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This vignette explains how to use dampack
to generate
your own PSA using only a decision analytic model and information about
the distributions that define your model parameters of interest. If both
costs and effects are calculated within the decision model, the
resulting psa
object will be compatible with all of
dampack
’s PSA analysis functions, which are explained at
length in the psa_analysis
vignette (type
vignette("psa_generation", package = "dampack")
in the
console to view this vignette).
In order to generate a PSA in dampack
, the user must
input the code for the decision analytic model in a standardized format
that is compatible with the run_psa
function. This is the
same format required for the FUN
argument of
run_owsa_det
and run_twsa_det
.
The user-defined model function must accept a single input containing
a list of the parameters from the params_basecase
argument.
In the example model shown below, this list is named
l_params
, and the variables contained in this list are the
only variables that are allowed to be varied through the
params_range
argument in the DSA. Optionally, additional
function inputs for FUN
can be supplied through the
...
argument of
run_owsa_det
/run_twsa_det
, but these inputs
are not allowed to vary in the sensitivity analysis. These additional
inputs must be arguments of FUN
, like n_wtp
in
the example of calculate_ce_out()
below. FUN
and its component functions are also able to incorporate variables
stored in the global environment, such as n_age_init
or
n_age_max
in the example.
The user-defined model function must return a data.frame where the
first column contains a character vector of the strategy names, and the
subsequent columns contain numeric vectors of all relevant model
outcomes. Each row of the data.frame will consist of a strategy name
followed by the corresponding outcome values for that strategy. These
model outcomes must be calculated internally within FUN
.
The model outcomes are not limited to typical outcomes like cost or
effectiveness and can be any numerical outcome that the user chooses to
model.
library(dampack)
run_sick_sicker_model <- function(l_params, verbose = FALSE) {
with(as.list(l_params), {
# l_params must include:
# -- disease progression parameters (annual): r_HD, p_S1S2, hr_S1D, hr_S2D,
# -- initial cohort distribution: v_s_init
# -- vector of annual state utilities: v_state_utility = c(u_H, u_S1, u_S2, u_D)
# -- vector of annual state costs: v_state_cost = c(c_H, c_S1, c_S2, c_D)
# -- time horizon (in annual cycles): n_cyles
# -- annual discount rate: r_disc
####### SET INTERNAL PARAMETERS #########################################
# state names
v_names_states <- c("H", "S1", "S2", "D")
n_states <- length(v_names_states)
# vector of discount weights
v_dw <- 1 / ((1 + r_disc) ^ (0:n_cycles))
# state rewards
v_state_cost <- c("H" = c_H, "S1" = c_S1, "S2" = c_S2, "D" = c_D)
v_state_utility <- c("H" = u_H, "S1" = u_S1, "S2" = u_S2, "D" = u_D)
# transition probability values
r_S1D <- hr_S1D * r_HD # rate of death in sick state
r_S2D <- hr_S2D * r_HD # rate of death in sicker state
p_S1D <- 1 - exp(-r_S1D) # probability of dying when sick
p_S2D <- 1 - exp(-r_S2D) # probability of dying when sicker
p_HD <- 1 - exp(-r_HD) # probability of dying when healthy
## Initialize transition probability matrix
# all transitions to a non-death state are assumed to be conditional on survival
m_P <- matrix(0,
nrow = n_states, ncol = n_states,
dimnames = list(v_names_states, v_names_states)) # define row and column names
## Fill in matrix
# From H
m_P["H", "H"] <- (1 - p_HD) * (1 - p_HS1)
m_P["H", "S1"] <- (1 - p_HD) * p_HS1
m_P["H", "D"] <- p_HD
# From S1
m_P["S1", "H"] <- (1 - p_S1D) * p_S1H
m_P["S1", "S1"] <- (1 - p_S1D) * (1 - (p_S1H + p_S1S2))
m_P["S1", "S2"] <- (1 - p_S1D) * p_S1S2
m_P["S1", "D"] <- p_S1D
# From S2
m_P["S2", "S2"] <- 1 - p_S2D
m_P["S2", "D"] <- p_S2D
# From D
m_P["D", "D"] <- 1
# check that all transition matrix entries are between 0 and 1
if (!all(m_P <= 1 & m_P >= 0)) {
stop("This is not a valid transition matrix (entries are not between 0 and 1")
} else
# check transition matrix rows add up to 1
if (!all.equal(as.numeric(rowSums(m_P)), rep(1, n_states))) {
stop("This is not a valid transition matrix (rows do not sum to 1)")
}
####### INITIALIZATION #########################################
# create the cohort trace
m_Trace <- matrix(NA, nrow = n_cycles + 1,
ncol = n_states,
dimnames = list(0:n_cycles, v_names_states)) # create Markov trace
# create vectors of costs and QALYs
v_C <- v_Q <- numeric(length = n_cycles + 1)
############# PROCESS ###########################################
m_Trace[1, ] <- v_s_init # initialize Markov trace
v_C[1] <- 0 # no upfront costs
v_Q[1] <- 0 # no upfront QALYs
for (t in 1:n_cycles) { # throughout the number of cycles
m_Trace[t + 1, ] <- m_Trace[t, ] %*% m_P # calculate trace for cycle (t + 1) based on cycle t
v_C[t + 1] <- m_Trace[t + 1, ] %*% v_state_cost
v_Q[t + 1] <- m_Trace[t + 1, ] %*% v_state_utility
}
############# PRIMARY ECONOMIC OUTPUTS #########################
# Total discounted costs
n_tot_cost <- t(v_C) %*% v_dw
# Total discounted QALYs
n_tot_qaly <- t(v_Q) %*% v_dw
############# OTHER OUTPUTS ###################################
# Total discounted life-years (sometimes used instead of QALYs)
n_tot_ly <- t(m_Trace %*% c(1, 1, 1, 0)) %*% v_dw
####### RETURN OUTPUT ###########################################
out <- list(m_Trace = m_Trace,
m_P = m_P,
l_params,
n_tot_cost = n_tot_cost,
n_tot_qaly = n_tot_qaly,
n_tot_ly = n_tot_ly)
return(out)
}
)
}
simulate_strategies <- function(l_params, wtp = 100000) {
# l_params must include:
# -- *** Model parameters ***
# -- disease progression parameters (annual): r_HD, p_S1S2, hr_S1D, hr_S2D,
# -- initial cohort distribution: v_s_init
# -- vector of annual state utilities: v_state_utility = c(u_H, u_S1, u_S2, u_D)
# -- vector of annual state costs: v_state_cost = c(c_H, c_S1, c_S2, c_D)
# -- time horizon (in annual cycles): n_cyles
# -- annual discount rate: r_disc
# -- *** Strategy specific parameters ***
# -- treartment costs (applied to Sick and Sicker states): c_trtA, c_trtB
# -- utility with Treatment_A (for Sick state only): u_trtA
# -- hazard ratio of progression with Treatment_B: hr_S1S1_trtB
with(as.list(l_params), {
####### SET INTERNAL PARAMETERS #########################################
# Strategy names
v_names_strat <- c("No_Treatment", "Treatment_A", "Treatment_B")
# Number of strategies
n_strat <- length(v_names_strat)
## Treatment_A
# utility impacts
u_S1_trtA <- u_trtA
# include treatment costs
c_S1_trtA <- c_S1 + c_trtA
c_S2_trtA <- c_S2 + c_trtA
## Treatment_B
# progression impacts
r_S1S2_trtB <- -log(1 - p_S1S2) * hr_S1S2_trtB
p_S1S2_trtB <- 1 - exp(-r_S1S2_trtB)
# include treatment costs
c_S1_trtB <- c_S1 + c_trtB
c_S2_trtB <- c_S2 + c_trtB
####### INITIALIZATION #########################################
# Create cost-effectiveness results data frame
df_ce <- data.frame(Strategy = v_names_strat,
Cost = numeric(n_strat),
QALY = numeric(n_strat),
LY = numeric(n_strat),
stringsAsFactors = FALSE)
######### PROCESS ##############################################
for (i in 1:n_strat) {
l_params_markov <- list(n_cycles = n_cycles, r_disc = r_disc, v_s_init = v_s_init,
c_H = c_H, c_S1 = c_S2, c_S2 = c_S1, c_D = c_D,
u_H = u_H, u_S1 = u_S2, u_S2 = u_S1, u_D = u_D,
r_HD = r_HD, hr_S1D = hr_S1D, hr_S2D = hr_S2D,
p_HS1 = p_HS1, p_S1H = p_S1H, p_S1S2 = p_S1S2)
if (v_names_strat[i] == "Treatment_A") {
l_params_markov$u_S1 <- u_S1_trtA
l_params_markov$c_S1 <- c_S1_trtA
l_params_markov$c_S2 <- c_S2_trtA
} else if (v_names_strat[i] == "Treatment_B") {
l_params_markov$p_S1S2 <- p_S1S2_trtB
l_params_markov$c_S1 <- c_S1_trtB
l_params_markov$c_S2 <- c_S2_trtB
}
l_result <- run_sick_sicker_model(l_params_markov)
df_ce[i, c("Cost", "QALY", "LY")] <- c(l_result$n_tot_cost,
l_result$n_tot_qaly,
l_result$n_tot_ly)
df_ce[i, "NMB"] <- l_result$n_tot_qaly * wtp - l_result$n_tot_cost
}
return(df_ce)
})
}
The gen_psa_samp
function creates a
data.frame
of parameter value samples based on the
underlying distributions specified by the user. Each row of the returned
data.frame
is an independently sampled set of the
parameters varied in the PSA. To produce a psa
object, the
run_psa
function will take each row of this
data.frame
and calculate the outcomes for each strategy in
the user-defined model. The data.frame
returned by
gen_psa_samp
matches the format required by the
parameters
argument of the make_psa_obj
function.
gen_psa_samp
has five arguments: params
is
a vector containing the names of each parameter to be varied in the PSA;
dists
is a vector of the same length indicating which type
of distribution this parameter will be drawn from;
parameterization_types
is a vector indicating the format of
how these parameter distributions are defined; dists_params
is a list of vectors, where each element of the list contains the values
necessary to define the distribution for a parameter based upon its
corresponding element of dists
and
parameterization_types
; and finally, nsamp
is
a numeric value indicating the number of PSA samples to be
generated.
Details about the allowable distributions, their parameterization
types and the corresponding formats for dists_params
can be
found in the help documentation by typing ?gen_psa_samp
in
the console. Within the example below, the first parameter in the PSA,
"p_HS1"
, follows a "beta"
distribution, which
has an "a, b"
parameterization type (which stands for
alpha, beta), and the two values for alpha and beta are 30
and 170
, respectively. If the user does not possess
estimates for the alpha and beta parameters for the beta distribution
but does have estimates for the mean and standard deviation of
"p_HS1"
, they also could choose to parameterize this
distribution using parameterization_types = "mean, sd"
. In
this case, the first element of the dists_params list would need to be a
numeric vector of length 2 containing the estimated mean and standard
deviation for "p_HS1"
. dampack
would then use
a method-of-moments estimator to calculate an alpha and beta parameter
for this distribution from which the PSA sample values are drawn.
my_params <- c(#Transition probabilities
"p_HS1",
"p_S1H",
"p_S1S2",
#Hazard ratios
"hr_S1",
"hr_S2",
"hr_S1S2_trtB",
#Costs
"c_H",
"c_S1",
"c_S2",
"c_trtA",
"c_trtB",
#Utilities
"u_H",
"u_S1",
"u_S2",
"u_TrtA")
my_dists <- c(#Transition probabilities
"beta",
"beta",
"beta",
#Hazard ratios
"log-normal",
"log-normal",
"log-normal",
#Costs
"gamma",
"gamma",
"gamma",
"gamma",
"gamma",
#Utilities
"truncated-normal",
"truncated-normal",
"truncated-normal",
"truncated-normal")
my_parameterization_types <- c(#Transition Probabilities
"a, b",
"a, b",
"a, b",
#Hazard ratios
"mean, sd",
"mean, sd",
"mean, sd",
#Costs
"shape, scale",
"shape, scale",
"shape, scale",
"shape, scale",
"shape, scale",
#Utilities
"mean, sd, ll, ul",
"mean, sd, ll, ul",
"mean, sd, ll, ul",
"mean, sd, ll, ul")
my_dists_params <- list(#Transition Probabilities
c(7.5, 42.5),
c(12, 12),
c(15, 133),
#Hazard ratios
c(3, 0.5),
c(10, 0.5),
c(0.6, .01),
#Costs
c(44.5, 45),
c(178, 22.5),
c(900, 16.67),
c(576, 21),
c(676, 19),
#Utilities
c(1, 0.01, NA, 1),
c(0.75, 0.02, NA, 1),
c(0.5, 0.03, NA, 1),
c(0.95, 0.02, NA, 1))
my_psa_params <- gen_psa_samp(params = my_params,
dists = my_dists,
parameterization_types = my_parameterization_types,
dists_params = my_dists_params,
n = 100)
The run_psa
function is used to calculate outcomes for
each strategy for every PSA sample through the user-defined decision
model, FUN
. In this example, the data.frame
of
PSA parameters generated by gen_psa_samp
should be used as
the input for the psa_samp
argument. The combination of the
parameters in the psa_samp
and the
params_basecase
argument must define every parameter that
FUN
expects within its l_params
input
argument. Other parameters for FUN
that are not contained
within l_params
list, like the n_wtp
argument
of calculate_ce_out
can be passed through ...
as an additional argument in run_psa
. If the decision model
in FUN
is computationally slow and/or the number of PSA
samples is extremely large, run_psa
could take a long time
to run. Under these circumstances, it is recommended that you set the
progress
argument to TRUE
in order to print a
progress bar in the console while the function is running to monitor its
progress.
my_params_basecase <- list(p_HS1 = 0.15,
p_S1H = 0.5,
p_S1S2 = 0.105,
r_HD = 0.002,
hr_S1D = 3,
hr_S2D = 10,
hr_S1S2_trtB = 0.6,
c_H = 2000,
c_S1 = 4000,
c_S2 = 15000,
c_D = 0,
c_trtA = 12000,
c_trtB = 13000,
u_H = 1,
u_S1 = 0.75,
u_S2 = 0.5,
u_D = 0,
u_trtA = 0.95,
n_cycles = 75,
v_s_init = c(1, 0, 0, 0),
r_disc = 0.03)
psa_output <- run_psa(psa_samp = my_psa_params,
params_basecase = my_params_basecase,
FUN = simulate_strategies,
outcomes = c("Cost", "QALY", "LY", "NMB"),
strategies = c("No_Treatment", "Treatment_A", "Treatment_B"),
progress = FALSE)
run_psa
will return a named list containing a
psa
object for each outcome specified in the
outcomes
argument. Each psa
object in the list
is compatible with owsa()
, twsa()
, and their
associated downstream functions described in the
psa_analysis
vignette. However, most PSA analysis functions
in dampack
rely on the clear designation of both a cost and
effectiveness outcome. To create a PSA object that is compatible with
these functions related to cost-effectiveness you must input the results
of run_psa
into the make_psa_obj
function in
the following manner. make_psa_obj()
requires data.frames
for cost
, effect
, and parameters
,
and a character vector for strategies
. The
data.frame
s containing each outcome in the list returned by
run_psa
are stored within other_outcome
. In
this example, the outcome associated with effect
is named
"Effect"
, and so
psa_output$Effect$other_outcome
is supplied to the
corresponding argument of make_psa_obj
.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.