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pec (version 2020.11.17)

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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Version

Install

install.packages('pec')

Monthly Downloads

7,095

Version

2020.11.17

License

GPL (>= 2)

Maintainer

Thomas Alexander Gerds

Last Published

November 16th, 2020

Functions in pec (2020.11.17)

crps

Summarizing prediction error 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.
ipcw

Estimation of censoring probabilities
GBSG2

German Breast Cancer Study Group 2
coxboost

Formula interface for function CoxBoost of package CoxBoost.
cost

Copenhagen Stroke Study
R2

Explained variation for survival models
cindex

Concordance index for right censored survival time data
Pbc3

Pbc3 data
calPlot

Calibration plots for right censored data
predictEventProb

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

Plotting predicted survival curves.
plot.calibrationPlot

Plot objects obtained with calPlot
plotPredictSurvProb

Plotting predicted survival curves.
print.pec

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

Plotting prediction error curves
predictLifeYearsLost

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

Retrospective risk reclassification table
pec

Prediction error curves
pecCforest

S3-wrapper function for cforest from the party package
selectFGR

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

Simulate COST alike data
threecity

threecity data
predictRestrictedMeanTime

Predicting restricted mean time
predictSurvProb

Predicting survival probabilities
pecCtree

S3-Wrapper for ctree.
pecRpart

Predict survival based on rpart tree object
selectCox

Backward variable selection in the Cox regression model
resolvesplitMethod

Resolve the splitMethod for estimation of prediction performance