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TreeAgePro-2012 使用手册.pdf
Introduction
Welcome to TreeAge Pro
TreeAge Pro Interface
Optional modules
Integration with other software
Installation and system requirements
Cross-Platform Compatibility
Get technical support
File compatibility
Manual structure
What's New in TreeAge Pro
Decision Analysis Primer
What is decision analysis?
A simple problem: How should I invest $1000?
Decision trees
Dependency diagrams
Further reading
Example Models
TreeAge Pro Interface
TreeAge Pro Workbench
Perspectives
Tree Diagram Editor
TreeAge Pro Views
A Decision Tree Tutorial
Constructing a tree
Entering payoff values
Entering probabilities
Setting calculation and numeric formatting preferences
Calculating the tree
What's next?
Dependency Diagrams
Dependency diagrams
Constructing a dependency diagram
Creating and selecting nodes
Entering the node label
Adding arcs
More editing options
Dependency Properties View
Managing Projects and Documents
Create a project
Tutorial examples project
Working within a project
Additional information on Projects View
Saving files
Printing and Presenting Trees
Printing
Exporting Pictures
Analyzing Decision Trees
Numeric Formatting
Expected values
Roll back
Rankings
Standard deviation
Discrete simulation/microsimulation
Probability distributions
Expected value of perfect information (EVPI)
Other Analyses
Graph Windows
BIRT Project
Customizing graphs/charts
Customizing probability distribution graphs
Customizing cost-effectiveness graphs
Customizing line graphs
Customizing scatterplot graphs
Printing, exporting and saving graphs
Tree Calculation Methods and Preferences
Changing what the tree calculates
Calculations using multiple attributes
Roll back analysis options
Regional/international numeric settings
Overriding the optimal path at selected nodes
Selecting Subtrees and Multiple Nodes
Selecting a subtree
Selecting multiple, unrelated nodes
Selecting multiple nodes by characteristic
Making Changes to Tree Structure
A note on tree terminology
Tree-building commands – a review
Editing a single node vs. subtrees
Inserting nodes/branches
Moving/reordering nodes
Deleting nodes/branches
Cut, copy, and paste nodes and subtrees
Cut, copy, and paste text
Multiple clipboards
Undo and Redo
Find and replace text, formulas, and values
Using the Probability Wheel View
Annotating the Tree
Node label options
Label nodes
Notes and arrows
Node comments
Tree Display Preferences and Options
Collapsing/hiding subtrees
Aligning selected nodes
Displaying terminal columns/roll back columns
Other tree display preferences
Changing fonts
Introduction to Variables and Sensitivity Analysis
Sensitivity analysis background
Using variables in a tree
Performing one-way sensitivity analysis
Sensitivity analysis thresholds
Working With Variables
Variable Properties View
Variable Definitions View
Define Variable Dialog
Variable Categories
Sensitivity Analysis Variable Properties
Sensitivity analysis correlations
Variables testing tools
Formula Editor
Variable Definition Arrays
Building Formulas Using Variables and Functions
Quantity expressions in a model
Formula Editor
Auto-fill
User-defined python functions
Variable formula examples
Using mathematical, statistical, and other functions
Arithmetic functions
Financial/discounting functions
Miscellaneous functions
Using mathematical, statistical, and other functions
Recursive variable definitions
Operators
Keywords
More Sensitivity Analysis Tools
Analyzing variables with multiple definitions
Tornado diagrams
Two-way sensitivity analysis
Three-way sensitivity analysis
Threshold analysis
Analyzing correlated variables
Additional sensitivity analysis topics
Monte Carlo Simulation, Distributions and Probabilistic Sensitivity Analysis
Uses of Monte Carlo simulation in modeling
Creating distributions
Performing probabilistic sensitivity analysis
Simulation options
Customizing simulations
Two- and three-dimensional simulations
Distribution Functions, Options and Types
Distribution functions
Distribution options
Distribution Formulas
Sampling from tables during Monte Carlo simulation
Creating and Using Tables
Creating and editing tables
Referencing tables in formulas
Model tables and global table files
Importing tables from older versions of TreeAge Pro (2009 and earlier)
The All Tables Report
Managing tables using the Excel module
Linking a table to an ODBC data source
Stored Analysis Abstracts and Sequences
Using stored analyses
Sequencing stored analyses
Linking with Excel and Other Applications
Dynamic linking with Excel via BiLinks
Calculating payoffs using dynamic links: an example
Tools and Functions for Complex Trees
Working with very large trees
TreeAge Pro Workspace, Tree Explorer and Model Overview
Viewing/editing document XML
Cloning subtrees
User-defined Python functions
Node(), Tree(), User(), Global() and other special functions
The Node() function
The Tree() function
The Command() function
The Debug() function
The Seed() Function
The Global() and GlobalN() functions
The TrackerIncr() function
List/matrix functions
Advanced Chance Node Techniques and Options
Using non-coherent probabilities
Sampling probabilities from a Dirichlet distribution
Bayes' Revision in Decision Trees
An introduction to Bayes’ revision
Performing Bayes' revision in the tree
Utility Functions and Risk Preferences
Risk preference: an illustration
Risk preference curves
Creating a risk preference function
Using the Excel Module
Edit model inputs in Excel
Tree Workbook
TreeAge Pro Object Interface
Exporting analysis output
Using the TreeAge Pro Object Interface
Java vs. Other Programming Languages
Object Interface API Documentation
Connecting to the Object Interface via Java
Connecting to the Object Interface via ActiveX
The TreeAge Pro Player
Creating a Player Model
Creating the Player Model Interface
Using the Model Interface
Building and Analyzing Cost-Effectiveness Models
Before you begin
Preparing a tree for cost-effectiveness calculations
Performing cost-effectiveness analysis
Dominance and incremental cost-effectiveness
One-way cost-effectiveness sensitivity analysis
Cost-Effectiveness Modeling and Analysis Options
Net benefits calculations
Multi-attribute weighted costs
Inverting effectiveness calculations
CE roll back optimal path parameters
Thresholds and CE sensitivity analysis
Displaying incremental values during roll back
Cost-Effectiveness Simulation Reports and Graphs
Basic CE statistics and simulation outputs
Cost-effectiveness graphs
Output Distribution graphs
Scatterplots
Acceptability and Net Benefits curves
Cost-effectiveness value of information (EVPI and EVPPI)
Building and Analyzing Markov Models
Markov modeling basics
Building a Markov cycle tree in TreeAge Pro
Analyzing a Markov model
A note on microsimulation
A note on half-cycle correction
Cost-effectiveness Markov models
Markov Modeling Tools and Techniques
Keywords, time-dependence, and discounting
Probability/rate conversion functions
State/transition probability functions
Assigning onetime costs and utilities
Cloning Markov models
Counting "time in state" with tunnels
Markov decision processes
Dynamic cohort models
Extra Rewards
Other advanced Markov options
Individual-Level Simulation and Markov Models
Notes on simulation terminology
Simulation and tracker variables
Tracker views and dialogs
More notes on trackers
Sampling individual-level distributions during simulation
Debugging simulations
Parallel trials, discrete event simulation, and dynamic populations
2-dimensional probabilistic sensitivity analysis using microsimulation
Sensitivity Analysis and Microsimulation
Sequences and linear sensitivity analysis
Other aspects of microsimulation
Markov Technical Details
Model Documentation
Create Model Documentation Help File
Preferences
Tree Preferences
Tree Preference Sets
Tree Preferences Dialog
Calculation Method
Payoff Preferences
Numeric Formatting
Roll Back
Risk Preferences
Regional Settings
Other Calc Settings
Large Tree Optimizations
Tables
Arrows
External Subtrees
Fonts
Node Text/Comments
Notes
Printing
Terminal Columns
Terminal Nodes
Tree Editing/Layout
Variables/Markov Info
Dynamic Links
Identifying Variables
Advanced Monte Carlo Options
Debugging
Output Reports
Stored Analysis Abstracts and Sequences
Application Preferences
Application Preferences Dialog
Application Preferences - Backup/Autosave
Application Preferences - Display
Application Preferences - Automatic Updates
Application Preferences - String Substitutions
Application Preferences - Monte Carlo Distributed Processing
Application Preferences - Keys
Technical Details & Utilities
Random number generator details
Report Output Files (*.rptx)
Importing TP 2009 Simulation Output
TreeAge Pro News Reader
TreeAge Pro 2012 User's Manual
TreeAge Pro 2012
TreeAge Pro软件国内经销商-上海卡贝信息技术有限公司
www.cabit.com.cn sales@cabit.com.cn
400-621-1085 021-50391085
TreeAge Pro 2012 User's Manual: TreeAge Pro 2012
© 2012 TreeAge Software, Inc.
Table of Contents
1. Introduction ........................................................................................................................................ 1
Welcome to TreeAge Pro ...............................................................................................................1
TreeAge Pro Interface ....................................................................................................................1
Optional modules ............................................................................................................................2
Integration with other software ....................................................................................................... 2
Installation and system requirements .............................................................................................2
Cross-Platform Compatibility .......................................................................................................... 3
Get technical support ..................................................................................................................... 3
File compatibility ............................................................................................................................. 4
Manual structure .............................................................................................................................5
What's New in TreeAge Pro .......................................................................................................... 5
2. Decision Analysis Primer .................................................................................................................. 7
What is decision analysis? .............................................................................................................7
A simple problem: How should I invest $1000? .............................................................................9
Decision trees ...............................................................................................................................10
Dependency diagrams ..................................................................................................................12
Further reading ............................................................................................................................. 12
Example Models ........................................................................................................................... 13
3. TreeAge Pro Interface .....................................................................................................................14
TreeAge Pro Workbench ..............................................................................................................14
Perspectives ................................................................................................................................. 16
Tree Diagram Editor .....................................................................................................................17
TreeAge Pro Views ...................................................................................................................... 19
4. A Decision Tree Tutorial ................................................................................................................. 23
Constructing a tree .......................................................................................................................23
Entering payoff values ..................................................................................................................26
Entering probabilities .................................................................................................................... 29
Setting calculation and numeric formatting preferences .............................................................. 31
Calculating the tree ...................................................................................................................... 32
What's next? .................................................................................................................................33
5. Dependency Diagrams ....................................................................................................................35
Dependency diagrams ..................................................................................................................35
Constructing a dependency diagram ........................................................................................... 35
Creating and selecting nodes .......................................................................................................36
Entering the node label ................................................................................................................ 37
Adding arcs ...................................................................................................................................37
More editing options .....................................................................................................................39
Dependency Properties View ....................................................................................................... 40
6. Managing Projects and Documents ................................................................................................ 42
Create a project ............................................................................................................................42
Tutorial examples project ............................................................................................................. 43
Working within a project ...............................................................................................................44
Additional information on Projects View .......................................................................................44
Saving files ................................................................................................................................... 44
7. Printing and Presenting Trees ........................................................................................................ 45
Printing ..........................................................................................................................................45
Exporting Pictures ........................................................................................................................ 46
8. Analyzing Decision Trees ................................................................................................................48
Numeric Formatting ...................................................................................................................... 48
Expected values ........................................................................................................................... 48
Roll back .......................................................................................................................................49
Rankings ....................................................................................................................................... 51
Standard deviation ........................................................................................................................52
Discrete simulation/microsimulation ............................................................................................. 53
Probability distributions .................................................................................................................55
Expected value of perfect information (EVPI) .............................................................................. 61
Other Analyses ............................................................................................................................. 64
9. Graph Windows ...............................................................................................................................67
BIRT Project ................................................................................................................................. 67
Customizing graphs/charts ........................................................................................................... 67
Customizing probability distribution graphs ..................................................................................74
Customizing cost-effectiveness graphs ........................................................................................ 77
Customizing line graphs ............................................................................................................... 78
Customizing scatterplot graphs .................................................................................................... 82
Printing, exporting and saving graphs ..........................................................................................88
10. Tree Calculation Methods and Preferences ..................................................................................90
Changing what the tree calculates ...............................................................................................90
Calculations using multiple attributes ...........................................................................................95
Roll back analysis options ............................................................................................................97
Regional/international numeric settings ........................................................................................99
Overriding the optimal path at selected nodes .......................................................................... 100
11. Selecting Subtrees and Multiple Nodes ...................................................................................... 102
Selecting a subtree .....................................................................................................................102
Selecting multiple, unrelated nodes ........................................................................................... 102
Selecting multiple nodes by characteristic ................................................................................. 103
12. Making Changes to Tree Structure .............................................................................................105
A note on tree terminology .........................................................................................................105
Tree-building commands – a review .......................................................................................... 105
Editing a single node vs. subtrees .............................................................................................106
Inserting nodes/branches ........................................................................................................... 106
Moving/reordering nodes ............................................................................................................ 109
Deleting nodes/branches ............................................................................................................111
Cut, copy, and paste nodes and subtrees ................................................................................. 111
Cut, copy, and paste text ........................................................................................................... 116
Multiple clipboards ......................................................................................................................117
Undo and Redo .......................................................................................................................... 118
Find and replace text, formulas, and values .............................................................................. 118
Using the Probability Wheel View .............................................................................................. 121
13. Annotating the Tree .....................................................................................................................123
Node label options ..................................................................................................................... 123
Label nodes ................................................................................................................................ 125
Notes and arrows ....................................................................................................................... 126
Node comments ......................................................................................................................... 131
14. Tree Display Preferences and Options ....................................................................................... 134
Collapsing/hiding subtrees ..........................................................................................................134
Aligning selected nodes ............................................................................................................. 135
Displaying terminal columns/roll back columns ..........................................................................136
Other tree display preferences ...................................................................................................139
Changing fonts ........................................................................................................................... 142
15. Introduction to Variables and Sensitivity Analysis .......................................................................144
Sensitivity analysis background ................................................................................................. 144
Using variables in a tree ............................................................................................................ 145
Performing one-way sensitivity analysis .....................................................................................153
Sensitivity analysis thresholds ....................................................................................................156
16. Working With Variables ...............................................................................................................159
Variable Properties View ............................................................................................................ 159
Variable Definitions View ............................................................................................................164
Define Variable Dialog ................................................................................................................168
Variable Categories .................................................................................................................... 169
Sensitivity Analysis Variable Properties ..................................................................................... 173
Sensitivity analysis correlations ..................................................................................................173
Variables testing tools ................................................................................................................ 174
Formula Editor ............................................................................................................................ 177
Variable Definition Arrays ...........................................................................................................177
17. Building Formulas Using Variables and Functions ......................................................................181
Quantity expressions in a model ................................................................................................181
Formula Editor ............................................................................................................................ 181
Auto-fill ........................................................................................................................................ 183
User-defined python functions ....................................................................................................185
Variable formula examples .........................................................................................................185
Using mathematical, statistical, and other functions .................................................................. 191
Arithmetic functions .................................................................................................................... 192
Financial/discounting functions ...................................................................................................193
Miscellaneous functions ..............................................................................................................194
Using mathematical, statistical, and other functions .................................................................. 195
Recursive variable definitions .....................................................................................................195
Operators .................................................................................................................................... 198
Keywords .................................................................................................................................... 201
18. More Sensitivity Analysis Tools .................................................................................................. 202
Analyzing variables with multiple definitions .............................................................................. 202
Tornado diagrams ...................................................................................................................... 205
Two-way sensitivity analysis ...................................................................................................... 209
Three-way sensitivity analysis ....................................................................................................212
Threshold analysis ......................................................................................................................214
Analyzing correlated variables ................................................................................................... 216
Additional sensitivity analysis topics .......................................................................................... 217
19. Monte Carlo Simulation, Distributions and Probabilistic Sensitivity Analysis ...............................219
Uses of Monte Carlo simulation in modeling ............................................................................. 219
Creating distributions ..................................................................................................................222
Performing probabilistic sensitivity analysis ............................................................................... 228
Simulation options ...................................................................................................................... 237
Customizing simulations ............................................................................................................. 247
Two- and three-dimensional simulations ....................................................................................249
20. Distribution Functions, Options and Types ................................................................................. 252
Distribution functions .................................................................................................................. 252
Distribution options ..................................................................................................................... 253
Distribution Formulas ..................................................................................................................260
Sampling from tables during Monte Carlo simulation ................................................................ 260
21. Creating and Using Tables ......................................................................................................... 264
Creating and editing tables ........................................................................................................ 264
Referencing tables in formulas ...................................................................................................269
Model tables and global table files ............................................................................................ 271
Importing tables from older versions of TreeAge Pro (2009 and earlier) ................................... 273
The All Tables Report ................................................................................................................ 276
Managing tables using the Excel module .................................................................................. 277
Linking a table to an ODBC data source ................................................................................... 277
22. Stored Analysis Abstracts and Sequences ................................................................................. 284
Using stored analyses ................................................................................................................ 284
Sequencing stored analyses ...................................................................................................... 286
23. Linking with Excel and Other Applications ..................................................................................289
Dynamic linking with Excel via BiLinks ...................................................................................... 289
Calculating payoffs using dynamic links: an example ................................................................290
24. Tools and Functions for Complex Trees .....................................................................................294
Working with very large trees .................................................................................................... 294
TreeAge Pro Workspace, Tree Explorer and Model Overview .................................................. 294
Viewing/editing document XML .................................................................................................. 298
Cloning subtrees .........................................................................................................................302
User-defined Python functions ................................................................................................... 310
Node(), Tree(), User(), Global() and other special functions ......................................................317
The Node() function ....................................................................................................................318
The Tree() function .....................................................................................................................321
The Command() function ............................................................................................................325
The Debug() function ..................................................................................................................326
The Seed() Function ...................................................................................................................327
The Global() and GlobalN() functions ........................................................................................ 328
The TrackerIncr() function .......................................................................................................... 329
List/matrix functions ....................................................................................................................330
25. Advanced Chance Node Techniques and Options ..................................................................... 331
Using non-coherent probabilities ................................................................................................331
Sampling probabilities from a Dirichlet distribution .................................................................... 333
26. Bayes' Revision in Decision Trees ..............................................................................................337
An introduction to Bayes’ revision ..............................................................................................337
Performing Bayes' revision in the tree ....................................................................................... 339
27. Utility Functions and Risk Preferences ....................................................................................... 343
Risk preference: an illustration ...................................................................................................343
Risk preference curves ...............................................................................................................344
Creating a risk preference function ............................................................................................ 345
28. Using the Excel Module .............................................................................................................. 347
Edit model inputs in Excel ..........................................................................................................347
Tree Workbook ........................................................................................................................... 354
TreeAge Pro Object Interface .................................................................................................... 355
Exporting analysis output ........................................................................................................... 355
29. Using the TreeAge Pro Object Interface .....................................................................................356
Java vs. Other Programming Languages ...................................................................................356
Object Interface API Documentation ..........................................................................................356
Connecting to the Object Interface via Java .............................................................................. 358
Connecting to the Object Interface via ActiveX ......................................................................... 361
30. The TreeAge Pro Player ............................................................................................................. 365
Creating a Player Model ............................................................................................................ 365
Creating the Player Model Interface .......................................................................................... 366
Using the Model Interface .......................................................................................................... 368
31. Building and Analyzing Cost-Effectiveness Models .................................................................... 369
Before you begin ........................................................................................................................ 369
Preparing a tree for cost-effectiveness calculations ...................................................................370
Performing cost-effectiveness analysis ...................................................................................... 376
Dominance and incremental cost-effectiveness ......................................................................... 378
One-way cost-effectiveness sensitivity analysis .........................................................................383
32. Cost-Effectiveness Modeling and Analysis Options .................................................................... 387
Net benefits calculations ............................................................................................................ 387
Multi-attribute weighted costs .....................................................................................................388
Inverting effectiveness calculations ............................................................................................ 393
CE roll back optimal path parameters ........................................................................................396
Thresholds and CE sensitivity analysis ......................................................................................398
Displaying incremental values during roll back .......................................................................... 408
33. Cost-Effectiveness Simulation Reports and Graphs ................................................................... 409
Basic CE statistics and simulation outputs ................................................................................ 409
Cost-effectiveness graphs .......................................................................................................... 413
Output Distribution graphs ..........................................................................................................414
Scatterplots ................................................................................................................................. 417
Acceptability and Net Benefits curves ........................................................................................423
Cost-effectiveness value of information (EVPI and EVPPI) ....................................................... 428
34. Building and Analyzing Markov Models ...................................................................................... 431
Markov modeling basics .............................................................................................................431
Building a Markov cycle tree in TreeAge Pro ............................................................................ 433
Analyzing a Markov model .........................................................................................................443
A note on microsimulation ..........................................................................................................449
A note on half-cycle correction .................................................................................................. 450
Cost-effectiveness Markov models .............................................................................................450
35. Markov Modeling Tools and Techniques .................................................................................... 454
Keywords, time-dependence, and discounting ...........................................................................454
Probability/rate conversion functions ..........................................................................................458
State/transition probability functions ...........................................................................................459
Assigning onetime costs and utilities ......................................................................................... 460
Cloning Markov models ..............................................................................................................465
Counting "time in state" with tunnels ......................................................................................... 469
Markov decision processes ........................................................................................................ 476
Dynamic cohort models ..............................................................................................................477
Extra Rewards ............................................................................................................................ 480
Other advanced Markov options ................................................................................................ 481
36. Individual-Level Simulation and Markov Models ......................................................................... 487
Notes on simulation terminology ................................................................................................ 487
Simulation and tracker variables ................................................................................................ 488
Tracker views and dialogs ......................................................................................................... 494
More notes on trackers .............................................................................................................. 497
Sampling individual-level distributions during simulation ............................................................498
Debugging simulations ............................................................................................................... 501
Parallel trials, discrete event simulation, and dynamic populations ........................................... 503
2-dimensional probabilistic sensitivity analysis using microsimulation ....................................... 514
Sensitivity Analysis and Microsimulation ....................................................................................517
Sequences and linear sensitivity analysis ..................................................................................519
Other aspects of microsimulation ...............................................................................................520
37. Markov Technical Details ............................................................................................................ 522
38. Model Documentation ..................................................................................................................523
Create Model Documentation Help File ..................................................................................... 523
39. Preferences ................................................................................................................................. 526
Tree Preferences ........................................................................................................................526
Tree Preference Sets ................................................................................................................. 527
Tree Preferences Dialog ............................................................................................................ 528
Calculation Method .....................................................................................................................529
Payoff Preferences ..................................................................................................................... 533
Numeric Formatting .................................................................................................................... 533
Roll Back .................................................................................................................................... 535
Risk Preferences ........................................................................................................................ 536
Regional Settings ....................................................................................................................... 538
Other Calc Settings .................................................................................................................... 540
Large Tree Optimizations ........................................................................................................... 542
Tables ......................................................................................................................................... 542
Arrows .........................................................................................................................................542
External Subtrees ....................................................................................................................... 542
Fonts ........................................................................................................................................... 543
Node Text/Comments .................................................................................................................544
Notes ...........................................................................................................................................544
Printing ........................................................................................................................................545
Terminal Columns ...................................................................................................................... 546
Terminal Nodes .......................................................................................................................... 547
Tree Editing/Layout .................................................................................................................... 548
Variables/Markov Info .................................................................................................................549
Dynamic Links ............................................................................................................................ 550
Identifying Variables ................................................................................................................... 551
Advanced Monte Carlo Options ................................................................................................. 551
Debugging ...................................................................................................................................551
Output Reports ........................................................................................................................... 553
Stored Analysis Abstracts and Sequences ................................................................................ 554
Application Preferences ..............................................................................................................554
Application Preferences Dialog .................................................................................................. 554
Application Preferences - Backup/Autosave .............................................................................. 555
Application Preferences - Display .............................................................................................. 556
Application Preferences - Automatic Updates ............................................................................557
Application Preferences - String Substitutions ........................................................................... 558
Application Preferences - Monte Carlo Distributed Processing ..................................................559
Application Preferences - Keys .................................................................................................. 560
40. Technical Details & Utilities .........................................................................................................562
Random number generator details .............................................................................................562
Report Output Files (*.rptx) ........................................................................................................ 562
Importing TP 2009 Simulation Output ........................................................................................563
TreeAge Pro News Reader ........................................................................................................564
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