Data Simulation

allrightlad

OK so im doing my disertation and one part of it involves probibility analysis of a large amount of data with several variables, my tutor has advised me that monte carlo simulation or the latin hypercube offer the best methods of obtaining results. But heres the tricky bit i need to come up with another method of obtaining results,if any of you guys can think of a diiferent method i would be very grateful.

Many thanks....

Fremen

You'll have to be a bit more specific than that...

Blue Magic

Does anybody here use R statistical package regularly?

Having an issue with running the following Monte Carlo simulation loop...

library(survival)
library(VGAM)

attach(leukemia)
leuk.km = survfit(Surv(time,status)~x, data=leukemia)
leuk.na = survfit(Surv(time,status)~x, data=leukemia, type="flem")

# MC loop

N = 100 # sample size
M = 1000 # number of Monte Carlo repetitions
sc.KM = matrix(0, nrow=M, ncol=N)
sc.NA = matrix(0, nrow=M, ncol=N)
xs = matrix(0, nrow=M, ncol=N)
for(m in 1:M){
# generate a sample of time points (without censoring) from Makeham model
x = rmakeham(N, shape=0.001, scale=1.07, epsilon=0.001)
xs[m,] = x
# apply survival curve estimation using NA and KM
out.KM = survfit(Surv(x)~1)
out.NA = survfit(Surv(x)~1, type="flem")
# store estimates
sc.KM[m,] = out.KM$surv
sc.NA[m,] = out.NA$surv
}

This is loop looking at the Kaplan-Meier and Nelson-Aalen lifetime survival estimators...

The following error message keeps coming up for this loop in R:
"Error in sc.KM[m, ] = out.KM$surv : number of items to replace is not a multiple of replacement length"


Help!

Blue Magic

Okay, I've workout how to complete the loop..

# MC loop
N = 100 # sample size
M = 1000 # number of Monte Carlo repetitions
sc.KM = matrix(0, nrow=M, ncol=N)
sc.NA = matrix(0, nrow=M, ncol=N)
xs = matrix(0, nrow=M, ncol=N)
for(m in 1:M){
# generate a sample of time points (without censoring) from Makeham model
x = rmakeham(N, shape=1.05, scale=0.00002, epsilon=0.0005)
xs[m,] = x
# apply survival curve estimation using NA and KM
out.KM = survfit(Surv(x)~1)
out.NA = survfit(Surv(x)~1, type="flem")
kmsurv = out.KM$surv
nasurv = out.NA$surv
if(length(kmsurv<N)){ kmsurv = c(kmsurv, rep(NA,N-length(kmsurv))) }
if(length(nasurv<N)){ nasurv = c(nasurv, rep(NA,N-length(nasurv))) }
sc.KM[m,] = kmsurv
sc.NA[m,] = nasurv
}

Now, how do I generate a plot for the Makeham model?

Any clue at all anyone?