Simulate recurrent events from a two-stage Cox or Ghosh-Lin model

Simulates recurrent event data from a fitted two-stage model, where the recurrent event process and the terminal event are each described by a separate fitted model. The recurrent event model may be either a Cox proportional hazards model (phreg) or a Ghosh-Lin marginal rate model (recreg); the terminal event model must be a Cox model (phreg).

Usage

sim_recurrent_ts(
  cox1,
  coxd = NULL,
  n = 1,
  data = NULL,
  type = c("default", "cox-cox", "gl-cox"),
  id = "id",
  varz = 1,
  share = 1,
  cens = 0.001,
  scale1 = 1,
  scaled = 1,
  dependence = NULL,
  r1 = NULL,
  rd = NULL,
  rc = NULL,
  strata1 = NULL,
  stratad = NULL,
  death.code = 3,
  ...
)

Arguments

cox1: A fitted phreg object for the recurrent event rate, or a fitted recreg (Ghosh-Lin) object. The model type is detected automatically from the class.
coxd: A fitted phreg object for the terminal event. May be NULL if no terminal event is modelled.
n: Number of subjects to simulate. Default is 1.
data: The data frame on which cox1 and coxd were fitted, used to draw covariate values for the simulated subjects. If NULL, covariates must be supplied via r1, rd, strata1, and stratad.
type: Simulation type: "default" (auto-detected from class of cox1), "cox-cox", or "gl-cox".
id: Name of the subject identifier variable in data. Default is "id".
varz: Variance of the frailty distribution in the two-stage model. Default is 1.
share: Proportion of the shared frailty assigned to the recurrent event process in the partial-sharing model. Default is 1.
cens: Rate of exponential censoring. Default is 0.001.
scale1: Scalar multiplier for the baseline cumulative hazard of the recurrent event process. Default is 1.
scaled: Scalar multiplier for the baseline cumulative hazard of the terminal event. Default is 1.
dependence: If non-NULL, falls back to sim_recurrent_list with this frailty structure (see sim_recurrentII for valid values). Default is NULL.
r1: Optional numeric vector of length n of subject-specific relative risks for the recurrent event, used when data = NULL.
rd: Optional numeric vector of length n of subject-specific relative risks for the terminal event, used when data = NULL.
rc: Optional numeric vector of length n of subject-specific censoring rate multipliers.
strata1: Optional integer vector of length n specifying the stratum index (0-based) for the recurrent event model, used when data = NULL.
stratad: Optional integer vector of length n specifying the stratum index (0-based) for the terminal event model, used when data = NULL.
death.code: Integer status code used for the terminal event in the output status column. Default is 3.
...: Further arguments passed to sim_GLcox, including nmin and nmax for the linear approximation grid.

Value

A data frame in counting-process format with one row per event interval per subject. Column names match those in the original model formula (entry, exit, and status variables). Additional columns include id and the covariates drawn from data (if supplied). The terminal event is coded as death.code in the status variable; recurrent events are coded as 1.

Details

Covariates are drawn by bootstrap from data (if supplied), and subject-specific relative risks and strata are derived from the fitted model objects. Stratified baselines are fully supported. When dependence is NULL (default), the simulation uses the two-stage structure from sim_GLcox; setting dependence to an integer falls back to sim_recurrent_list with the corresponding frailty model.

References

Scheike, T. H. (2026). Two-stage recurrent events random effects models. Lifetime Data Analysis.

Author

Thomas Scheike

Examples

data(hfactioncpx12)
hf    <- hfactioncpx12
hf$x  <- as.numeric(hf$treatment)
n     <- 100

## Cox-Cox two-stage model
xr <- phreg(Surv(entry, time, status == 1) ~ x + cluster(id), data = hf)
dr <- phreg(Surv(entry, time, status == 2) ~ x + cluster(id), data = hf)
simcoxcox <- sim_recurrent_ts(xr, dr, n = n, data = hf, death.code = 2)

## Ghosh-Lin/Cox two-stage model
recGL  <- recreg(Event(entry, time, status) ~ x + cluster(id), hf, death.code = 2)
simglcox <- sim_recurrent_ts(recGL, dr, n = n, data = hf, death.code = 2)