PHeval-package: Evaluation of the proportional hazards assumption with a standardized score process
Description
This package provides tools for the evaluation of the goodness of fit and the predictive capacity of the proportional hazards model.
Arguments
Details
ll{
Package: PHeval
Type: Package
Version: 0.5.1
Date: 2014-04-20
License: GPL (>=2.0)
}
This package provides functions to evaluate and plot the standardized score process of OQuigley (2003). The plot of this process over the ranks of the failure times gives an indication of the validity of the proportional hazards assumption. A function to evaluate the $R^2$ coefficient of OQuigley and Flandre (1994) is provided. This coefficient is a measure of the predictive ability of the proportional hazards model.
References
l{
OQuigley, J. (2008) Proportional hazards regression. Springer New-York.
OQuigley, J. (2003) Khmaladze-Type Graphical Evaluation of the Proportional Hazards Assumption.
Biometrika90, 577-594
OQuigley J, Flandre P. (1994) Predictive capability of proportional hazards regression. PNAS91.
}