survan.doc

完整的生存分析Fortran语言源代码。有5个大的功能模块。

                                  SURVAN
                          Version 2.0 August 1990





                      Non-Parametric Survival Analysis
                  Kaplan-Meier / Log Rank / Gehan-Breslow
                 Proportional Hazards / Logistic Regression





                              Barry W. Brown
                              James Lovato
                           M. Elizabeth Rozell
                              David Tuttle






        This work was supported by grant CA-16672 from the National Cancer
        Institute.





        Copyright 1988 for
             The University of Texas, M.D. Anderson Cancer Center
             Department of Biomathematics, Box 237
             1515 Holcombe Blvd.
             Houston, TX 77030


        Contact: BWB at above address or [e-mail]



        SURVAN can be freely copied and (noncommercially) distributed.



                            Thanks to Our Supporters

     The creation  of this code was  supported in part  by  the  Core Grant
     CA11672 of  the  National Cancer  Institute  of NIH to M.  D. Anderson
     Hospital.  Other  support was provided by the  State of Texas and  the
     Larry  and Pat McNeil  Professorship in Cancer  Research held  by  Dr.
     Brown.


                                    History


         SURVAN was written  in FLECS  (Fortran  Language Extended  Control
     Structures)  which is a pre-processor  similar  in  concept to RATFOR.
     The original  version of  FLECS   was written by   Terry Beyer  of the
     University   of  Oregon and  placed in  the   public domain.  We added
     support for Fortran  77  and    some new control  structures.    Those
     interested   in acquiring FLECS  should  contact   Barry Brown at  the
     address below.

         The  Fortran  produced by FLECS  is  as ugly  as  that produced by
     RATFOR.  The  code was polished using pol  from  Toolpack1.2, a public
     domain package that can be acquired from  NAG or  via anonymous ftp to
     lambda.lanl.gov (128.165.4.4).


                          Legalities of Use of SURVAN


     This code is copyright 1990 for:

                The University of Texas M. D. Anderson Cancer Center
                1515 Holcombe Boulevard
                Houston, TX 77096

     Correspondence concerning the code should be addressed to:

                Barry W. Brown
                Chief, Section of Computer Science
                Department of Biomathematics, Box 237

     at the above address.


         We  want to make  this  program as widely  available  as possible.
     Hence, executable  code derived  from the  source provided, the source
     itself,  and the accompanying documentation  may  be freely copied and
     distributed  provided  that this   copyright section accompanies  such
     copies.  We encourage the distribution of this code on bulletin boards
     and as shareware.

         Modifications and improvements to the code can similarly be freely
     copied and distributed.  Barry Brown  would appreciate  a copy of  any
     such improvements for incorporation into later versions of SURVAN.






         Source  code   may be extracted   and used  for any non-commercial
     purpose.  Non-commercial means that at most  a modest distribution fee
     is charged, as shareware.  We would appreciate acknowledgment  of such
     use of our code.

         Commercial use of the source code requires written permission from
     the Department of Biomathematics at the above address.  Our  policy is
     generally to grant such   permission  provided appropriate  credit  is
     given to us in the documentation.

                                  NO WARRANTY

         WE PROVIDE ABSOLUTELY NO WARRANTY  OF ANY KIND EITHER EXPRESSED OR
     IMPLIED,  INCLUDING BUT NOT   LIMITED  TO, THE IMPLIED  WARRANTIES  OF
     MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.  THE ENTIRE RISK
     AS TO THE QUALITY AND PERFORMANCE OF THE PROGRAM IS  WITH YOU.  SHOULD
     THIS PROGRAM  PROVE DEFECTIVE, YOU  ASSUME THE  COST  OF ALL NECESSARY
     SERVICING, REPAIR OR CORRECTION.

         IN NO EVENT SHALL THE UNIVERSITY OF TEXAS OR ANY  OF ITS COMPONENT
     INSTITUTIONS INCLUDING  M. D.  ANDERSON HOSPITAL BE  LIABLE TO YOU FOR
     DAMAGES, INCLUDING  ANY LOST PROFITS,  LOST MONIES, OR  OTHER SPECIAL,
     INCIDENTAL  OR CONSEQUENTIAL  DAMAGES  ARISING OUT   OF  THE  USE   OR
     INABILITY TO USE (INCLUDING BUT NOT LIMITED TO LOSS OF DATA OR DATA OR
     ITS ANALYSIS  BEING RENDERED  INACCURATE  OR LOSSES SUSTAINED BY THIRD
     PARTIES) THE PROGRAM.

     (Above NO WARRANTY modified from the GNU NO WARRANTY statement.)






                             INTRODUCTION

    SURVAN performs the following calculations:

(1) Kaplan-Meier estimation of survival functions with confidence
    limits on estimates and quantiles.

(2) Log rank test of the equality of survival functions of several
    groups (optionally over several strata).

(3) Gehan  Breslow test  of  the  equality  of  survival functions  of
several
    groups (optionally over several strata).

(4) Proportional hazards model (Cox model) estimation of coefficients
    and underlying hazard and survival function.

(5) Logistic regression estimation.

    In  addition,  SURVAN performs   a few general purpose descriptive
tasks that may be useful in setting up the above:

(6) Frequency distributions.

(7) Condescriptive statistics (mean, sd, min, max, etc.).


                              References

    This document describes the use of the SURVAN computer program and
does  not explain  any    of the  statistical   theory behind SURVAN's
calculations.  For  such explanations, the  reader is  referred to the
following four references.  The first two are written at an elementary
level, the following two are advanced.

Gross,    A.  J.   and   Clark,  V.A.   (1975) Survival Distributions:
Reliability Applications in the Biomedical Sciences.  New York: Wiley.

Lee,  E.  T.  (1980)  Statistical Methods  for Survival Data Analysis.
Belmont, CA: Lifetime Learning Publications (A Division  of Wadsworth,
Inc.)

Cox, D. R.  and Oakes, D.   (1984) Analysis  of Survival Data. London:
Chapman and Hall.

Kalbfleish, J. D. and Prentice, R. L.  (1980) The Statistical Analysis
of Failure Time Data.  New York: Wiley.






                               Methods

    Most of  the methods used  by  SURVAN  are totally standard; those
used where alternatives exist are noted here.  The handling of ties in
the proportional hazards model is as described in:

Breslow, N. E. (1975)  Covariance Analysis of Censored  Survival Data.
Biometrics, 30, 89-100.

    The underlying hazard and  survival functions in  the proportional
hazards model as estimated by the methods of:

Kalbfleish, J. D.  and   Prentice, R. L. (1973)   Marginal likelihoods
based on Cox's regression and life model.  Biometrika, 60, 267-278.

    Confindence  intervals for  Kaplan-Meier  survival curve estimates
are by the method of:

Simon,  R. and Lee,  Y.  (1982)  Nonparametric  confidence  limits for
survival probabilities and  the median.  Cancer Treatment Reports, 66,
37-42.


                  Other People's Code Used in SURVAN

    Wherever possible, we use good code written by experts in place of
reinventing  a poorer version  ourselves.  The  following are used  in
SURVAN.   All are  available  by electronic  mail  from netlib.    For
information on  netlib,  send electronic mail whose  content is  'send
index' to [e-mail].

    The general function  minimization  routines  written by David Gay
are used in proportional hazards and logistic regression.  The routine
used,   DMNH,  is actually an  update   of  the  one  described in the
reference.

Gay,  D. M.   (1983) Algorithm   611.  Subroutines  for  Unconstrained
Minimization Using a Model/Trust-Region Approach.  ACM Transactions on
Mathematical Software, 9, 503-524.

    The public portion of the PORT library was used for dynamic memory
allocation.

Fox,  P. A.,   Hall, A. D.,   and  Schryer,   N. L.  (1978)  The  PORT
Mathematical  Subroutine Library.  ACM  Transactions  on  Mathematical
Software, 4, 104-126.

    The  zero-finder described  below is  used   in several places  in
SURVAN.

Bus, J. C. P.  and Dekker, T. J. (1975)  Two Efficient Algorithms with
Guaranteed  Convergence  for  Finding a Zero     of   a Function.  ACM
Transactions on Mathematical Software, 1, 330-345.























                      An Annotated Computer Run



                               SURVAN
                     Version 1.0 December 1990

                  Non-Parametric Survival Analysis

                           Barry W. Brown
                            James Lovato
                         M. Elizabeth Rozell
                            David Tuttle


   This work was supported by grant CA-16672 from the National Cancer
   Institute.

   Copyright 1988 for
              The University of Texas, M.D. Anderson Cancer Center
              Department of Biomathematics, Box 237
              1515 Holcombe Blvd.
              Houston, TX 77030

   Contact: BWB at above address or [e-mail]

   SURVAN can be freely copied and (noncommercially) distributed.
Press Return / Enter to continue:
?

Please enter a name of up to 8 characters for this run of SURVAN.
sexample
Enter:
   (0) for no echo recording
   (1) To echo the entire session to a file
   (2) To echo the input only to a file
   (3) For functions (1) and (2)
? 3
Echo of session will be written to file: "sexample.ALLECHO        "
Echo of input will be written to file:   "sexample.INECHO         "

                      ===== Begin Commentary =====

      The  user has an option  to produce a   transcript of the SURVAN
session.  Option  1 records  everything  seen  on the screen including
user prompts and user input.  Option 2 records only the user input.

    SURVAN names files using  the  user  supplied  name followed  by a
period  followed  by a  character string  indicating  the type of file
being written.   In   MS-DOS,  the length  of  the    character string
following the period is limited to three.

                       ===== End Commentary =====

Enter:
   (1) For results to be displayed at the terminal
   (2) For results to be written to a file
   (3) For both (1) and (2)
? 3
Results will be written to file:         "sexample.RESULTS    "
Do you want page breaks in your results file? (Y/N)
? y





                      ===== Begin Commentary =====

      Generally but not  always, the  results should  be written  to a
file whether or not they are displayed  to the terminal.  The file can
be  printed for reviewing  the  results.   Also,  SURVAN has   no plot
capabilities so  the user might extract  Kaplan Meier estimates with a
text editor and plot them using a different program.

      Selecting page breaks causes the results  fileto  be broken into
pages at logical places.  Page breaks are useful when the results file
is to printed.

                       ===== End Commentary =====

Do you want to restore a state from a previous run? (y/n)
? n

                      ===== Begin Commentary =====

      SURVAN can read a  state file which  has been produced by a SAVE
command on  a  previous SURVAN run.   The  state   file  contains  the
variable names, definitions  of survival variable,  group, strata, and
compulsory   variables as they were when   the status was saved.  They
will be restored if the y option is chosen here.

                       ===== End Commentary =====

***** ENTER DATA *****
Do you want to use an existing binary file (y/n)
? n
Enter name of binary file to receive a copy of the data.
Specify file name or * for terminal output:
? sexample.bin
Created file sexample.bin --
   -- P(roceed) or R(etry file specification)?
? p
                      ===== Begin Commentary =====

    When SURVAN reads a  data file, it produces  a binary (machine but
not human readable) file whose name is specified by the user. Although
there is an  option to type * for  terminal output  this option should
never be  chosen for a  binary file.  Reading a  binary file is faster
than reading a raw data file, so if one  is available from  a previous
SURVAN run, the user may want to use it.