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pec (version 2.5.4)

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.

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Version

Install

install.packages('pec')

Monthly Downloads

7,095

Version

2.5.4

License

GPL (>= 2)

Maintainer

Thomas Alexander Gerds

Last Published

August 8th, 2017

Functions in pec (2.5.4)

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.
cost

Copenhagen Stroke Study
coxboost

Formula interface for function CoxBoost of package CoxBoost.
GBSG2

German Breast Cancer Study Group 2
Pbc3

Pbc3 data
calPlot

Calibration plots for right censored data
cindex

Concordance index for right censored survival time data
crps

Summarizing prediction error curves
ipcw

Estimation of censoring probabilities
plot.calibrationPlot

Plot objects obtained with calPlot
pecCtree

S3-Wrapper for ctree.
pecRpart

Predict survival based on rpart tree object
selectFGR

Stepwise variable selection in the Fine & Gray regression competing risk model
simCost

Simulate COST alike data
predictEventProb

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

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

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

Plotting prediction error curves
resolvesplitMethod

Resolve the splitMethod for estimation of prediction performance
selectCox

Backward variable selection in the Cox regression model
reclass

Retrospective risk reclassification table
pec

Prediction error curves
pecCforest

S3-wrapper function for cforest from the party package
predictRestrictedMeanTime

Predicting restricted mean time
predictSurvProb

Predicting survival probabilities
plotPredictEventProb

Plotting predicted survival curves.
plotPredictSurvProb

Plotting predicted survival curves.
threecity

threecity data
wallyPlot

Wally plots to assess calibration of a risk or survival prediction