise 95% confidence bands when available.
...	Additional graphical parameters passed to plot.

Value

No return value, called for side effects (produces a plot).

---

Predict marginal mean for new covariate values

Description

Predict marginal mean for new covariate values

Usage

## S3 method for class 'wnpmle'
predict(object, newdata = NULL, times = NULL, ...)

Arguments

object	A wnpmle object.
newdata	A data frame with the same covariates used in fitting. If NULL, returns the estimated Lambda(t) for the baseline (all covariates = 0).
times	Time points at which to evaluate the marginal mean. If NULL, uses the observed recurrent event times.
...	Ignored.

Value

A data frame with columns time and one column per row of newdata (or a single column mu for baseline).

---

Print method for wnpmle objects

Description

Print method for wnpmle objects

Usage

## S3 method for class 'wnpmle'
print(x, ...)

Arguments

x	A wnpmle object.
...	Ignored.

---

Summary method for wnpmle objects

Description

Summary method for wnpmle objects

Usage

## S3 method for class 'wnpmle'
summary(object, tau_grid = TRUE, ...)

Arguments

object	A wnpmle object.
tau_grid	Logical; if TRUE (default), also show Lambda at tau/4, tau/2, and tau.
...	Ignored.

---

Extract variance-covariance matrix from a wnpmle object

Description

Returns the full variance-covariance matrix for (beta, Lambda). To get only the beta part, use vcov(fit)[1:p, 1:p].

Usage

## S3 method for class 'wnpmle'
vcov(object, ...)

Arguments

object	A wnpmle object.
...	Ignored.

---

Fit Weighted NPMLE for Survival Data with Recurrent or Competing Events

Description

Estimates the weighted nonparametric maximum likelihood estimator (wNPMLE) for the marginal mean function of recurrent events in the presence of a competing terminal event. Two transformation models are supported: the Box-Cox model and the logarithmic model.

Usage

wnpmle_fit(
  formula,
  data,
  id = "id",
  type = c("recurrent", "cmprsk", "cmprsk_ltrc"),
  model = c("boxcox", "log"),
  rho = 1,
  tau = NULL,
  se = c("sandwich_adj", "sandwich", "fisher", "none"),
  init_beta = NULL,
  control = list(),
  silent = TRUE
)

Arguments

formula	A formula of the form Surv(time, status) ~ covariates, where status takes value 1 for a recurrent event, 2 for the terminal event (e.g. death), and 0 for censoring.
data	A data frame containing the variables in formula and an id column identifying subjects.
id	Name of the subject identifier column in data (default: "id").
type	Type of analysis. Currently only "recurrent" is supported (recurrent events with a competing terminal event). Future versions will add "cmprsk" (competing risks) and "cmprsk_ltrc" (competing risks with left truncation and right censoring).
model	Transformation model: "boxcox" (default) or "log".
rho	Transformation parameter. For model = "boxcox", this is the Box-Cox parameter rho (default 1, i.e. linear/proportional means model). For model = "log", this is the parameter r in G(x) = log(1 + r*x) / r (default 1).
tau	Follow-up truncation time. Kaplan-Meier censoring weights are truncated at tau. If NULL (default), uses the maximum observed time.
se	Variance estimation method: "sandwich_adj" (default, sandwich with censoring correction), "sandwich" (plain sandwich), "fisher" (inverse Hessian), or "none".
init_beta	Initial values for regression coefficients (default: all zeros).
control	A list of control parameters passed to nlminb.
silent	Suppress TMB output (default: TRUE).

Details

Analysis types: Currently only type = "recurrent" is implemented, for the recurrent events with competing terminal event setting. Support for "cmprsk" (Bellach, Kosorok, Ruschendorf and Fine, 2019) and "cmprsk_ltrc" (left truncation and right censoring) will be added in future versions.

Transformation models: The two models differ in the link function $G$:

• Box-Cox: $G(x) = ((1 + x)^\rho - 1) / \rho$, with $G(x) \to \log(1+x)$ as $\rho \to 0$.

• Logarithmic: $G(x) = \log(1 + r \cdot x) / r$, with $G(x) \to x$ as $r \to 0$.

Both are estimated via automatic differentiation using TMB. The sandwich variance estimator accounts for the estimation of the censoring weights. The censoring-corrected sandwich (sandwich_adj) adds an influence function correction for the Kaplan-Meier censoring weight estimation.

Value

An object of class "wnpmle" with components:

coefficients	Estimated regression coefficients (beta).
se	Standard errors for the regression coefficients.
Lambda	Estimated cumulative baseline mean function, evaluated at the recurrent event times.
lambda	Estimated baseline increments.
event_times	Recurrent event times at which Lambda is estimated.
loglik	Log-likelihood at the optimum.
vcov	Full variance-covariance matrix for (beta, Lambda).
model	Transformation model used.
rho	Transformation parameter used.
tau	Truncation time used.
n	Number of subjects.
n_events	Named vector: recurrent events, terminal events, censored.
convergence	Convergence message from nlminb.
call	The matched call.

References

Bellach, A. and Kosorok, M.R. (2026). Weighted NPMLE for the marginal mean of recurrent events with a competing terminal event. arXiv preprint arXiv:2605.25934.

Bellach, A., Kosorok, M.R., Ruschendorf, L. and Fine, J.P. (2019). Weighted NPMLE for the subdistribution of a competing risk. Journal of the American Statistical Association, 114(525), 259-270.

Examples

library(survival)
  data("bladder2", package = "survival")
  bladder2_prepped <- bladder_prep()

  fit <- wnpmle_fit(Surv(time, status) ~ treat + num + size,
                    data = bladder2_prepped, id = "id",
                    model = "log", rho = 1)
  summary(fit)

---