条件付き推測木（決定木）で生存時間解析
寿命分布が異なるように説明変数で分割する。
詳細はhttp://cran.r-project.org/web/packages/party/party.pdfで。
データ生成
set.seed(0)
n <- 1000
x <- rbinom(n, size=1, prob=1/3)
data.df <- data.frame(x = x,
tt = ifelse(x==0, rweibull(n, scale=200, shape=2), rweibull(n, scale=300, shape=3)),
status = rep(1,n)
)推定
> library(party)
> (model <- ctree(Surv(tt, status)~x, data=data.df))
Conditional inference tree with 2 terminal nodes
Response: Surv(tt, status)
Input: x
Number of observations: 1000
1) x <= 0; criterion = 1, statistic = 150.161
2)* weights = 664
1) x > 0
3)* weights = 336
> data.df$node <- predict(model, type="node")確認
> fitdistr(data.df[data.df$node==2,]$tt, "weibull")
shape scale
1.98999386 202.76429299
( 0.06034834) ( 4.16490819)
Warning message:
In densfun(x, parm[1], parm[2], ...) : NaNs produced
> fitdistr(data.df[data.df$node==3,]$tt, "weibull")
shape scale
2.974397 306.660949
( 0.127542) ( 5.919310)