---
title: "Meta-Analytic-Predictive (MAP) approach for dose-toxicity modelling"
author: "Andrew Bean, Sebastian Weber, Lukas Widmer"
date: "`r Sys.Date()`"
output:
  rmarkdown::html_vignette:
    toc: TRUE
vignette: >
  %\VignetteIndexEntry{MAP approach to historical data}
  %\VignetteEncoding{UTF-8}
  %\VignetteEngine{knitr::rmarkdown}
editor_options: 
  chunk_output_type: console
---

```{r, child="settings-knitr.txt"}
```
```{r, child="settings-sampling.txt"}
```

# Introduction

A common characteristic of modern applications of the Bayesian
Logistic Regression Model (BLRM) for model-based dose escalation is
the availability of relevant historical data on the study
treatment(s). For example, studies testing novel combination therapies
may wish to incorporate available dose-toxicity data on the individual
agents from single-agent dose escalation trials.

There are two broad categories for statistical approaches to this:

- Meta-Analytic Combined (MAC) approaches use a hierarchical model to
  jointly analyze both the historical data and data from the current
  study. External data from concurrently running trials may also be
  incorporated in such an approach. The [introductory
  vignette](introduction.html) illustrates this approach. 
- Meta-Analytic Predictive (MAP) approaches involve two stages. In the
  first, an initial hierarchical model is estimated from the
  historical data, and from this model one extracts a posterior
  prediction for the trial-level parameters in a future trial. The
  posterior prediction is then approximated in parametric form which
  is used as MAP prior in the future trial.

These two approaches are statistically equivalent to each other
(provided the parametric representation of the MAP prior is exact),
but differ in the "modelling workflow." While the MAC approach is a
prospective approach enabling to include even concurrent data to
borrow from, the MAP approach is retrospective in that the historical
data is summarized once and usually taken as immutable and static. The
MAP approach has the advantage when designing prospectively a future
study that we can pre-specify (and hence document in a statistical
analysis plan) the information borrowed from the historical data and
the model used for the future study becomes structurally simpler,
since there is often no more a need for a hierarchical model structure
at that stage.

The recommended reference for more details on these approaches, how
they relate to each other, and how they are applied in the
dose-toxicity setting is explained in Neuenschwander et al (2016).

In this vignette, we illustrate the implementation of the MAP
approach, and describe its usage for safety monitoring in a realistic
application.

Initial R session setup:

```{r}
library(OncoBayes2)
library(RBesT)
library(posterior)
library(ggplot2)
library(dplyr)
library(tidyr)
library(knitr)
```

# Application background

We consider a case study involving a Phase-I dose-escalation study of a
combination therapy of two compounds, drug A and drug B, in a
population of adult patients with solid-tumor cancers. The primary
objective of the study was to identify the Maximum Tolerated Dose
(MTD) or Recommended Phase-2 Dose (RP2D) of the combination.

## Historical data

In this application, each of the two compounds had previously been
tested in single-agent Phase-I dose escalation studies. MTDs had been
declared for each drug:

```{r mtd_hist, echo = FALSE}
knitr::kable(
  data.frame(
    Drug = c("Drug A", "Drug B"),
    "Declared MTD" = c("100mg", "3mg"),
    check.names = FALSE
  )
)
```

These declarations had been made on the basis of the following
dose-toxicity data from the two single-agent studies.

```{r hist_A, echo = FALSE}
knitr::kable(
  data.frame(
    "Drug A" = c(12.5, 25, 50, 80, 100, 150),
    "Evaluable patients" = c(1, 1, 3, 9, 23, 3),
    "DLTs" = c(0, 0, 0, 1, 4, 2),
    check.names = FALSE
  ),
  caption = "Historical data from single-agent study of Drug A"
)
```

```{r hist_B, echo = FALSE}
knitr::kable(
  data.frame(
    "Drug B dose" = c(0.125, 0.25, 0.5, 1, 2, 2.5, 3, 4),
    "Evaluable patients" = c(2, 1, 2, 2, 3, 7, 12, 3),
    "DLTs" = c(0, 0, 0, 0, 1, 0, 0, 1),
    check.names = FALSE
  ),
  caption = "Historical data from single-agent study of Drug B"
)
```

These data were understood to be highly relevant for informing prior
beliefs about the single-agent contributions to the combination
toxicity in the planned study. Therefore a MAP approach was taken to
develop priors for the respective parameters - $\alpha_A$, $\beta_A$,
$\alpha_B$, and $\beta_B$ which are obtained by a meta-analysis of
the historical data.

# Derivation of MAP priors

In the MAP approach, we begin with meta-analytic hierarchical
modelling of the historical data, accounting for the possibility of
between-trial heterogeneity. It is important to note that this is done
even for the case of a single historical study being available. The
information on the between-trial heterogeneity relies in this case on
the priors used for the heterogeneity. In practice log normal priors
for the heterogeneity parameters based on the following table have
worked well in many situations. The approach is to categorize the
degree of heterogeneity between trials in terms of anticipated
differences in the population and further factors which depend on a
specific case:

```{r heterogeneity, echo = FALSE}
knitr::kable(
  data.frame(
    "Heterogeneity degree" = c("small", "moderate", "substantial", "large", "very large"),
    "$\\tau_\\alpha$" = c(0.125, 0.25, 0.5, 1.0, 2.0),
    "$\\tau_\\beta$" = c(0.0625, 0.125, 0.25, 0.5, 1.0),
    check.names = FALSE
  ),
  caption = "Heterogeneity categorization for intercept $\\alpha$ and slope $\\beta$"
)
```

Here we fit separate models to the historical drug-A and drug-B
single-agent data. Note, equivalently, a single hierarchical
double-combination model without any interaction could have been fit
to those data, and would have produced the same MAP priors for the
drug-level intercepts and slopes. A detailed specification of the
models being fit below is given in the appendix.

In this example we assume that the historical data for drug A comes
from a relatively different population (for example different line of
therapy) and the historical data for drug B stems from a very closely
related patient population. This translates into respective choices
for the between-trial heterogeneity priors according to the table
above.

## Drug A model

Implementation of this meta-analysis of single-agent data is done
using `blrm_exnex()`. In order to obtain directly a sample of the MAP
prior, we set the `sample_map` argument to `TRUE`.

```{r map_model_A}
# historical data for drug A
hist_A <- data.frame(
  group_id = factor("trial_A"),
  drug_A = c(12.5, 25, 50, 80, 100, 150),
  num_patients = c(1, 1, 3, 9, 23, 3),
  num_toxicities = c(0, 0, 0, 1, 4, 2)
)

# reference dose for drug A
dref_A <- 80

# bivariate normal prior for (intercept, log-slope) 
prior_A <- mixmvnorm(c(1.0,
                       logit(0.2), 0,
                       diag(c(1, (log(4) / 1.96)^2 ))))

# between-trial heterogeneity is centered on "substantial"
tau_substantial_prior <- mixmvnorm(c(1.0,
                                     log(c(0.5, 0.25)),
                                     diag(rep(log(2) / 1.96, 2)^2)))

# fit the model to the historical data
map_model_A <- blrm_exnex(
  cbind(num_toxicities, num_patients - num_toxicities) ~ 
    1 + log(drug_A / dref_A) | 
    0 | 
    group_id,
  data = hist_A,
  prior_EX_mu_comp = list(prior_A),
  prior_EX_tau_comp = tau_substantial_prior,
  prior_EX_prob_comp = matrix(1, nrow = 1, ncol = 1),
  prior_tau_dist = 1,
  sample_map = TRUE
)
```

## Drug B model

Similarly, for drug B:

```{r map_model_B}
# historical data for drug B
hist_B <- data.frame(
  group_id = factor("trial_B"),
  drug_B = c(0.125, 0.25, 0.5, 1, 2, 2.5, 3, 4),
  num_patients = c(2, 1, 2, 2, 3, 7, 12, 3),
  num_toxicities = c(0, 0, 0, 0, 1, 0, 0, 1)
)

# reference dose
dref_B <- 1

# prior for (intercept, log-slope)
prior_B <- prior_A

# between-trial heterogeneity is centered on "small", but with a
# greater degree of uncertainty on this classification
tau_small_prior <- mixmvnorm(c(1.0,
                               log(c(0.125, 0.0625)),
                               diag(rep(log(4) / 1.96, 2)^2)))

# fit model to historical data
map_model_B <- blrm_exnex(
  cbind(num_toxicities, num_patients - num_toxicities) ~ 
    1 + log(drug_B / dref_B) | 
    0 | 
    group_id,
  data = hist_B,
  prior_EX_mu_comp = list(prior_B),
  prior_EX_tau_comp = tau_small_prior,
  prior_EX_prob_comp = matrix(1, nrow = 1, ncol = 1),
  prior_tau_dist = 1,
  sample_map = TRUE
)
```


## Extraction of MAP priors

We now illustrate how these meta-analytic model fits can be used to
produce a parametric MAP prior for the new study intercepts and
slopes.

### MCMC samples

Since we called `blrm_exnex` with the `sample_map=TRUE` argument, the
posterior now contains the respective MAP prior MCMC samples for
`"map_log_beta"` containing for each defined stratum (just one in our
case) the MAP priors in MCMC form for intercept and slope. Here we
extract these as `rvar` variables which simplifies working with the
posterior draws.

```{r beta_group}
rvar_map_log_beta_A <- as_draws_rvars(map_model_A, variable="map_log_beta")$map_log_beta
rvar_map_log_beta_B <- as_draws_rvars(map_model_B, variable="map_log_beta")$map_log_beta
```

These are posteriors of 3-dimensional arrays with the
dimensions stratum, drug component and coefficient. In the discussed
example only a single stratum and single drug component (per fitted
model) is present such that we directly select the respective entries
of the array here (note that you may use names to access the
respective entries in the array):

```{r beta_dimnames}
rvar_map_log_beta_A[1,"log(drug_A/dref_A)",,drop=TRUE]
rvar_map_log_beta_B[1,"log(drug_B/dref_B)",,drop=TRUE]
```

### Mixture approximation

In order to leverage these MAP distributions in analyzing the new
combination study data, we need to operationalize them as parametric
prior distributions for the combination model. This is done by
approximating them with finite mixtures of multivariate normal
distributions, handled by the `RBesT` function `automixfit()`. The
`automixfit()` function expects the posterior samples in matrix form
such that we convert the draws accordingly:

```{r mixfit}
map_mix_A <- automixfit(draws_of(rvar_map_log_beta_A[1,"log(drug_A/dref_A)",,drop=TRUE]),
                        type = "mvnorm")
map_mix_A

map_mix_B <- automixfit(draws_of(rvar_map_log_beta_B[1,"log(drug_B/dref_B)",,drop=TRUE]),
                        type = "mvnorm")
map_mix_B
```

The appropriateness of the parametric approximation to the MCMC sample
can be visually inspected using the `plot` function from `RBesT`:

```{r mixfit_plot_A}
plot(map_mix_A)$mixpairs
# plot(map_mix_B)$mixpairs  # respective plot for drug B
```

# Combination model with MAP priors for the new study

Finally, these mixtures become the prior distributions for the
combination dose-toxicity model in the new study. In this combination
model we now do not need any longer a hierarchical model structure
such we turn this part of the model off by setting
`tau_prior_dist=NULL`. Note that doing so merely setups the model to
use known heterogeneities $\tau$ which are fixed to a zero mean, which
is what subsequent output will display. A detailed description of this
model is found in appendix.

```{r map_combo}
# one row of dummy data with number of patients set to zero in order
# to allow the model to be fit
dummy_data_AB <- data.frame(
  group_id = factor("trial_AB", levels = c("trial_AB")),
  drug_A = 1,
  drug_B = 1,
  num_patients = 0,
  num_toxicities = 0
)

interaction_prior <- mixmvnorm(c(1, 0, (log(9)/1.96)^2))

# fit a double-combination model using the MAP priors
map_combo <- blrm_exnex(
  cbind(num_toxicities, num_patients - num_toxicities) ~
    1 + I(log(drug_A / dref_A)) |
    1 + I(log(drug_B / dref_B)) |
    0 + I(2 * (drug_A/dref_A * drug_B/dref_B) / (1 + drug_A/dref_A * drug_B/dref_B)) |
    group_id,
  data = dummy_data_AB,
  prior_EX_mu_comp = list(map_mix_A, map_mix_B), # BVN mixtures for (log-alpha, log-beta) for drugs A and B
  prior_EX_mu_inter = interaction_prior,
  
  # shut off hierarchical part of model --
  prior_tau_dist = NULL
)
```


This defines the prior distribution for the dose-toxicity relationship
in the novel combination. We can visualize the prior distributions for
the DLT rates:

```{r plot_map}
doses <- expand_grid(
  group_id = "trial_AB",
  drug_A = c(25, 50, 80, 100),
  drug_B = c(0.5, 1, 3)
) %>%
  arrange(drug_B, drug_A)

plot_toxicity_curve(map_combo,
                    newdata = doses,
                    x = vars(drug_A),
                    group = ~ drug_B)  +
  theme(legend.position="bottom")
```

We also now have an understanding of which combination doses may have
a high risk of DLTs in terms of the posterior mean,

```{r summ_map}
map_summ <- summary(map_combo, newdata = doses, interval_prob = c(0, 0.16, 0.33, 1))
kable(
  cbind(doses[c("drug_A", "drug_B")], map_summ[c("mean", "sd", "(0.33,1]")]),
  col.names = c("Drug A", "Drug B", "mean", "sd", "P(DLT rate > 0.33)"),
  digits = 2,
  caption = "Posterior summary statistics for P(DLT) by dose"
)
```

and the posterior predictive distribution when assuming a specific
cohort size (6 used as example here):

```{r pred_summ_map}
map_pred_summ <- summary(map_combo,
                         newdata = mutate(doses, num_toxicities=0, num_patients=6),
                         predictive=TRUE, interval_prob = c(-1, 0, 1, 6))
kable(
  cbind(doses[c("drug_A", "drug_B")], map_pred_summ[c("(-1,0]", "(0,1]", "(1,6]")]),
  col.names = c("Drug A", "Drug B", "Pr(0 of 6 DLT)", "Pr(1 of 6 DLT)", "Pr(>=2 of 6 DLT)"),
  digits = 2,
  caption = "Posterior predictive summary for Pr(DLT) by dose"
)
```

One can see that under the combination one has to decrease the
starting doses well below the declared MTDs for each drug. This is a
consequence of their combination in a new trial such that the
between-trial heterogeneity leads to an increased uncertainty in the
dose-toxicity. The uncertainty is additionally increased through the
introduction of a possible interaction between the two drugs. With the
increased uncertainty in the dose-toxicity curve, the escalation with
overdose criterion EWOC automatically penalizes this lack of knowledge
and requires a conservative starting dose for escalation.

## Robustification 

Direct use of the MAP priors assumes ex-changeability of the historical
and the new trial data. However, this assumption can be violated such
that we may wish to robustify the analysis. This can be achieved by
complementing the MAP prior by a weakly informative mixture component
with some non-zero weight. While the hierarchical model itself
down-weights the historical data already, that is we admit through the
interchangeability differences between trials, adding in this way
an additional weakly informative mixture component leads to an even
greater robustness against a prior-data conflict. This process is
sometimes referred to as "robustification", and the resulting prior
known as a robust MAP (rMAP) prior. The robustification step is
conceptually equivalent to the use of the EXNEX model under a MAC
approach. However, the two techniques - robustification and EXNEX -
differ in that robustification is a step done after derivation
of the MAP prior while the EXNEX model is a joint model fit.

The robust MAP approach is implemented as:

```{r rmap}
# weakly-informative mixture component is chosen here to be equal to
# the priors used in the first place
weak_A <- prior_A
weak_B <- prior_B

# adding this to the drug-A and drug-B MAP priors with weight 0.1
mix_A_robust <- mixcombine(map_mix_A, weak_A, weight = c(0.9, 0.1))
mix_B_robust <- mixcombine(map_mix_B, weak_B, weight = c(0.9, 0.1))

# robust MAP priors
mix_robust <- list(mix_A_robust, mix_B_robust)

# fit a double-combination model using the rMAP priors
robust_map_combo <- update(map_combo, prior_EX_mu_comp = mix_robust)

```

```{r rmap_plot, eval=FALSE}
# disabled plot here
plot_toxicity_curve(robust_map_combo,
                    newdata = doses,
                    x = vars(drug_A),
                    group = ~ drug_B)  +
  theme(legend.position="bottom")
```


# Equivalence of MAP and MAC (advanced)

To demonstrate the equivalence of MAP and MAC, we will illustrate
implementation of the latter approach.

First, we combine the data from all three sources.

```{r mac_groups}
groups <- c("trial_A", "trial_B", "trial_AB")
mac_data <- bind_rows_0(hist_A, hist_B)
mac_data$group_id <- factor(as.character(mac_data$group_id), levels = groups)
```

Next, we jointly model all available data using a hierarchical
double-combination BLRM, whose detailed specification can be found in
the appendix. Note that the hierarchical model on the interaction
parameter is not present in the combination model. This cannot be
turned off here such that we assign a negligibly small mean value for
the $\tau$ interaction heterogeneity.

```{r mac_combo}
dummy_tau_inter <- mixmvnorm(c(1.0, log(1E-4), (log(2) / 1.96)^2))

num_comp   <- 2 # number of treatment components
num_inter  <- 1
num_groups <- length(groups)

mac_combo <- blrm_exnex(
  cbind(num_toxicities, num_patients - num_toxicities) ~
    1 + I(log(drug_A / dref_A)) |
    1 + I(log(drug_B / dref_B)) |
    0 + I(2 * (drug_A/dref_A * drug_B/dref_B) / (1 + drug_A/dref_A * drug_B/dref_B)) |
    group_id,
  data = mac_data,
  prior_EX_mu_comp = list(prior_A, prior_B),
  prior_EX_tau_comp = list(tau_substantial_prior, tau_small_prior),
  prior_EX_mu_inter = interaction_prior,
  prior_EX_tau_inter = dummy_tau_inter,
  prior_is_EXNEX_comp = rep(FALSE, num_comp),
  prior_is_EXNEX_inter = rep(FALSE, num_inter),
  prior_EX_prob_comp = matrix(1, nrow = num_groups, ncol = num_comp),
  prior_EX_prob_inter = matrix(1, nrow = num_groups, ncol = num_inter),
  prior_tau_dist = 1
)
```

Now we compare posterior inference for the DLT rates:

```{r map_mac_compare}
mac_summ <- summary(mac_combo, newdata = doses, interval_prob = c(0, 0.16, 0.33, 1))
kable(
  cbind(doses[c("drug_A", "drug_B")],
        map_summ$mean, mac_summ$mean,
        abs(map_summ$mean - mac_summ$mean),
        map_summ[["(0.33,1]"]], mac_summ[["(0.33,1]"]]),
  col.names = c("Drug A", "Drug B",
                "MAP mean", "MAC mean",
                "|MAP mean - MAC mean|",
                "MAP P(DLT rate > 0.33)", "MAC P(DLT rate > 0.33)"),
  digits = 2,
  caption = "Posterior summary statistics for P(DLT) by dose"
)
```


# Appendix: Model specification

## Combination BLRM (new study model)

Let $d_A$ and $d_B$ represent the doses of drugs A and B,
respectively. The dose-toxicity model for the combination expresses
the DLT probability $\pi_{AB}(d_A, d_B)$ as a function of the doses,
through the following model for the DLT odds

$$ \frac{\pi_{AB}(d_A, d_B)}{1 - \pi_{AB}(d_A, d_B)} =
\frac{\pi_\perp(d_A, d_B)}{1 - \pi_\perp(d_A, d_B)} \cdot \exp\left\{
2 \eta \frac{(d_A d_B) / (d_A^* d_B^*) }{1 + (d_A d_B) / (d_A^*
d_B^*)}\right\}. $$

The two terms on the right-hand side are, respectively, the odds of
DLT under assumed independence of action for the two drugs, i.e.

$$\pi_\perp(d_A, d_B) = 1 - (1 - \pi_A(d_A))(1 - \pi_B(d_B)) $$

and an interaction term which allows for modelling drug toxicity
interactions. See Widmer et al (2023) for a discussion of
the interaction model.

The terms $\pi_A(d_A)$ and $\pi_B(d_B)$ represent the toxicity risk
under each single-agent, respectively, and are modelled with logistic
regression as in Neuenschwander et al (2008):

$$\pi_A(d_A) = \log(\alpha_A) + \beta_A \log(d_A / d_A^*)$$

$$\pi_B(d_B) = \log(\alpha_B) + \beta_B \log(d_B / d_B^*)$$

The model parameters are hence $\alpha_A, \beta_A, \alpha_B$ and
$\beta_B$ (the intercepts and slopes determining the dose-toxicity
curve for the two single agents), and $\eta$ (controlling the
magnitude of drug toxicity interactions), while $d_A^*$ and $d_B^*$
are fixed pre-specified reference doses for each drug.

This parametrization is convenient because in many such situations,
relevant information is available to inform prior distributions for
the intercepts and slopes. Specifically, in this example, we have used
MAP priors based on analysis of the historical data under
meta-analytic models.

### Prior specification

For the intercepts and slopes, the MAP priors have the form

$$ (\log \alpha_A, \log \beta_A ) \sim \sum_{k = 1}^{K_A} w_{Ak} \mbox{BVN}( \mathbf m_{Ak}, \mathbf S_{Ak} ), $$

and

$$ (\log \alpha_B, \log \beta_B ) \sim \sum_{k = 1}^{K_B} w_{Bk} \mbox{BVN}( \mathbf m_{Bk}, \mathbf S_{Bk} ), $$

where the bivariate normal mixtures have been chosen to approximate
the MAP distribution, i.e.

```{r}
map_mix_A
```

and 

```{r}
map_mix_B
```

For the interaction, the prior distribution $\eta \sim \mbox{N}(0,
(\log(9)/1.96)^2)$ was used. This prior is centered at zero interaction,
and 95\% of the probability mass falls between DLT odds multipliers of
$1/9$ and $9$ (relative to the no-interaction model).

## Meta-analytic models for the historical data

The MAP approach begins with hierarchical meta-analytic modelling of
the historical data, allowing for the possibility of between-study
heterogeneity.

We describe this model for drug A (drug B being analogous). For
historical studies $h =1 ,\ldots, H$ (in this case $H=1$), the DLT
probability for dose $d_A$ is modelled as

$$ \pi_{Ah}(d_A) = \log \alpha_{Ah} + \beta_{Ah} \log(d_A / d_A^*). $$

Model parameters are assumed to be exchangeable across studies:

$$ (\log \alpha_{Ah}, \log \beta_{Ah})  \, \, \sim \, \,
\mbox{BVN}\bigl( (\mu_{\alpha A}, \mu_{\beta A}), \boldsymbol \Sigma_A
\bigr) \hspace{20pt} \text{for }h = 1,\ldots, H, $$

and to facilitate prediction of the dose-toxicity curve in a new
study, we additionally assume that the study-level parameters for the
new study are exchangeable with those of the historical studies:

$$ (\log \alpha_{A\star}, \log \beta_{A\star}) \, \, \sim \, \,
\mbox{BVN}\bigl( (\mu_{\alpha A}, \mu_{\beta A}), \boldsymbol \Sigma_A
\bigr). $$

Here, $\boldsymbol \Sigma_A$ is a $2 \times 2$ covariance matrix with
standard deviations $\tau_{\alpha A}$ and $\tau_{\beta A}$, and
correlation $\rho_A$.

This exchangeability assumption allows for posterior estimation of the
MAP distribution for a study-level parameters in a new study, given
historical data:

$$ f(\alpha_{A\star}, \beta_{A\star} | \mathbf x_{\text{hist}}) = \int f(\alpha_{A\star}, \beta_{A\star} | \mu_{\alpha A}, \mu_{\beta A}, \tau_{\alpha A}, \tau_{\beta A}, \rho) \, \, dF(\mu_{\alpha A}, \mu_{\beta A}, \tau_{\alpha A}, \tau_{\beta A} | \mathbf x_{\text{hist}}). $$

The model is completed with normal priors for the means

$$ \mu_{\alpha A} \sim \mbox{N} ( m_{\alpha A}, s^2_{\alpha A}) $$
$$ \mu_{\beta A} \sim \mbox{N} ( m_{\beta A}, s^2_{\beta A}) $$

lognormal priors for the standard deviations,

$$ \log \tau_{\alpha A} \sim \mbox{N}( m_{\tau \alpha A}, s^2_{\tau \alpha A}) $$
$$ \log \tau_{\beta A} \sim \mbox{N}( m_{\tau \beta A}, s^2_{\tau \beta A}) $$

and for the correlation,

$$ \rho_A \sim \mbox{U}(-1, 1). $$

### Prior specification

Both models, for drugs A and B, used the same set of hyper-parameters:

- Intercept mean and standard deviation:

$$m_{\alpha A} = m_{\alpha B} = \mbox{logit}(0.2)$$
$$s_{\alpha A} = s_{\alpha B} = 1$$

- Slope mean and standard deviation:

$$m_{\beta A} = m_{\beta B} = \log(1)$$
$$s_{\beta A} = s_{\beta B} = (\log 4) / 1.96$$

- Heterogeneity standard deviations:

$$m_{\tau \alpha A} = m_{\tau \alpha B} = \log(0.25)$$
$$m_{\tau \beta A} = m_{\tau \beta B} = \log(0.125)$$
$$s_{\tau \alpha A} = s_{\tau \beta A} = s_{\tau \alpha B} = s_{\tau \beta B} = (\log 2) / 1.96$$

## Hierarchical model for combined data (MAC)

The MAC model is a combined model for data from all sources (both
single-agent trials and the planned combination study). Letting $i$
index these sources, the model covers toxicity of any combination of
doses of the two agents:

$$ \frac{\pi_i(d_A, d_B)}{1 - \pi_i(d_A, d_B)} = \frac{\pi_{\perp, i}(d_A, d_B)}{1 - \pi_{\perp, i}(d_A, d_B)} \cdot \exp\left\{ 2 \eta_i \frac{(d_A d_B) / (d_A^* d_B^*) }{1 + (d_A d_B) / (d_A^* d_B^*)}\right\}. $$
With, as before

$$\pi_{\perp,i}(d_A, d_B) = 1 - (1 - \pi_{Ai}(d_A))(1 - \pi_{Bi}(d_B)) $$

and
$$ \pi_{Ai}(d_A) = \log(\alpha_{Ai}) + \beta_{Ai} \log(d_A / d_A^*)$$
$$ \pi_{Bi}(d_B) = \log(\alpha_{Bi}) + \beta_{Bi} \log(d_B / d_B^*)$$

And as before, ex-changeability assumptions facilitate information
borrowing across data sources.

$$ (\log \alpha_{Ai}, \log \beta_{Ai})  \, \, \sim \, \, \mbox{BVN}\bigl( (\mu_{\alpha A}, \mu_{\beta A}), \boldsymbol \Sigma_A \bigr) \hspace{20pt} \text{for }i = 1,\ldots, I $$
$$ (\log \alpha_{Bi}, \log \beta_{Bi})  \, \, \sim \, \, \mbox{BVN}\bigl( (\mu_{\alpha B}, \mu_{\beta B}), \boldsymbol \Sigma_B \bigr) \hspace{20pt} \text{for }i = 1,\ldots, I $$
and

$$ \eta_i \sim \mbox{N}(\mu_\eta, \tau^2_\eta). $$

Priors for the exchangeable means $\mu$ and variances $\tau$ are
identical to the meta-analytic models for the historical single-agent
data in the previous section.

# Session Info

```{r}
sessionInfo()
```


```{r, include=FALSE}
## restore previous global user options
options(.user_mc_options)
```
