Code for Online Updating Proportional Hazards Test

This repository contains R code for An Online Updating Approach for Testing the Proportional Hazards Assumption with Streams of Survival Data by Yishu Xue, HaiYing Wang, Jun Yan and Elizabeth D. Schifano.

1. bczph.cee.R implements the proposed online updating cumulative test statistic with the matrices and Schoenfeld residuals evaluated at the cumulative estimating equation (CEE) estimators of beta.

2. bczph.cuee.R implements the proposed online updating cumulative test statistic with the matrices and Schoenfeld residuals evaluated at the cumulatively updated estimating equation (CUEE) estimators of beta.

3. bwzph.cee.R implements the proposed online updating window test statistic with the matrices and Schoenfeld residuals evaluated at the CEE estimators of beta.

4. simulate.survival.data.R contains two functions to simulate survival data, one for the proportional hazards model with a constant baseline hazard function, and another for the frailty model.

5. example.R provides an example how online updating can be performed with simulated data whose structure resembles that of SEER data.

6. simulated_survdata.csv contains a total of 1,000,000 simulated observations with three covariates, Age, Sex and Black. The average censoring rate is 50.2%.