pec v2018.07.26

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Prediction Error Curves for Risk Prediction Models in Survival Analysis

Validation of risk predictions obtained from survival models and competing risk models based on censored data using inverse weighting and cross-validation.

Functions in pec

Name Description
R2 Explained variation for survival models
GBSG2 German Breast Cancer Study Group 2
cost Copenhagen Stroke Study
coxboost Formula interface for function CoxBoost of package CoxBoost.
Pbc3 Pbc3 data
plot.calibrationPlot Plot objects obtained with calPlot
plot.pec Plotting prediction error curves
pecCforest S3-wrapper function for cforest from the party package
plotPredictEventProb Plotting predicted survival curves.
pec Prediction error curves
calPlot Calibration plots for right censored data
plotPredictSurvProb Plotting predicted survival curves.
cindex Concordance index for right censored survival time data
resolvesplitMethod Resolve the splitMethod for estimation of prediction performance
selectCox Backward variable selection in the Cox regression model
predictRestrictedMeanTime Predicting restricted mean time
predictSurvProb Predicting survival probabilities
ipcw Estimation of censoring probabilities
crps Summarizing prediction error curves
predictLifeYearsLost Predicting life years lost (cumulative cumulative incidences) in competing risk models.
predictEventProb Predicting event probabilities (cumulative incidences) in competing risk models.
threecity threecity data
reclass Retrospective risk reclassification table
print.pec Printing a `pec' (prediction error curve) object.
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
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.
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License GPL (>= 2)
RoxygenNote 6.0.1
NeedsCompilation yes
Packaged 2018-07-26 09:34:17 UTC; tag
Repository CRAN
Date/Publication 2018-07-26 10:10:02 UTC

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