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pec (version 2.0.8)
Prediction Error Curves for Survival Models
Description
Validation of predicted surival probabilities using inverse weighting and resampling.
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Install
install.packages('pec')
Monthly Downloads
12,767
Version
2.0.8
License
GPL (>= 2)
Maintainer
Thomas Alexander Gerds
Last Published
October 12th, 2011
Functions in pec (2.0.8)
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pec
Prediction error curves
predictEventProb
Predicting event probabilities (cumulative incidences) in competing risk models.
cindex
Concordance index for right censored survival time data
predictSurvProb
Predicting survival probabilities
pecCforest
S3-wrapper function for cforest from the party package
print.pec
Printing a `pec' (prediction error curve) object.
plot.pec
Plotting prediction error curves
R2
Explained variation for survival models
crps
Summarizing prediction error curves
ipcw
Estimation of censoring probabilities
plotPredictSurvProb
Plotting predicted survival curves.
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.
selectCox
Backward variable selection in the Cox regression model
resolvesplitMethod
Resolve the splitMethod for estimation of prediction performance
GBSG2
German Breast Cancer Study Group 2