issues with calling predict.coxph.penal (survival) inside a function

Thanks for the reproducable example.  I can confirm that it fails on my machine using 
survival 2-37.5, the next soon-to-be-released version,

The issue is with NextMethod, and my assumption that the called routine inherited 
everything from the parent, including the environment chain.  A simple test this AM showed 
me that the assumption is false.  It might have been true for Splus.  Working this out may 
take some time -- every other one of my wrestling matches with predict inside a function 
has -- and there is a reasonable chance that it won't make this already overdue release.

In the meantime, here is a workaround that I have sometimes used in other situations. 
Inside your function do the following: fit a new coxph model with fixed coefficients, and 
do prediction on that.

myfun <- function(oldfit, subset) {
    newX <- model.matrix(oldfit)[subset,]
    newY <- oldfit$y[subset]
    newfit <- coxph(newY ~ newX, iter=0, init=coef(oldfit))
    newfit$var <- oldfit$var
    predict(newfit)
    }

If the subset is all of a particular strata, as you indicated, then all of the predictions 
will be correct.  If not, then those that make use of the the baseline hazard (type= 
expect) will be incorrect but all others are ok.

Terry Therneau

Hello everyone,



I got an issue with calling predict.coxph.penal inside a function.



Regarding the context: My original problem is that I wrote a function that
uses predict.coxph and survfit(model) to predict

a lot of survival-curves using only the basis-curves for the strata (as
delivered by survfit(model) ) and then adapts them with

the predicted risk-scores. Because there are cases where my new data has
strata which didn't exist in the original model I exclude

them, using a Boolean vector inside the function.

I end up with a call like this: predict (coxph_model,
newdata[subscript_vector,] )



This works fine for coxph.model, but when I fit a model with a spline
(class coxph.penal), I get an error:

"Error in `[.data.frame`(newdata, [subscript_vector, ) : object
'[subscript_vector ' not found"



I suppose this is because of NextMethod, but I am not sure how to work
around it. I also read a little bit about all those
matching-and-frame-issues,

But must confess I am not really into it.