This document is an introduction to heemod
’s basic steps to define and run a model.
When building a Markov model for health economic evaluation, the following steps must be performed:
Other vignettes provide more details and examples on specific topics:
vignette("homogeneous", package = "heemod")
: How to specify, run and interpret a simple Markov model with no time-varying elements.vignette("non-homogeneous", package = "heemod")
: Example analysis of a more complex Markov model with time-varying transition probabilities.The probability to change from one state to another during a time period is called a transition probability. The time period is called a cycle.
Transition probabilities between states can be specified through a 2-way table where the lines correspond to the states at the beginning of a cycle and the columns to the states at the end of a cycle. For example consider a model with 2 states A
and B
:
A | B | |
---|---|---|
A | 1 | 2 |
B | 3 | 4 |
When starting a cycle in state A
(row A
), the probability to still be in state A
at the end of the cycle is found in colunm A
(row 1
) and the probability to change to state B
is found in column B
(cell 2
).
Similarly, when starting a cycle from state B
(row B
), the probability to be in state A
or B
at the end of the cycle are found in cells 3
or 4
respectively.
In the context of Markov models, this 2-way table is called a transition matrix. A transition matrix can be defined easily in heemod
with the define_matrix
function. If we consider the previous example, where cell values have been replaced by actual probabilities:
A | B | |
---|---|---|
A | 0.9 | 0.1 |
B | 0.2 | 0.8 |
This transition matrix can be defined with the following command:
mat_trans <- define_matrix(
.9, .1,
.2, .8
)
mat_trans
## An unevaluated matrix, 2 states.
##
## A B
## A 0.9 0.1
## B 0.2 0.8
In health economic evaluation, values are attached to states. Cost and utility are classical examples of such values. To continue with the previous example, the following values can be attachd to state A
and B
:
A
has a cost of 1234 per cycle and an utility of 0.85.B
has a cost of 4321 per cycle and an utility of 0.50.A state and its values can be defined with define_state
:
state_A <- define_state(
cost = 1234,
utility = 0.85
)
state_A
## An unevaluated state with 2 values.
##
## cost = 1234
## utility = 0.85
state_B <- define_state(
cost = 4321,
utility = 0.50
)
state_B
## An unevaluated state with 2 values.
##
## cost = 4321
## utility = 0.5
Now that the transition matrix and the state values are defined, we can combine them to create a Markov model with define_model
:
mod_1 <- define_model(
transition_matrix = mat_trans,
state_A,
state_B
)
## No named state -> generating names.
mod_1
## An unevaluated Markov model:
##
## 0 parameter,
## 2 states,
## 2 state values,
## No starting values defined.
The model can then be run with run_model
for a given number of cycles. The variables corresponding to valuation of cost and effect must be given at that point.
res_mod_1 <- run_model(
mod_1,
cycles = 10,
cost = cost,
effect = utility
)
## No named model -> generating names.
res_mod_1
## 1 Markov model, run for 10 cycles.
##
## Model name:
##
## A
By default the model is run for one person starting in the first state (here state A
).
The result can be explored with summary
:
summary(res_mod_1)
## 1 Markov model run for 10 cycles.
##
## Initial states:
##
## N
## A 1
## B 0
## cost utility .cost .effect .icer
## A 20296.82 7.597866 0 0 -Inf
##
## Efficiency frontier:
##
## A
We can plot the state membership counts over time. Over plot types are available.
plot(res_mod_1)
In order to compare different strategies it is possible to run several models in parallel, examples are provided in vignette("homogeneous", package = "heemod")
or vignette("non-homogeneous", package = "heemod")
.
Incertitude analysis vignette("probabilistic", package = "heemod")
and sensitivity analysis vignette("sensitivity", package = "heemod")
can be performed.