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pec (version 2023.04.12)

Prediction Error Curves for Risk Prediction Models in Survival Analysis

Description

Validation of risk predictions obtained from survival models and competing risk models based on censored data using inverse weighting and cross-validation. Most of the 'pec' functionality has been moved to 'riskRegression'.

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Install

install.packages('pec')

Monthly Downloads

6,872

Version

2023.04.12

License

GPL (>= 2)

Maintainer

Thomas Alexander Gerds

Last Published

April 11th, 2023

Functions in pec (2023.04.12)

R2

Explained variation for survival models
Special

Drawing bootstrapped cross-validation curves and the .632 or .632plus error of models. The prediction error for an optional benchmark model can be added together with bootstrapped cross-validation error and apparent errors.
coxboost

Formula interface for function CoxBoost of package CoxBoost.
crps

Summarizing prediction error curves
Pbc3

Pbc3 data
cost

Copenhagen Stroke Study
ipcw

Estimation of censoring probabilities
GBSG2

German Breast Cancer Study Group 2
cindex

Concordance index for right censored survival time data
calPlot

Calibration plots for right censored data
pecCtree

S3-Wrapper for ctree.
plot.calibrationPlot

Plot objects obtained with calPlot
pecRpart

Predict survival based on rpart tree object
predictLifeYearsLost

Predicting life years lost (cumulative cumulative incidences) in competing risk models.
plotPredictEventProb

Plotting predicted survival curves.
reclass

Retrospective risk reclassification table
plot.pec

Plotting prediction error curves
predictEventProb

Predicting event probabilities (cumulative incidences) in competing risk models.
plotPredictSurvProb

Plotting predicted survival curves.
pecCforest

S3-wrapper function for cforest from the party package
pec

Prediction error curves
print.pec

Printing a `pec' (prediction error curve) object.
simCost

Simulate COST alike data
threecity

threecity data
predictRestrictedMeanTime

Predicting restricted mean time
resolvesplitMethod

Resolve the splitMethod for estimation of prediction performance
predictSurvProb

Predicting survival probabilities
selectCox

Backward variable selection in the Cox regression model