Performs threshold regression analysis for survival data with change-points. This method is designed to identify and model thresholds or change-points in survival processes where the hazard function changes at unknown time points.
Usage
thresholdregression(
  data,
  time,
  status,
  covariates,
  thresholdType = "single",
  estimationMethod = "mle",
  maxThresholds = 3,
  confidenceLevel = 0.95,
  bootstrapSamples = 500,
  performBootstrap = FALSE,
  selectionCriterion = "bic",
  plotHazard = TRUE,
  plotResiduals = FALSE,
  diagnosticTests = TRUE
)Arguments
- data
- the data as a data frame 
- time
- the time variable for survival analysis 
- status
- the status variable (0 = censored, 1 = event) 
- covariates
- covariates to include in the threshold regression model 
- thresholdType
- the type of threshold model to fit 
- estimationMethod
- the estimation method for threshold parameters 
- maxThresholds
- maximum number of thresholds to consider for multiple threshold models 
- confidenceLevel
- the confidence level for threshold estimates 
- bootstrapSamples
- number of bootstrap samples for confidence intervals 
- performBootstrap
- whether to perform bootstrap analysis for confidence intervals 
- selectionCriterion
- criterion for selecting the optimal number of thresholds 
- plotHazard
- whether to plot the estimated hazard function with thresholds 
- plotResiduals
- whether to plot model residuals 
- diagnosticTests
- whether to perform diagnostic tests for threshold significance 
Value
A results object containing:
| results$instructions | a html | ||||
| results$thresholdEstimates | a table | ||||
| results$modelCoefficients | a table | ||||
| results$modelSelection | a table | ||||
| results$diagnosticTests | a table | ||||
| results$bootstrapResults | a table | ||||
| results$hazardPlot | an image | ||||
| results$residualPlot | an image | ||||
| results$modelSummary | a html | 
Tables can be converted to data frames with asDF or as.data.frame. For example:
results$thresholdEstimates$asDF
as.data.frame(results$thresholdEstimates)
Details
Key features:
- Multiple change-point detection in survival data 
- Threshold regression with parametric and semi-parametric approaches 
- Covariate effects on threshold parameters 
- Model selection for optimal number of thresholds 
- Bootstrap confidence intervals for threshold estimates 
- Graphical visualization of hazard changes 
Examples
# Threshold regression with single change-point
thresholdregression(
    data = data,
    time = "time",
    status = "status",
    covariates = c("age", "treatment"),
    thresholdType = "single",
    estimationMethod = "mle"
)