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stpm: an R package for stochastic process model.

Ilya Y Zhbannikov1, Konstantin Arbeev2, Igor Akushevich2

  • 1Biodemography of Aging Research Unit (BARU) at Social Science Research Institute, Duke University, 2024 W. Main St., Durham, Box 90420, 27705, NC, USA. ilya.zhbannikov@duke.edu.

BMC Bioinformatics
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Summary

The Stochastic Process Model (SPM) is now available as an R package (stpm), offering a new tool for analyzing longitudinal data and time-to-event outcomes. This software facilitates joint modeling of variable dynamics and event probabilities in research.

Keywords:
Life tablesLongitudinal dataQuadratic hazardRisk factorsStochastic process model

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Area of Science:

  • Biostatistics
  • Longitudinal Data Analysis
  • Survival Analysis

Background:

  • The Stochastic Process Model (SPM) provides a framework for joint modeling of longitudinal variables and time-to-event outcomes.
  • SPM is valuable in diverse research fields but lacks accessible software implementations.
  • Existing methods do not adequately address the complex interplay between dynamic variables and event probabilities.

Purpose of the Study:

  • To introduce the first publicly available software package for implementing the Stochastic Process Model (SPM).
  • To provide researchers with a tool for analyzing complex longitudinal data structures.
  • To enable the joint modeling of continuous measurements and time-to-event data.

Main Methods:

  • Development of an R package named 'stpm' to implement various SPM versions.
  • Inclusion of discrete- and continuous-time multidimensional models, and time-dependent parameter models.
  • Provision of simulation and projection tools for individual trajectories and hazard functions.

Main Results:

  • The 'stpm' R package offers a comprehensive implementation of SPM methodologies.
  • The package supports diverse SPM models, including multidimensional and time-dependent parameter variations.
  • Simulation and projection capabilities enhance the utility of the SPM framework.

Conclusions:

  • The 'stpm' R package is the first software implementation of the SPM methodology, validated through simulations.
  • This open-source tool will benefit clinical and academic researchers analyzing longitudinal and survival data.
  • Future work will focus on further enhancing the model and software functionalities.