- class lifelines.fitters.aalen_johansen_fitter.AalenJohansenFitter(jitter_level=0.0001, seed=None, alpha=0.05, calculate_variance=True, **kwargs)¶
Class for fitting the Aalen-Johansen estimate for the cumulative incidence function in a competing risks framework. Treating competing risks as censoring can result in over-estimated cumulative density functions. Using the Kaplan Meier estimator with competing risks as censored is akin to estimating the cumulative density if all competing risks had been prevented.
Aalen-Johansen cannot deal with tied times. We can get around this by randomly jittering the event times slightly. This will be done automatically and generates a warning.
alpha (float, option (default=0.05)) – The alpha value associated with the confidence intervals.
jitter_level (float, option (default=0.00001)) – If tied event times are detected, event times are randomly changed by this factor.
seed (int, option (default=None)) – To produce replicate results with tied event times, the numpy.random.seed can be specified in the function.
calculate_variance (bool, option (default=True)) – By default, AalenJohansenFitter calculates the variance and corresponding confidence intervals. Due to how the variance is calculated, the variance must be calculated for each event time individually. This is computationally intensive. For some procedures, like bootstrapping, the variance is not necessary. To reduce computation time during these procedures, calculate_variance can be set to False to skip the variance calculation.
from lifelines import AalenJohansenFitter from lifelines.datasets import load_waltons T, E = load_waltons()['T'], load_waltons()['E'] ajf = AalenJohansenFitter(calculate_variance=True) ajf.fit(T, E, event_of_interest=1) ajf.cumulative_density_ ajf.plot()
If you are interested in learning more, we recommend the following open-access paper; Edwards JK, Hester LL, Gokhale M, Lesko CR. Methodologic Issues When Estimating Risks in Pharmacoepidemiology. Curr Epidemiol Rep. 2016;3(4):285-296.
- fit(durations, event_observed, event_of_interest, timeline=None, entry=None, label=None, alpha=None, ci_labels=None, weights=None)¶
durations (an array or pd.Series of length n – duration of subject was observed for)
event_observed (an array, or pd.Series, of length n. Integer indicator of distinct events. Must be) – only positive integers, where 0 indicates censoring.
event_of_interest (integer – indicator for event of interest. All other integers are considered competing events) – Ex) event_observed contains 0, 1, 2 where 0:censored, 1:lung cancer, and 2:death. If event_of_interest=1, then death (2) is considered a competing event. The returned cumulative incidence function corresponds to risk of lung cancer
timeline (return the best estimate at the values in timelines (positively increasing))
entry (an array, or pd.Series, of length n – relative time when a subject entered the study. This is) – useful for left-truncated (not left-censored) observations. If None, all members of the population were born at time 0.
label (a string to name the column of the estimate.)
alpha (the alpha value in the confidence intervals. Overrides the initializing) – alpha for this call to fit only.
ci_labels (add custom column names to the generated confidence intervals) – as a length-2 list: [<lower-bound name>, <upper-bound name>]. Default: <label>_lower_<1-alpha/2>
weights (n array, or pd.Series, of length n, if providing a weighted dataset. For example, instead) – of providing every subject as a single element of durations and event_observed, one could weigh subject differently.
self – self, with new properties like
- Return type:
Plots a pretty figure of the model
Matplotlib plot arguments can be passed in inside the kwargs.
show_censors (bool) – place markers at censorship events. Default: False
censor_styles (dict) – If show_censors, this dictionary will be passed into the plot call.
ci_alpha (float) – the transparency level of the confidence interval. Default: 0.3
ci_force_lines (bool) – force the confidence intervals to be line plots (versus default shaded areas). Default: False
ci_show (bool) – show confidence intervals. Default: True
ci_legend (bool) – if ci_force_lines is True, this is a boolean flag to add the lines’ labels to the legend. Default: False
at_risk_counts (bool) – show group sizes at time points. See function
add_at_risk_countsfor details. Default: False
loc (slice) – specify a time-based subsection of the curves to plot, ex:
will plot the time values between t=0. and t=10.
iloc (slice) – specify a location-based subsection of the curves to plot, ex:
will plot the first 10 time points.
a pyplot axis object
- Return type:
- survival_function_: DataFrame¶