survivalstan: Survival Models in Stan
author: Jacki Novik
Overview
Library of Stan Models for Survival Analysis
Features:
- Variety of standard survival models
- Weibull, Exponential, and Gamma parameterizations
- PEM models with variety of baseline hazards
- PEM model with varying-coefficients (by group)
- PEM model with time-varying-effects
- Extensible framework - bring your own Stan code, or edit the models above
- Uses pandas data frames & patsy formulas
- Graphical posterior predictive checking (currently PEM models only)
- Plot posterior estimates of key parameters using seaborn
- Annotate posterior draws of parameter estimates, format as pandas dataframes
- Works with extensions to pystan, such as stancache or pystan-cache
Support
Documentation is available online.
For help, please reach out to us on gitter.
Installation / Usage
Install using pip, as:
$ pip install survivalstan
Or, you can clone the repo:
$ git clone https://github.com/hammerlab/survivalstan.git
$ pip install .
Contributing
Please contribute to survivalstan development by letting us know if you encounter any bugs or have specific feature requests.
In addition, we welcome contributions of:
- Stan code for survival models
- Worked examples, as jupyter notebooks or markdown documents
Usage examples
There are several examples included in the example-notebooks, roughly one corresponding to each model.
If you are not sure where to start, Test pem_survival_model with simulated data.ipynb contains the most explanatory text. Many of the other notebooks are sparse on explanation, but do illustrate variations on the different models.
For basic usage:
import survivalstan
import stanity
import seaborn as sb
import matplotlib.pyplot as plt
import statsmodels
## load flchain test data from R's `survival` package
dataset = statsmodels.datasets.get_rdataset(package = 'survival', dataname = 'flchain' )
d = dataset.data.query('futime > 7')
d.reset_index(level = 0, inplace = True)
## e.g. fit Weibull survival model
testfit_wei = survivalstan.fit_stan_survival_model(
model_cohort = 'Weibull model',
model_code = survivalstan.models.weibull_survival_model,
df = d,
time_col = 'futime',
event_col = 'death',
formula = 'age + sex',
iter = 3000,
chains = 4,
make_inits = survivalstan.make_weibull_survival_model_inits
)
## coefplot for Weibull coefficient estimates
sb.boxplot(x = 'value', y = 'variable', data = testfit_wei['coefs'])
## or, use plot_coefs
survivalstan.utils.plot_coefs([testfit_wei])
## print summary of MCMC draws from posterior for each parameter
print(testfit_wei['fit'])
## e.g. fit Piecewise-exponential survival model
dlong = survivalstan.prep_data_long_surv(d, time_col = 'futime', event_col = 'death')
testfit_pem = survivalstan.fit_stan_survival_model(
model_cohort = 'PEM model',
model_code = survivalstan.models.pem_survival_model,
df = dlong,
sample_col = 'index',
timepoint_end_col = 'end_time',
event_col = 'end_failure',
formula = 'age + sex',
iter = 3000,
chains = 4,
)
## print summary of MCMC draws from posterior for each parameter
print(testfit_pem['fit'])
## coefplot for PEM model results
sb.boxplot(x = 'value', y = 'variable', data = testfit_pem['coefs'])
## plot baseline hazard (only PEM models)
survivalstan.utils.plot_coefs([testfit_pem], element='baseline')
## posterior-predictive checking (only PEM models)
survivalstan.utils.plot_pp_survival([testfit_pem])
## e.g. compare models using PSIS-LOO
stanity.loo_compare(testfit_wei['loo'], testfit_pem['loo'])
## compare coefplots
sb.boxplot(x = 'value', y = 'variable', hue = 'model_cohort',
data = testfit_pem['coefs'].append(testfit_wei['coefs']))
plt.legend(bbox_to_anchor=(1.05, 1), loc=2, borderaxespad=0.)
## (or, use survivalstan.utils.plot_coefs)
survivalstan.utils.plot_coefs([testfit_wei, testfit_pem])
