Custom distribution for flexsurv(), example

data(ovarian)

## Compare generalized gamma fit with Weibull

fitg <- flexsurvreg(formula = Surv(futime, fustat) ~ 1, data = ovarian, dist="gengamma")

fitg

fitw <- flexsurvreg(formula = Surv(futime, fustat) ~ 1, data = ovarian, dist="weibull")

fitw

plot(fitg)

lines(fitw, col="blue", lwd.ci=1, lty.ci=1)

## Identical AIC, probably not enough data in this simple example for a

## very flexible model to be worthwhile.

## Custom distribution

library(eha)  ## make "dllogis" and "pllogis" available to the working environment

custom.llogis <- list(name="llogis",

                      pars=c("shape","scale"),

                      location="scale",

                      transforms=c(log, log),

                      inv.transforms=c(exp, exp),

                      inits=function(t){ c(1, median(t)) })

fitl <- flexsurvreg(formula = Surv(futime, fustat) ~ 1, data = ovarian, dist=custom.llogis)

fitl

lines(fitl, col.fit="purple", col.ci="purple")