Package 'primarycensored'

Title: Primary Event Censored Distributions
Description: Provides functions for working with primary event censored distributions and 'Stan' implementations for use in Bayesian modeling. Primary event censored distributions are useful for modeling delayed reporting scenarios in epidemiology and other fields (Charniga et al. (2024) <doi:10.48550/arXiv.2405.08841>). It also provides support for arbitrary delay distributions, a range of common primary distributions, and allows for truncation and secondary event censoring to be accounted for (Park et al. (2024) <doi:10.1101/2024.01.12.24301247>). A subset of common distributions also have analytical solutions implemented, allowing for faster computation. In addition, it provides multiple methods for fitting primary event censored distributions to data via optional dependencies.
Authors: Sam Abbott [aut, cre, cph] , Sam Brand [aut] , Adam Howes [ctb] , Sebastian Funk [ctb]
Maintainer: Sam Abbott <[email protected]>
License: MIT + file LICENSE
Version: 1.0.0
Built: 2024-10-28 12:32:38 UTC
Source: https://github.com/epinowcast/primarycensored

Help Index


Check if a function is a valid bounded probability density function (PDF)

Description

This function tests whether a given function behaves like a valid PDF by checking if it integrates to approximately 1 over the specified range and if it takes the arguments min and max.

Usage

check_dprimary(dprimary, pwindow, dprimary_args = list(), tolerance = 0.001)

Arguments

dprimary

Function to generate the probability density function (PDF) of primary event times. This function should take a value x and a pwindow parameter, and return a probability density. It should be normalized to integrate to 1 over [0, pwindow]. Defaults to a uniform distribution over [0, pwindow]. Users can provide custom functions or use helper functions like dexpgrowth for an exponential growth distribution. See primary_dists.R for examples.

pwindow

Primary event window

dprimary_args

List of additional arguments to be passed to dprimary. For example, when using dexpgrowth, you would pass list(min = 0, max = pwindow, r = 0.2) to set the minimum, maximum, and rate parameters

tolerance

The tolerance for the integral to be considered close to 1

Value

NULL. The function will stop execution with an error message if dprimary is not a valid PDF.

See Also

Distribution checking functions check_pdist(), check_truncation()

Examples

check_dprimary(dunif, pwindow = 1)

Check if a function is a valid cumulative distribution function (CDF)

Description

This function tests whether a given function behaves like a valid CDF by checking if it's monotonically increasing and bounded between 0 and 1.

Usage

check_pdist(pdist, D, ...)

Arguments

pdist

Distribution function (CDF)

D

Maximum delay (truncation point). If finite, the distribution is truncated at D. If set to Inf, no truncation is applied. Defaults to Inf.

...

Additional arguments to be passed to pdist

Value

NULL. The function will stop execution with an error message if pdist is not a valid CDF.

See Also

Distribution checking functions check_dprimary(), check_truncation()

Examples

check_pdist(pnorm, D = 10)

Check if truncation time is appropriate relative to the maximum delay

Description

This function checks if the truncation time D is appropriate relative to the maximum delay. If D is much larger than necessary, it suggests considering setting it to Inf for better efficiency with minimal accuracy cost.

Usage

check_truncation(delays, D, multiplier = 2)

Arguments

delays

A numeric vector of delay times

D

The truncation time

multiplier

The multiplier for the maximum delay to compare with D. Default is 2.

Value

Invisible NULL. Prints a message if the condition is met.

See Also

Distribution checking functions check_dprimary(), check_pdist()

Examples

check_truncation(delays = c(1, 2, 3, 4), D = 10, multiplier = 2)

Compute the primary event censored PMF for delays

Description

This function computes the primary event censored probability mass function (PMF) for a given set of quantiles. It adjusts the PMF of the primary event distribution by accounting for the delay distribution and potential truncation at a maximum delay (D). The function allows for custom primary event distributions and delay distributions.

Usage

dprimarycensored(
  x,
  pdist,
  pwindow = 1,
  swindow = 1,
  D = Inf,
  dprimary = stats::dunif,
  dprimary_args = list(),
  log = FALSE,
  pdist_name = NULL,
  dprimary_name = NULL,
  ...
)

dpcens(
  x,
  pdist,
  pwindow = 1,
  swindow = 1,
  D = Inf,
  dprimary = stats::dunif,
  dprimary_args = list(),
  log = FALSE,
  pdist_name = NULL,
  dprimary_name = NULL,
  ...
)

Arguments

x

Vector of quantiles

pdist

Distribution function (CDF)

pwindow

Primary event window

swindow

Secondary event window (default: 1)

D

Maximum delay (truncation point). If finite, the distribution is truncated at D. If set to Inf, no truncation is applied. Defaults to Inf.

dprimary

Function to generate the probability density function (PDF) of primary event times. This function should take a value x and a pwindow parameter, and return a probability density. It should be normalized to integrate to 1 over [0, pwindow]. Defaults to a uniform distribution over [0, pwindow]. Users can provide custom functions or use helper functions like dexpgrowth for an exponential growth distribution. See primary_dists.R for examples.

dprimary_args

List of additional arguments to be passed to dprimary. For example, when using dexpgrowth, you would pass list(min = 0, max = pwindow, r = 0.2) to set the minimum, maximum, and rate parameters

log

Logical; if TRUE, probabilities p are given as log(p)

pdist_name

A string specifying the name of the delay distribution function. If NULL, the function name is extracted using .extract_function_name(). Used to determine if a analytical solution exists for the primary censored distribution. Must be set if pdist is passed a pre-assigned variable rather than a function name.

dprimary_name

A string specifying the name of the primary event distribution function. If NULL, the function name is extracted using .extract_function_name(). Used to determine if a analytical solution exists for the primary censored distribution. Must be set if dprimary is passed a pre-assigned variable rather than a function name.

...

Additional arguments to be passed to the distribution function

Details

The primary event censored PMF is computed by taking the difference of the primary event censored cumulative distribution function (CDF) at two points, d+swindowd + \text{swindow} and dd. The primary event censored PMF, fcens(d)f_{\text{cens}}(d), is given by:

fcens(d)=Fcens(d+swindow)Fcens(d)f_{\text{cens}}(d) = F_{\text{cens}}(d + \text{swindow}) - F_{\text{cens}}(d)

where FcensF_{\text{cens}} is the primary event censored CDF.

The function first computes the CDFs for all unique points (including both dd and d+swindowd + \text{swindow}) using pprimarycensored(). It then creates a lookup table for these CDFs to efficiently calculate the PMF for each input value. For non-positive delays, the function returns 0.

If a finite maximum delay DD is specified, the PMF is normalized to ensure it sums to 1 over the range [0, D]. This normalization can be expressed as:

fcens,norm(d)=fcens(d)i=0D1fcens(i)f_{\text{cens,norm}}(d) = \frac{f_{\text{cens}}(d)}{\sum_{i=0}^{D-1} f_{\text{cens}}(i)}

where fcens,norm(d)f_{\text{cens,norm}}(d) is the normalized PMF and fcens(d)f_{\text{cens}}(d) is the unnormalized PMF. For the explanation and mathematical details of the CDF, refer to the documentation of pprimarycensored().

Value

Vector of primary event censored PMFs, normalized by D if finite (truncation adjustment)

See Also

Primary event censored distribution functions pprimarycensored(), rprimarycensored()

Examples

# Example: Weibull distribution with uniform primary events
dprimarycensored(c(0.1, 0.5, 1), pweibull, shape = 1.5, scale = 2.0)

# Example: Weibull distribution with exponential growth primary events
dprimarycensored(
  c(0.1, 0.5, 1), pweibull,
  dprimary = dexpgrowth,
  dprimary_args = list(r = 0.2), shape = 1.5, scale = 2.0
)

Exponential growth distribution functions

Description

Density, distribution function, and random generation for the exponential growth distribution.

Usage

dexpgrowth(x, min = 0, max = 1, r, log = FALSE)

pexpgrowth(q, min = 0, max = 1, r, lower.tail = TRUE, log.p = FALSE)

rexpgrowth(n, min = 0, max = 1, r)

Arguments

x, q

Vector of quantiles.

min

Minimum value of the distribution range. Default is 0.

max

Maximum value of the distribution range. Default is 1.

r

Rate parameter for the exponential growth.

log, log.p

Logical; if TRUE, probabilities p are given as log(p).

lower.tail

Logical; if TRUE (default), probabilities are P[X <= x], otherwise, P[X > x].

n

Number of observations. If length(n) > 1, the length is taken to be the number required.

Details

The exponential growth distribution is defined on the interval [min, max] with rate parameter (r). Its probability density function (PDF) is:

f(x)=rexp(r(xmin))exp(rmax)exp(rmin)f(x) = \frac{r \cdot \exp(r \cdot (x - min))}{\exp(r \cdot max) - \exp(r \cdot min)}

The cumulative distribution function (CDF) is:

F(x)=exp(r(xmin))exp(rmin)exp(rmax)exp(rmin)F(x) = \frac{\exp(r \cdot (x - min)) - \exp(r \cdot min)}{ \exp(r \cdot max) - \exp(r \cdot min)}

For random number generation, we use the inverse transform sampling method:

  1. Generate uUniform(0,1)u \sim \text{Uniform}(0,1)

  2. Set F(x)=uF(x) = u and solve for xx:

    x=min+1rlog(u(exp(rmax)exp(rmin))+exp(rmin))x = min + \frac{1}{r} \cdot \log(u \cdot (\exp(r \cdot max) - \exp(r \cdot min)) + \exp(r \cdot min))

This method works because of the probability integral transform theorem, which states that if XX is a continuous random variable with CDF F(x)F(x), then Y=F(X)Y = F(X) follows a Uniform(0,1)\text{Uniform}(0,1) distribution. Conversely, if UU is a Uniform(0,1)\text{Uniform}(0,1) random variable, then F1(U)F^{-1}(U) has the same distribution as XX, where F1F^{-1} is the inverse of the CDF.

In our case, we generate uu from Uniform(0,1)\text{Uniform}(0,1), then solve F(x)=uF(x) = u for xx to get a sample from our exponential growth distribution. The formula for xx is derived by algebraically solving the equation:

u=exp(r(xmin))exp(rmin)exp(rmax)exp(rmin)u = \frac{\exp(r \cdot (x - min)) - \exp(r \cdot min)}{\exp(r \cdot max) - \exp(r \cdot min)}

When rr is very close to 0 (r<1e10|r| < 1e-10), the distribution approximates a uniform distribution on [min, max], and we use a simpler method to generate samples directly from this uniform distribution.

Value

dexpgrowth gives the density, pexpgrowth gives the distribution function, and rexpgrowth generates random deviates.

The length of the result is determined by n for rexpgrowth, and is the maximum of the lengths of the numerical arguments for the other functions.

Examples

x <- seq(0, 1, by = 0.1)
probs <- dexpgrowth(x, r = 0.2)
cumprobs <- pexpgrowth(x, r = 0.2)
samples <- rexpgrowth(100, r = 0.2)

Fit a distribution to doubly censored data

Description

This function wraps the custom approach for fitting distributions to doubly censored data using fitdistrplus and primarycensored.

Usage

fitdistdoublecens(
  censdata,
  distr,
  pwindow = 1,
  D = Inf,
  dprimary = stats::dunif,
  dprimary_name = NULL,
  dprimary_args = list(),
  truncation_check_multiplier = 2,
  ...
)

Arguments

censdata

A data frame with columns 'left' and 'right' representing the lower and upper bounds of the censored observations. Unlike fitdistrplus::fitdistcens() NA is not supported for either the upper or lower bounds.

distr

A character string naming the distribution to be fitted.

pwindow

Primary event window

D

Maximum delay (truncation point). If finite, the distribution is truncated at D. If set to Inf, no truncation is applied. Defaults to Inf.

dprimary

Function to generate the probability density function (PDF) of primary event times. This function should take a value x and a pwindow parameter, and return a probability density. It should be normalized to integrate to 1 over [0, pwindow]. Defaults to a uniform distribution over [0, pwindow]. Users can provide custom functions or use helper functions like dexpgrowth for an exponential growth distribution. See primary_dists.R for examples.

dprimary_name

A string specifying the name of the primary event distribution function. If NULL, the function name is extracted using .extract_function_name(). Used to determine if a analytical solution exists for the primary censored distribution. Must be set if dprimary is passed a pre-assigned variable rather than a function name.

dprimary_args

List of additional arguments to be passed to dprimary. For example, when using dexpgrowth, you would pass list(min = 0, max = pwindow, r = 0.2) to set the minimum, maximum, and rate parameters

truncation_check_multiplier

Numeric multiplier to use for checking if the truncation time D is appropriate relative to the maximum delay. Set to NULL to skip the check. Default is 2.

...

Additional arguments to be passed to fitdistrplus::fitdist().

Details

This function temporarily assigns and then removes functions from the global environment in order to work with fitdistr. Users should be aware of this behaviour, especially if they have existing functions with the same names in their global environment.

Value

An object of class "fitdist" as returned by fitdistrplus::fitdist.

See Also

Modelling wrappers for external fitting packages pcd_as_stan_data(), pcd_cmdstan_model()

Examples

# Example with normal distribution
set.seed(123)
n <- 1000
true_mean <- 5
true_sd <- 2
pwindow <- 2
swindow <- 2
D <- 10
samples <- rprimarycensored(
  n, rnorm,
  mean = true_mean, sd = true_sd,
  pwindow = pwindow, swindow = swindow, D = D
)

delay_data <- data.frame(
  left = samples,
  right = samples + swindow
)

fit_norm <- fitdistdoublecens(
  delay_data,
  distr = "norm",
  start = list(mean = 0, sd = 1),
  D = D, pwindow = pwindow
)

summary(fit_norm)

S3 class for primary event censored distribution computation

Description

S3 class for primary event censored distribution computation

Usage

new_pcens(
  pdist,
  dprimary,
  dprimary_args,
  pdist_name = NULL,
  dprimary_name = NULL,
  ...
)

Arguments

pdist

Distribution function (CDF)

dprimary

Function to generate the probability density function (PDF) of primary event times. This function should take a value x and a pwindow parameter, and return a probability density. It should be normalized to integrate to 1 over [0, pwindow]. Defaults to a uniform distribution over [0, pwindow]. Users can provide custom functions or use helper functions like dexpgrowth for an exponential growth distribution. See primary_dists.R for examples.

dprimary_args

List of additional arguments to be passed to dprimary. For example, when using dexpgrowth, you would pass list(min = 0, max = pwindow, r = 0.2) to set the minimum, maximum, and rate parameters

pdist_name

A string specifying the name of the delay distribution function. If NULL, the function name is extracted using .extract_function_name(). Used to determine if a analytical solution exists for the primary censored distribution. Must be set if pdist is passed a pre-assigned variable rather than a function name.

dprimary_name

A string specifying the name of the primary event distribution function. If NULL, the function name is extracted using .extract_function_name(). Used to determine if a analytical solution exists for the primary censored distribution. Must be set if dprimary is passed a pre-assigned variable rather than a function name.

...

Additional arguments to be passed to pdist

Value

An object of class ⁠pcens_{pdist_name}_{dprimary_name}⁠. This contains the primary event distribution, the delay distribution, the delay distribution arguments, and any additional arguments. It can be used with the pcens_cdf() function to compute the primary event censored cdf.

See Also

Low level primary event censored distribution objects and methods pcens_cdf(), pcens_cdf.default(), pcens_cdf.pcens_pgamma_dunif(), pcens_cdf.pcens_plnorm_dunif()


Prepare data for primarycensored Stan model

Description

This function takes in delay data and prepares it for use with the primarycensored Stan model.

Usage

pcd_as_stan_data(
  data,
  delay = "delay",
  delay_upper = "delay_upper",
  n = "n",
  pwindow = "pwindow",
  relative_obs_time = "relative_obs_time",
  dist_id,
  primary_id,
  param_bounds,
  primary_param_bounds,
  priors,
  primary_priors,
  compute_log_lik = FALSE,
  use_reduce_sum = FALSE,
  truncation_check_multiplier = 2
)

Arguments

data

A data frame containing the delay data.

delay

Column name for observed delays (default: "delay")

delay_upper

Column name for upper bound of delays (default: "delay_upper")

n

Column name for count of observations (default: "n")

pwindow

Column name for primary window (default: "pwindow")

relative_obs_time

Column name for relative observation time (default: "relative_obs_time")

dist_id

Integer identifying the delay distribution: 1 = Lognormal, 2 = Gamma, 3 = Weibull, 4 = Exponential, 5 = Generalized Gamma, 6 = Negative Binomial, 7 = Poisson, 8 = Bernoulli, 9 = Beta, 10 = Binomial, 11 = Categorical, 12 = Cauchy, 13 = Chi-square, 14 = Dirichlet, 15 = Gumbel, 16 = Inverse Gamma, 17 = Logistic

primary_id

Integer identifying the primary distribution: 1 = Uniform, 2 = Exponential growth

param_bounds

A list with elements lower and upper, each a numeric vector specifying bounds for the delay distribution parameters.

primary_param_bounds

A list with elements lower and upper, each a numeric vector specifying bounds for the primary distribution parameters.

priors

A list with elements location and scale, each a numeric vector specifying priors for the delay distribution parameters.

primary_priors

A list with elements location and scale, each a numeric vector specifying priors for the primary distribution parameters.

compute_log_lik

Logical; compute log likelihood? (default: FALSE)

use_reduce_sum

Logical; use reduce_sum for performance? (default: FALSE)

truncation_check_multiplier

Numeric multiplier to use for checking if the truncation time D is appropriate relative to the maximum delay for each unique D value. Set to NULL to skip the check. Default is 2.

Value

A list containing the data formatted for use with pcd_cmdstan_model()

See Also

Modelling wrappers for external fitting packages fitdistdoublecens(), pcd_cmdstan_model()

Examples

data <- data.frame(
  delay = c(1, 2, 3),
  delay_upper = c(2, 3, 4),
  n = c(10, 20, 15),
  pwindow = c(1, 1, 2),
  relative_obs_time = c(10, 10, 10)
)
stan_data <- pcd_as_stan_data(
  data,
  dist_id = 1,
  primary_id = 1,
  param_bounds = list(lower = c(0, 0), upper = c(10, 10)),
  primary_param_bounds = list(lower = numeric(0), upper = numeric(0)),
  priors = list(location = c(1, 1), scale = c(1, 1)),
  primary_priors = list(location = numeric(0), scale = numeric(0))
)

Create a CmdStanModel with primarycensored Stan functions

Description

This function creates a CmdStanModel object using the Stan model and functions from primarycensored and optionally includes additional user-specified Stan files.

Usage

pcd_cmdstan_model(include_paths = primarycensored::pcd_stan_path(), ...)

Arguments

include_paths

Character vector of paths to include for Stan compilation. Defaults to the result of pcd_stan_path().

...

Additional arguments passed to cmdstanr::cmdstan_model().

Details

The underlying Stan model (pcens_model.stan) supports various features:

  • Multiple probability distributions for modeling delays

  • Primary and secondary censoring

  • Truncation

  • Optional use of reduce_sum for improved performance (via within chain parallelism).

  • Flexible prior specifications

  • Optional computation of log-likelihood for model comparison

Value

A CmdStanModel object.

See Also

Modelling wrappers for external fitting packages fitdistdoublecens(), pcd_as_stan_data()

Examples

if (!is.null(cmdstanr::cmdstan_version(error_on_NA = FALSE))) {
  model <- pcd_cmdstan_model(compile = FALSE)
  model
}

Load Stan functions as a string

Description

Load Stan functions as a string

Usage

pcd_load_stan_functions(
  functions = NULL,
  stan_path = primarycensored::pcd_stan_path(),
  wrap_in_block = FALSE,
  write_to_file = FALSE,
  output_file = "pcd_functions.stan"
)

Arguments

functions

Character vector of function names to load. Defaults to all functions.

stan_path

Character string, the path to the Stan code. Defaults to the path to the Stan code in the primarycensored package.

wrap_in_block

Logical, whether to wrap the functions in a ⁠functions{}⁠ block. Default is FALSE.

write_to_file

Logical, whether to write the output to a file. Default is FALSE.

output_file

Character string, the path to write the output file if write_to_file is TRUE. Defaults to "pcd_functions.stan".

Value

A character string containing the requested Stan functions

See Also

Tools for working with package Stan functions pcd_stan_files(), pcd_stan_functions(), pcd_stan_path()


Get Stan files containing specified functions

Description

This function retrieves Stan files from a specified directory, optionally filtering for files that contain specific functions.

Usage

pcd_stan_files(functions = NULL, stan_path = primarycensored::pcd_stan_path())

Arguments

functions

Character vector of function names to search for. If NULL, all Stan files are returned.

stan_path

Character string specifying the path to the directory containing Stan files. Defaults to the Stan path of the primarycensored package.

Value

A character vector of file paths to Stan files.

See Also

Tools for working with package Stan functions pcd_load_stan_functions(), pcd_stan_functions(), pcd_stan_path()


Get Stan function names from Stan files

Description

This function reads all Stan files in the specified directory and extracts the names of all functions defined in those files.

Usage

pcd_stan_functions(stan_path = primarycensored::pcd_stan_path())

Arguments

stan_path

Character string specifying the path to the directory containing Stan files. Defaults to the Stan path of the primarycensored package.

Value

A character vector containing unique names of all functions found in the Stan files.

See Also

Tools for working with package Stan functions pcd_load_stan_functions(), pcd_stan_files(), pcd_stan_path()


Get the path to the Stan code

Description

Get the path to the Stan code

Usage

pcd_stan_path()

Value

A character string with the path to the Stan code

See Also

Tools for working with package Stan functions pcd_load_stan_functions(), pcd_stan_files(), pcd_stan_functions()


Compute primary event censored CDF

Description

Compute primary event censored CDF

Usage

pcens_cdf(object, q, pwindow, use_numeric = FALSE)

Arguments

object

A primarycensored object as created by new_pcens().

q

Vector of quantiles

pwindow

Primary event window

use_numeric

Logical, if TRUE forces use of numeric integration even for distributions with analytical solutions. This is primarily useful for testing purposes or for settings where the analytical solution breaks down.

Value

Vector of computed primary event censored CDFs

See Also

Low level primary event censored distribution objects and methods new_pcens(), pcens_cdf.default(), pcens_cdf.pcens_pgamma_dunif(), pcens_cdf.pcens_plnorm_dunif()


Default method for computing primary event censored CDF

Description

This method serves as a fallback for combinations of delay and primary event distributions that don't have specific implementations. It uses the numeric integration method.

Usage

## Default S3 method:
pcens_cdf(object, q, pwindow, use_numeric = FALSE)

Arguments

object

A primarycensored object as created by new_pcens().

q

Vector of quantiles

pwindow

Primary event window

use_numeric

Logical, if TRUE forces use of numeric integration even for distributions with analytical solutions. This is primarily useful for testing purposes or for settings where the analytical solution breaks down.

Details

This method implements the numerical integration approach for computing the primary event censored CDF. It uses the same mathematical formulation as described in the details section of pprimarycensored(), but applies numerical integration instead of analytical solutions.

Value

Vector of computed primary event censored CDFs

See Also

pprimarycensored() for the mathematical details of the primary event censored CDF computation.

Low level primary event censored distribution objects and methods new_pcens(), pcens_cdf(), pcens_cdf.pcens_pgamma_dunif(), pcens_cdf.pcens_plnorm_dunif()


Method for Gamma delay with uniform primary

Description

Method for Gamma delay with uniform primary

Usage

## S3 method for class 'pcens_pgamma_dunif'
pcens_cdf(object, q, pwindow, use_numeric = FALSE)

Arguments

object

A primarycensored object as created by new_pcens().

q

Vector of quantiles

pwindow

Primary event window

use_numeric

Logical, if TRUE forces use of numeric integration even for distributions with analytical solutions. This is primarily useful for testing purposes or for settings where the analytical solution breaks down.

Value

Vector of computed primary event censored CDFs

See Also

Low level primary event censored distribution objects and methods new_pcens(), pcens_cdf(), pcens_cdf.default(), pcens_cdf.pcens_plnorm_dunif()


Method for Log-Normal delay with uniform primary

Description

Method for Log-Normal delay with uniform primary

Usage

## S3 method for class 'pcens_plnorm_dunif'
pcens_cdf(object, q, pwindow, use_numeric = FALSE)

Arguments

object

A primarycensored object as created by new_pcens().

q

Vector of quantiles

pwindow

Primary event window

use_numeric

Logical, if TRUE forces use of numeric integration even for distributions with analytical solutions. This is primarily useful for testing purposes or for settings where the analytical solution breaks down.

Value

Vector of computed primary event censored CDFs

See Also

Low level primary event censored distribution objects and methods new_pcens(), pcens_cdf(), pcens_cdf.default(), pcens_cdf.pcens_pgamma_dunif()


Method for Weibull delay with uniform primary

Description

Method for Weibull delay with uniform primary

Usage

## S3 method for class 'pcens_pweibull_dunif'
pcens_cdf(object, q, pwindow, use_numeric = FALSE)

Arguments

object

A primarycensored object as created by new_pcens().

q

Vector of quantiles

pwindow

Primary event window

use_numeric

Logical, if TRUE forces use of numeric integration even for distributions with analytical solutions. This is primarily useful for testing purposes or for settings where the analytical solution breaks down.

Value

Vector of computed primary event censored CDFs


Compute the primary event censored CDF for delays

Description

This function computes the primary event censored cumulative distribution function (CDF) for a given set of quantiles. It adjusts the CDF of the primary event distribution by accounting for the delay distribution and potential truncation at a maximum delay (D). The function allows for custom primary event distributions and delay distributions.

Usage

pprimarycensored(
  q,
  pdist,
  pwindow = 1,
  D = Inf,
  dprimary = stats::dunif,
  dprimary_args = list(),
  pdist_name = NULL,
  dprimary_name = NULL,
  ...
)

ppcens(
  q,
  pdist,
  pwindow = 1,
  D = Inf,
  dprimary = stats::dunif,
  dprimary_args = list(),
  pdist_name = NULL,
  dprimary_name = NULL,
  ...
)

Arguments

q

Vector of quantiles

pdist

Distribution function (CDF)

pwindow

Primary event window

D

Maximum delay (truncation point). If finite, the distribution is truncated at D. If set to Inf, no truncation is applied. Defaults to Inf.

dprimary

Function to generate the probability density function (PDF) of primary event times. This function should take a value x and a pwindow parameter, and return a probability density. It should be normalized to integrate to 1 over [0, pwindow]. Defaults to a uniform distribution over [0, pwindow]. Users can provide custom functions or use helper functions like dexpgrowth for an exponential growth distribution. See primary_dists.R for examples.

dprimary_args

List of additional arguments to be passed to dprimary. For example, when using dexpgrowth, you would pass list(min = 0, max = pwindow, r = 0.2) to set the minimum, maximum, and rate parameters

pdist_name

A string specifying the name of the delay distribution function. If NULL, the function name is extracted using .extract_function_name(). Used to determine if a analytical solution exists for the primary censored distribution. Must be set if pdist is passed a pre-assigned variable rather than a function name.

dprimary_name

A string specifying the name of the primary event distribution function. If NULL, the function name is extracted using .extract_function_name(). Used to determine if a analytical solution exists for the primary censored distribution. Must be set if dprimary is passed a pre-assigned variable rather than a function name.

...

Additional arguments to be passed to pdist

Details

The primary event censored CDF is computed by integrating the product of the delay distribution function (CDF) and the primary event distribution function (PDF) over the primary event window. The integration is adjusted for truncation if a finite maximum delay (D) is specified.

The primary event censored CDF, Fcens(q)F_{\text{cens}}(q), is given by:

Fcens(q)=0pwindowF(qp)fprimary(p)dpF_{\text{cens}}(q) = \int_{0}^{pwindow} F(q - p) \cdot f_{\text{primary}}(p) \, dp

where FF is the CDF of the delay distribution, fprimaryf_{\text{primary}} is the PDF of the primary event times, and pwindowpwindow is the primary event window.

If the maximum delay DD is finite, the CDF is normalized by dividing by Fcens(D)F_{\text{cens}}(D):

Fcens,norm(q)=Fcens(q)Fcens(D)F_{\text{cens,norm}}(q) = \frac{F_{\text{cens}}(q)}{F_{\text{cens}}(D)}

where Fcens,norm(q)F_{\text{cens,norm}}(q) is the normalized CDF.

This function creates a primarycensored object using new_pcens() and then computes the primary event censored CDF using pcens_cdf(). This abstraction allows for automatic use of analytical solutions when available, while seamlessly falling back to numerical integration when necessary.

Note: For analytical detection to work correctly, pdist and dprimary must be directly passed as distribution functions, not via assignment or pdist_name and dprimary_name must be used to override the default extraction of the function name.

Value

Vector of primary event censored CDFs, normalized by D if finite (truncation adjustment)

See Also

new_pcens() and pcens_cdf()

Primary event censored distribution functions dprimarycensored(), rprimarycensored()

Examples

# Example: Lognormal distribution with uniform primary events
pprimarycensored(c(0.1, 0.5, 1), plnorm, meanlog = 0, sdlog = 1)

# Example: Lognormal distribution with exponential growth primary events
pprimarycensored(
  c(0.1, 0.5, 1), plnorm,
  dprimary = dexpgrowth,
  dprimary_args = list(r = 0.2), meanlog = 0, sdlog = 1
)

Generate random samples from a primary event censored distribution

Description

This function generates random samples from a primary event censored distribution. It adjusts the distribution by accounting for the primary event distribution and potential truncation at a maximum delay (D). The function allows for custom primary event distributions and delay distributions.

Usage

rprimarycensored(
  n,
  rdist,
  pwindow = 1,
  swindow = 1,
  D = Inf,
  rprimary = stats::runif,
  rprimary_args = list(),
  oversampling_factor = 1.2,
  ...
)

rpcens(
  n,
  rdist,
  pwindow = 1,
  swindow = 1,
  D = Inf,
  rprimary = stats::runif,
  rprimary_args = list(),
  oversampling_factor = 1.2,
  ...
)

Arguments

n

Number of random samples to generate.

rdist

Function to generate random samples from the delay distribution for example stats::rlnorm() for lognormal distribution.

pwindow

Primary event window

swindow

Integer specifying the window size for rounding the delay (default is 1). If swindow = 0 then no rounding is applied.

D

Maximum delay (truncation point). If finite, the distribution is truncated at D. If set to Inf, no truncation is applied. Defaults to Inf.

rprimary

Function to generate random samples from the primary distribution (default is stats::runif()).

rprimary_args

List of additional arguments to be passed to rprimary.

oversampling_factor

Factor by which to oversample the number of samples to account for truncation (default is 1.2).

...

Additional arguments to be passed to the distribution function.

Details

The mathematical formulation for generating random samples from a primary event censored distribution is as follows:

  1. Generate primary event times (p) from the specified primary event distribution (f_p) within the primary event window (pwindow):

    pfp(x),0xpwindowp \sim f_p(x), \quad 0 \leq x \leq pwindow

  2. Generate delays (d) from the specified delay distribution (f_d) with parameters theta:

    dfd(x;θ)d \sim f_d(x; \theta)

  3. Calculate the total delays (t) by adding the primary event times and the delays:

    t=p+dt = p + d

  4. Apply truncation to ensure that the delays are within the specified range [0, D]:

    ttruncated={t0t<D}t_{truncated} = \{t \mid 0 \leq t < D\}

  5. Round the truncated delays to the nearest secondary event window (swindow):

    tvalid=ttruncatedswindow×swindowt_{valid} = \lfloor \frac{t_{truncated}}{swindow} \rfloor \times swindow

The function oversamples to account for potential truncation and generates additional samples if needed to reach the desired number of valid samples.

Value

Vector of random samples from the primary event censored distribution censored by the secondary event window.

See Also

Primary event censored distribution functions dprimarycensored(), pprimarycensored()

Examples

# Example: Lognormal distribution with uniform primary events
rprimarycensored(10, rlnorm, meanlog = 0, sdlog = 1)

# Example: Lognormal distribution with exponential growth primary events
rprimarycensored(
  10, rlnorm,
  rprimary = rexpgrowth, rprimary_args = list(r = 0.2),
  meanlog = 0, sdlog = 1
)