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flexsurv: A Platform for Parametric Survival Modeling in R

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  • Jackson, Christopher

Abstract

flexsurv is an R package for fully-parametric modeling of survival data. Any parametric time-to-event distribution may be fitted if the user supplies a probability density or hazard function, and ideally also their cumulative versions. Standard survival distributions are built in, including the three and four-parameter generalized gamma and F distributions. Any parameter of any distribution can be modeled as a linear or log-linear function of covariates. The package also includes the spline model of Royston and Parmar (2002), in which both baseline survival and covariate effects can be arbitrarily flexible parametric functions of time. The main model-fitting function, flexsurvreg, uses the familiar syntax of survreg from the standard survival package (Therneau 2016). Censoring or left-truncation are specified in 'Surv' objects. The models are fitted by maximizing the full log-likelihood, and estimates and confidence intervals for any function of the model parameters can be printed or plotted. flexsurv also provides functions for fitting and predicting from fully-parametric multi-state models, and connects with the mstate package (de Wreede, Fiocco, and Putter 2011). This article explains the methods and design principles of the package, giving several worked examples of its use.

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  • Jackson, Christopher, 2016. "flexsurv: A Platform for Parametric Survival Modeling in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 70(i08).
    • Handle: RePEc:jss:jstsof:v:070:i08
    DOI: https://hdl.handle.net/10.18637/jss.v070.i08
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    References listed on IDEAS

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    1. Jackson, Christopher, 2011. "Multi-State Models for Panel Data: The msm Package for R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 38(i08).
    2. W. Sauerbrei & P. Royston, 1999. "Building multivariable prognostic and diagnostic models: transformation of the predictors by using fractional polynomials," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 162(1), pages 71-94.
    3. Micha Mandel, 2013. "Simulation-Based Confidence Intervals for Functions With Complicated Derivatives," The American Statistician, Taylor & Francis Journals, vol. 67(2), pages 76-81, May.
    4. Patrick Royston & Paul C. Lambert, 2011. "Flexible Parametric Survival Analysis Using Stata: Beyond the Cox Model," Stata Press books, StataCorp LP, number fpsaus, March.
    5. Patrick Royston & Douglas G. Altman, 1994. "Regression Using Fractional Polynomials of Continuous Covariates: Parsimonious Parametric Modelling," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 43(3), pages 429-453, September.
    6. de Wreede, Liesbeth C. & Fiocco, Marta & Putter, Hein, 2011. "mstate: An R Package for the Analysis of Competing Risks and Multi-State Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 38(i07).
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