r-cran-msm 1.1.4-1 / usr / lib / R / site-library / msm / NEWS

-*- text -*-

USER-VISIBLE CHANGES (for detailed changes see ChangeLog in the source package)
--------------------

Version 1.1.4 (2012-12-10)
-------------

o Minor modification of package tests to enable R CMD check to pass
  with the forthcoming release of mvtnorm.


Version 1.1.3 (2012-09-28)
-------------

o Bug fix: qmatrix.msm and ematrix.msm were returning inaccurate delta
  method standard errors / CIs with center=FALSE, covariates and
  user-supplied covariate values. Thanks to Vikki O'Neill for the
  report.

o Use BFGS method for one-parameter optimisation unless method
  supplied explicitly, avoiding warning about unreliability of
  Nelder-Mead.


Version 1.1.2 (2012-07-31)
-------------

o New Student t distribution for hidden Markov model outcomes.  Thanks
  to Darren Gillis.

o Removed debugging browser which had been inadvertently left in
  pearson.msm.  Thanks to Chyi-Hung Hsu.

o Corrected equation 5 in the PDF manual for the likelihood under
  exact transition times.  The code was unaffected.  Thanks to Simon
  Bond.


Version 1.1.1 (2012-05-11)
-------------

o Fix of bug in calculation of confidence intervals using "ci=normal".
  Affected models were those with fixed parameters or HMMs.  Users are
  advised to check their results with the corrected package -
  apologies.

o If user supplies an ematrix with all misclassification probabilities
  zero, this degrades gracefully to a non-misclassification model.
  Thanks to Sharareh Taghipour for the report.

o Bug fix for error messages when model inconsistent with data, and
  when subject IDs not adjacent.  Thanks to Kelly Williams-Sieg for
  the report.

o Bug fix in pearson.msm for models where transitions are only allowed
  from one state.  Thanks to Gavin Chan for the report.

o qtnorm fixed for p=0 or 1 and upper < lower.  Thanks to Art Owen for
  the report.


Version 1.1 (2011-09-09)
-------------

o New function "pnext.msm" to compute a matrix of probabilities for 
  the next state of the process. 

o New "[" method to intuitively extract a row and column of
  matrix-based estimates and confidence intervals, for example
  qmatrix.msm(x)[1,2]

o Miscellaneous doc and minor bug fixes, see Changelog. 


Version 1.0.1 (2011-05-26)
-------------

o Fix of a bug which made pmatrix.msm break for time-inhomogeneous
  models with non-integer time cut points "pci".  Thanks to Christos
  Argyropoulos for the report.

o Return -Inf in dtnorm when outside truncation bounds and log=TRUE.


Version 1.0 (2010-11-24)
-------------

o 1.0 release to accompany the forthcoming Journal of Statistical
  Software paper about msm.

o Line types, colours and widths can be configured in plotprog.msm, 
  plot.survfit.msm and plot.prevalence.msm.

o Added warning for multiple observations at the same time on the same
  person with different states, which leads to zero likelihood and
  the dreaded "cannot be evaluated at initial values" message.

o If center=FALSE, the $Qmatrices$baseline, $Ematrices$baseline and
  $sojourn components of msm objects are evaluated with covariate
  values of 0, for consistency with "logbaseline". Documentation and
  printed output corrected accordingly.  These issues caused problems
  with viterbi.msm.  Thanks to Kenneth Gundersen for the report.


Version 0.9.7 (2010-05-18)
-------------

o Bug fixes for bootstrapping with totlos, covariates on HMM outcomes
  and fixedpars. Thanks to Li Su for the report.


Version 0.9.6 (2010-02-09)
-------------

o Fix of a bug which caused occasional wrong likelihood calculations
  for models with "exacttimes".  Thanks to Brian Tom for the report.

o Fix for "NA in probability vector" error in pearson.msm.  Thanks to
  Wen-Wen Yang for the report.


Version 0.9.5 (2009-11-25)
-------------

o Fix for a bug in pearson.msm triggered by a change in R version
  2.10.0, which caused all expected values to be returned as zero.
  Thanks to Brian Tom for the report. 

 
Version 0.9.4 (2009-11-13)
-------------

o Bug fix for calculation error in scoreresid.msm. Thanks to Aidan
  O'Keeffe for the report.

o Options to MatrixExp for calculating the matrix exponential can be
  passed through from pmatrix.msm and pmatrix.piecewise.msm.  Thanks
  to Peter Adamson for the suggestion. 

o Missing data handling bug fixes, in particular, crudeinits.msm and
  gen.inits no longer give errors if there are missing values in the
  subject, time or state variable.

o Other minor bug fixes, see ChangeLog. 


Version 0.9.3 (2009-08-20)
-------------

o Bug fix - estimates of covariate effects in matrices outputted by
  msm were ordered wrongly in models with "qconstraint".  Thanks to
  Brian Tom for the report.

o Bug fix - "gradient in optim evaluated to wrong length" was still
  affecting certain models with fixed parameters. Thanks to Aidan
  O'Keeffe for the report.

o Fix to pearson.msm for R versions >= 2.9.1 ("replacement has 0 rows"
  error)


Version 0.9.2 (2009-07-07)
-------------

o Bug fix for models with fixed parameters fitted using optimisation
  methods with derivatives ("BFGS"), which failed with the error
  "gradient in optim evaluated to wrong length".  Thanks to Isaac
  Dinner for the report.


Version 0.9.1 (2009-06-12)
-------------

o Minor update to the test suite to allow build on Fedora / Red Hat
  Linux. 


Version 0.9 (2009-06-09)
-----------

o Time-inhomogeneous models fitted with the "pci" argument to msm are
  now fully supported in all output functions. 

  pmatrix.msm can now compute transition probabilities over any given
  time interval for time-inhomogeneous models fitted with "pci".  A
  new argument "t1" to pmatrix.msm specifies the starting time, while
  "t" still specifies the interval length.

  All functions which call on pmatrix.msm, such as plot.msm,
  plot.survfit.msm, prevalence.msm and totlos.msm, now account for
  time-inhomogeneity in models fitted using "pci".

o Extractor functions are now more tolerant.  If a list of covariate
  values is supplied, unknown covariates are ignored and covariates
  with unspecified values are set to zero. Factor values can be
  specified either by factor levels or by 0/1 contrasts.

o Bug fix - score residuals were being calculated wrongly for models
  with covariates.

o Derivatives are now used in the optimisation by default (use.deriv=TRUE)
  for optimisation methods such as BFGS which employ them. 

o Licence clarified as GPL-2 or later, to enable packaging of msm for
  Fedora/Red Hat Linux.


Version 0.8.2 (2009-04-08)
-------------

o Bug fix - extractor functions were not being calculated for models
  with interactions between covariates. 

o Sources for the PDF manual included in the source package, to enable
  inclusion of msm in Debian GNU/Linux.


Version 0.8.1 (2008-07-25)
-------------

o New option "pci" to msm, which automatically constructs a model with
  piecewise-constant transition intensities which change at the
  supplied times.

o The HMM outcome model is assumed to apply to censored states in
  HMMs, unless obstrue = 1.

o totlos.msm now calculates total length of stay for all states, not
  just transient states. New argument "end" added.

o Bug fix in the likelihood calculation for data containing a mixture
  of obstype = 1 and obstype = 2.  Thanks to Peter Jepsen for
  uncovering this.


Version 0.8  (2008-03-28)
-------------

o New function "pearson.msm" implementing the Pearson-type
  goodness-of-fit test for multi-state models fitted to panel data
  (Aguirre-Hernandez and Farewell, Statistics in Medicine 2002; 
   Titman and Sharples, Statistics in Medicine 2007).  Thanks to 
   Andrew Titman for his work on this.

o New function "scoreresid.msm" to compute and plot score residuals
  for detecting influential subjects.

o New function "plotprog.msm" to plot Kaplan-Meier estimates of time
  to first occurrence of each state.

o New function "plot.survfit.msm" to plot Kaplan-Meier estimate of
  survival probabilty compared with the fitted survival probability from
  a model.

o New convenience function "lrtest.msm" for comparing a set of models
  with likelihood ratio tests.

o logLik method returns the log-likelihood, not the minus
  log-likelihood, for consistency with methods in other
  packages. Thanks to Jay Rotella.

o msm now depends on the "survival" package. 

o Data "heart" renamed to "cav" to avoid clashing with the dataset in
  the "survival" package.


Version 0.7.6  (2007-12-10)
-------------

o Covariates on misclassification probabilities can now be specified
  in simmulti.msm.   Simulation bug introduced in 0.7.5 fixed.

o quantile functions (qtnorm,qmenorm,qmeunif,qpexp) made more robust
  for small probabilities. 


Version 0.7.5  (2007-11-20)
-------------

o The Viterbi algorithm can now be used to impute the most likely true
  state for censored states, as well as for HMMs

o prevalence.msm now handles models with censored states correctly,
  using the Viterbi algorithm to determine the observed states.

o Bug fix: account for extra arguments supplied to "prevalence.msm"
  when producing the plot of prevalences against time.  Thanks to
  Peter Jepsen for the report.

o Bug fixes involving factor covariates in bootstrapping and
  qratio.msm. Thanks to Peter Jepsen.

o New beta outcome distribution for hidden Markov models.


Version 0.7.4  (2007-10-01)
-------------

o Minor changes to satisfy the package-building tools in the new R
  version 2.6.0.


Version 0.7.3  (2007-08-15)
-------------

o Confidence intervals in various output functions can now be
  calculated by simulating from the asymptotic normal distribution of
  the maximum likelihood estimates of the Q matrix and transforming.
  The "ci.boot" argument in these functions has been replaced by the
  "ci" argument, which can take values "none", "normal" and
  "bootstrap".  This is implemented for qmatrix.msm, ematrix.msm,
  sojourn.msm, qratio.msm, pmatrix.msm, pmatrix.piecewise.msm,
  totlos.msm and prevalence.msm.  Such CIs are expected to be more
  accurate than the delta method, but less accurate than
  bootstrapping. There is a similar compromise in computation time.
  Thanks to Andrew Titman for the suggestion. 

o As a result, msm now depends on the mvtnorm package. 

o In prevalence.msm, observed and expected prevalences can now be
  plotted against time. Thanks to Andrew Titman for the suggestion.

o In prevalence.msm, observed states can be interpolated using the
  assumption that they change at the midpoints between observation
  times. 

o Matrix exponential routines now handle matrices with complex
  eigenvalues. Thanks to Véronique Bouchard for uncovering the bug.

o Bug fix to surface.msm for HMMs. Thanks to Michael Sweeting.  

o Bug fix for bootstrapping - now handles models with obstype and
  obstrue. Thanks to Peter Jepsen for the report.


Version 0.7.2  (2007-05-31)
-------------

o An error in the calculation of multinomial logistic regression
  probabilities has been fixed.  This will change the results of
  misclassification models where there were both a) three or more
  possible classifications for a particular underlying state and b)
  covariates on the corresponding classification probabilities. Any
  changes are not expected to be substantial.

o Misclassification probabilities are now estimated on a different
  scale during the optimisation: log relative to baseline probability,
  instead of on a univariate logit scale. Therefore maximum likelihood
  estimates for misclassification models may be very slightly
  different from previous versions.

o Confidence intervals for probabilities are now more appropriately
  calculated using a delta method approximation to the variance of
  logit(p), instead of log(p).

o New argument "initcovariates" and "initcovinits" to msm, to allow
  covariate effects on initial state probabilities in hidden Markov
  models to be estimated through multinomial logistic regression.

o Initial state probabilities initialised to zero are now fixed at
  zero during optimisation, if initprobs is being estimated
  ("structural zeroes").

o New argument "obstrue" to msm, to allow some observations to be
  observed without error in misclassification models.

o Constraints on covariate effects on transition intensities are now
  allowed such that some effects are equal to other effects multiplied
  by -1.

o New option "ci.boot" to prevalence.msm. This is a helper to
  calculate bootstrap confidence limits for the expected prevalences
  using "boot.msm".

o rtnorm() for sampling from the truncated normal distribution now
  uses the efficient rejection sampling methods by Christian Robert.


Version 0.7.1  (2007-04-18)
-------------

o Maintainer's email address is now chris.jackson@mrc-bsu.cam.ac.uk

o msm now gives a warning when the standard errors cannot be
  calculated due to the Hessian at the converged "solution" being
  non-positive-definite.  This issue had been causing a lot of user
  confusion.

o prevalence.msm can now calculate expected prevalences for models
  with piecewise-constant intensities, in the same manner as
  pmatrix.piecewise.msm.  Intensities must still be common to all
  individuals.

o Bug fix for presentation of intensity matrices in print.msm and
  qmatrix.msm when center = FALSE.  These had been returning matrices
  with covariates set to zero, when they should have been set to their
  means. Thanks to Ross Boylan.

o Covariates on transition process which are missing at an
  individual's last observation are not dropped, because they are not
  used in the analysis.  Thanks to Jonathan Williams. This has the
  consequence that output from prevalence.msm may be different from
  earlier versions (0.7 or earlier) if there are missing values in the
  data.  Users are advised to deal with missing values in their data
  appropriately before using msm.

o Miscellaneous other bug fixes, see ChangeLog. 


Version 0.7  (2006-11-21)
-----------

o Initial state occupancy probabilities in hidden Markov models can
  now be estimated.  See new argument "est.initprobs" to msm. 

o Bootstrap resampling is implemented.  This may be used to calculate
  confidence intervals or standard errors for quantities such as the
  transition probability matrix where this was previously not possible
  with msm, or as an alternative to Hessian-based standard errors or the
  delta method for other quantities.  See new function boot.msm.

o Bootstrap confidence intervals can be calculated directly from
  pmatrix.msm and totlos.msm.

o Bug fix in estimation of observed prevalences at maximum observed
  time. Thanks to Jeremy Penn for the report.  The function has also
  been rewritten so that the calculation of these prevalences is now
  much faster.

o prevalence.msm is adapted sensibly to handle data where not all
  individuals start at a common time.

o The values of categorical (factor) covariates in output functions,
  such as qmatrix.msm, are now specified in an intuitive way. For
  example, to calculate a statistic with the categorical covariate
  "smoke" at the level "CURRENT", just supply list(smoke="CURRENT") as
  the "covariates" argument to the output function.


Version 0.6.4  (2006-09-21)
-------------

o Bug fix to rtnorm for vector parameters. Thanks to Jean-Baptiste
 Denis for the report.

o Bug fix to sim.msm: multiply covariates by baseline intensities in
 the correct order.  Thanks to Stephan Lenz for the report.


Version 0.6.3  (2006-06-28) 
-------------

o Correction to version 0.6.2 with the references reinstated in the
 manual.


Version 0.6.2  (2006-06-23) 
-------------

o The likelihood for certain transient 2, 3, 4 and 5 state models is
 now calculated using analytic expressions for the transition
 probability matrix, instead of by numerically calculating the matrix
 exponential.  This can give big speed improvements.

o Various bug fixes, including support for character subject IDs.


Version 0.6.1  (2006-03-26)
-------------

o Bug fix release. In Viterbi algorithm, don't ignore initial state
 occupancy probabilities. Thanks to Melanie Wall for reporting this.
 For other bug fixes see the ChangeLog.


Version 0.6  (2005-11-25)
-------------

o New argument "use.deriv" to msm. If TRUE, then analytic derivatives
 are used in the algorithm to maximise the likelihood, where an
 appropriate algorithm is being used, such as optim's BFGS.  These
 derivatives are also used to calculate the Hessian at the
 maximum. Not supported for hidden Markov models or models with
 censoring.  This may substantially speed up convergence, especially
 for larger models.

o The Newton-type algorithm (Dennis and Schnabel) from the R function
 "nlm" can also be used to maximise the likelihood, as an alternative
 to the algorithms in "optim".

o New function "surface.msm" to plot likelihood surfaces, for example,
 in the region of a suspected maximum.  Includes methods for the
 generic R functions contour(), persp() and image(), to produce each
 respective type of surface plot for a "msm" object. 


Version 0.5.2  (2005-10-11)
-------------

o Bug fix in Viterbi algorithm.  It didn't handle underlying Markov
  models with progressive and regressive states properly.  Thanks to
  Rochelle Watkins.

o Negative binomial hidden Markov output distribution added. 

o Miscellaneous other bug fixes, see ChangeLog. 


Version 0.5.1  (2005-05-25)
-------------

o Bug fix in simulation functions (sim.msm, simmulti.msm).  Models
  with time dependent covariates were not being simulated properly,
  the covariate changes were not fully accounted for. Thanks to Mike
  Sweeting for the report.

o New functions dpexp, ppexp, qpexp, rpexp for the exponential
  distribution with piecewise-constant rates.

o Bug fix. covariates with the same names as internal msm variable
  names, such as "subject", "time" and "state", are now allowed.

o Argument "hessian" added to msm, to avoid calculating standard
  errors, for example when bootstrapping.

o Miscellaneous internal edits and fixes, see ChangeLog. 


Version 0.5 (2005-03-06)
-----------

o Major update. Much of the internal R and C code has been re-written.

o General continuous-time hidden Markov models can now be fitted with
  msm, as well as misclassification models.  Allowed response
  distributions conditionally on the hidden state include categorical,
  normal, Poisson, exponential and others.  See the new "hmodel"
  argument. Misclassification models can either be fitted in the old
  style using an ematrix, or using a general HMM with a categorical
  response distribution.  Covariates can be fitted to many of the new
  hidden response processes via generalized regressions.  See
  "hcovariates", "hcovinits" arguments.

o Per-observation observation schemes, generalising the "exacttimes"
  and "death" concepts.  An optional new variable in the data can
  specify whether each observation is a snapshot of the process, an
  exactly-observed transition time, or a death state.  Observations
  are allowed to be at identical times, for example, a snapshot
  followed instantly by an exact transition time.

o Various syntax changes for cleaner moder specification. 

  - Instead of 0/1 indicators, qmatrix and ematrix should contain the
  initial values for the transition intensity / misclassification
  matrix.  These matrices can be named with names for the states of
  the Markov chain.

  - The inits argument is abolished.  Initial values are estimated
  automatically if the new argument to msm "gen.inits = TRUE" is
  supplied.  This uses the initial values calculated by
  crudeinits.msm.

  - misc no longer needs to be specified if an ematrix is supplied.

  - fixedpars=TRUE fixes all parameters, or specific parameters can
  be fixed as before.

  - crudeinits.msm takes a state ~ time formula instead of two
  separate state, time arguments, for consistency with the msm
  function.

  - Initial values for covariate effects on transition rates /
  misclassification probabilities are assumed to be zero unless
  otherwise specified by the new "covinits" / "misccovinits" argument.
  
o Support for 'from-to' style data has been withdrawn. Storing data in
  this format is inadvisable as it destroys the longitudinal nature of
  the data.

o Speed improvements.  The algorithm for calculating the likelihood
  for non-hidden multi-state models has changed so that the matrix
  exponential of the Q matrix is only calculated once for each time
  difference / covariate combination.  Therefore, users should see
  speed improvements for data where the same from-state, to-state,
  time difference, covariates combination appears many times.

o Confidence intervals are now presented instead of standard errors
  for uncertainty in parameter estimates. 

o New method of calculating matrix exponentials when the eigenvector
  matrix is not invertible.  It now uses the more robust method of
  Pade approximants with scaling and squaring, instead of power
  series.  Faster LAPACK routines are now used for matrix inversion. 

o covmatch argument to msm has been abolished.  To take a
  time-dependent covariate value from the end of the relevant
  transition instead of the default start, users are expected to
  manipulate their data accordingly before calling msm, shifting the
  positions of the covariate back by one within each subject.

o Syntax changes for simmulti.msm. 

Bug fixes 
---------

o The likelihood is now calculated correctly for individuals with
   censored intermediate states, as well as censored initial and final states.
   Thanks to Michael Sweeting for reporting this. 

o hazard.scale and odds.scale were interpreted wrongly in hazard.msm
  and odds.msm respectively.

o time-dependent covariate values now taken from the start instead of
  end of the transition under hidden Markov models.


Version 0.41 (January 28, 2005)
------------

o Censored outcomes in misclassification models are assumed to be not
  subject to misclassification. 

o A couple of bug fixes for exact transition times.


Version 0.4 (January 7, 2005)
-----------

o Censored observations are now supported, via new "censor" and
  "censor.states" arguments.  A censored observation is unknown, but
  known to be one of a particular set of states.

A major update to msm is under development, for release in the first
half of 2005. This will support hidden Markov models with general
response distributions.


Version 0.3.3 (September 18, 2004)
-------------

o Maintenance release with minor fixes and enhancements ready for
R-2.0.0. 


Version 0.3.2 (March 25, 2003)
-------------

o More than one death state is now permitted, through the "death"
argument. Death states are those whose exact entry time is known,
but the state at the previous instant before death is unknown.

o The "tunit" argument has been abolished.  Death times are now
assumed to be exact rather than known within one day.  This makes
more sense since for longitudinal studies, all observations are
usually recorded to within one basic time unit, not just death
times.

o Cleanups of the manual and minor fixes, as detailed in ChangeLog.


Version 0.3.1 (October 14, 2003)
-------------

o Bug fix. The likelihood was being wrongly calculated in cases when
both the data represent exact transition times and the transition
intensity matrix had repeated eigenvalues. 

o The "death" argument is no longer ignored when exacttimes=TRUE, as
it is reasonable to have the entry time into one state accurate to
within one day, and all other times exactly accurate.

o More memory problems should be fixed. 


Version 0.3 (September 29, 2003)
-------------

o Two errors in the calculation of the likelihood for a multi-state
model have been corrected. These bugs affect only models with
reversible transition matrices, that is, models which allow
progression and regression between states.

o The first bug occurred when death times were known to within one time
unit (death = TRUE) - the likelihood calculation did not account for
reversible states.

o The second bug occurred when the data represent exact transition times
(exacttimes = TRUE). The likelihood calculation did not properly
account for reversible states.

o Baseline transition intensities, or misclassification probabilities,
can now be constrained to be equal to each other, in the same manner
as covariate effects. Specified by new arguments "qconstraint" or
"econstraint".

o The memory allocation problems of version 0.2 have been fixed. 


Version 0.22 (June 30, 2003)
--------------

o Fixed some minor bugs, as detailed in ChangeLog. 

o New function, pmatrix.piecewise.msm, for calculating transition
probability matrices for processes with piecewise-constant
intensities.


Version 0.21 (June 3, 2003)
--------------

o Fixed a handful of minor bugs, as detailed in ChangeLog. 

o Minor edits and additions to the manual.

o The subject ID can now be factor or character.


Version 0.2 (January 2003)
-------------

o A full manual in PDF format is included in the doc directory. This
gives the mathematical background behind multi-state modelling, and a
tutorial in the typical use of the functions in the msm package.

o Many more methods for extracting summary statistics from the fitted
model are included.  These are generally called with the fitted model
as the argument, plus an optional argument indicating the assumed
covariate values. The functions include qmatrix.msm, ematrix.msm,
pmatrix.msm, qratio.msm, sojourn.msm, totlos.msm, hazard.msm,
odds.msm, prevalence.msm. 

o New function statetable.msm to calculate frequencies of transitions
between pairs of states observed in the data.

o New function crudeinits.msm to estimate transition intensities
assuming the data represent the exact transition times of the Markov
process. These can be used as initial values in the msm function for
fitting the model. 

o prevalencemisc.msm has been removed, as its methodology was
overcomplicated and confusing.  The methods used in prevalence.msm
have been extended naturally to deal with misclassification models.

o Fix of a bug in the likelihood calculation for misclassification
models (the number of non-death states was assumed to be the same as
the number of states that could be misclassified, leading to failure
to calculate the likelihood for models where some states are observed
without error, but are not death states. ) Thanks to Martyn Plummer
for reporting this.

o Fix of a bug in the simulation routines (getobs.msm, called by
simmulti.msm), where for models with absorbing states, the absorbing 
state is not retained in the simulated data.   

o New heart transplant example data set, as used in the manual, so
that all the examples given in the manual can be run by the user.

o Tidying of the help pages. 


Version 0.1 (November 2002)
-------------

o First release.