stpm: an R package for stochastic process model.

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BACKGROUND: The Stochastic Process Model (SPM) represents a general framework for modeling the joint evolution of repeatedly measured variables and time-to-event outcomes observed in longitudinal studies, i.e., SPM relates the stochastic dynamics of variables (e.g., physiological or biological measures) with the probabilities of end points (e.g., death or system failure). SPM is applicable for analyses of longitudinal data in many research areas; however, there are no publicly available software tools that implement this methodology. RESULTS: We developed an R package stpm for the SPM-methodology. The package estimates several versions of SPM currently available in the literature including discrete- and continuous-time multidimensional models and a one-dimensional model with time-dependent parameters. Also, the package provides tools for simulation and projection of individual trajectories and hazard functions. CONCLUSION: In this paper, we present the first software implementation of the SPM-methodology by providing an R package stpm, which was verified through extensive simulation and validation studies. Future work includes further improvements of the model. Clinical and academic researchers will benefit from using the presented model and software. The R package stpm is available as open source software from the following links: (stable version) or (developer version).





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Zhbannikov, Ilya Y, Konstantin Arbeev, Igor Akushevich, Eric Stallard and Anatoliy I Yashin (2017). stpm: an R package for stochastic process model. BMC Bioinformatics, 18(1). p. 125. 10.1186/s12859-017-1538-7 Retrieved from

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Ilya Zhbannikov

Biostatistician III

Konstantin Arbeev

Associate Research Professor in the Social Science Research Institute

Konstantin G. Arbeev received the M.S. degree in Applied Mathematics from Moscow State University (branch in Ulyanovsk, Russia) in 1995 and the Ph.D. degree in Mathematics and Physics (specialization in Theoretical Foundations of Mathematical Modeling, Numerical Methods and Programming) from Ulyanovsk State University (Russia) in 1999. He was a post-doctoral fellow in Max Planck Institute for Demographic Research in Rostock (Germany) before moving to Duke University in 2004 to work as a Research Scientist and a Senior Research Scientist in the Department of Sociology and the Social Science Research Institute (SSRI).  He is currently an Associate Research Professor in SSRI. Dr. Arbeev's major research interests are related to three interconnected fields of biodemography, biostatistics and genetic epidemiology as pertains to research on aging. The focus of his research is on discovering genetic and non-genetic factors that can affect the process of aging and determine longevity and healthy lifespan. He is interested in both methodological advances in this research area as well as their practical applications to analyses of large-scale longitudinal studies with phenotypic, genetic and, recently, genomic information. Dr. Arbeev authored and co-authored more than 150 peer-reviewed publications in these areas.

Igor Akushevich

Research Professor in the Social Science Research Institute

Anatoli I. Yashin

Research Professor in the Social Science Research Institute

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