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peperr (version 1.1-7.1)

Parallelised Estimation of Prediction Error

Description

Designed for prediction error estimation through resampling techniques, possibly accelerated by parallel execution on a compute cluster. Newly developed model fitting routines can be easily incorporated.

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Version

Install

install.packages('peperr')

Monthly Downloads

414

Version

1.1-7.1

License

GPL (>= 2)

Maintainer

Christine Porzelius

Last Published

January 25th, 2019

Functions in peperr (1.1-7.1)

complexity.LASSO

Interface for selection of optimal parameter for lasso fit
extract.fun

Extract functions, libraries and global variables to be loaded onto a compute cluster
perr

Prediction error estimates
aggregation.brier

Determine the Brier score for a fitted model
resample.indices

Generation of indices for resampling Procedure
predictProb

Generic function for extracting predicted survival probabilities
predictProb.CoxBoost

Extract predicted survival probabilities from a CoxBoost fit
peperr

Parallelised Estimation of Prediction Error
complexity.ipec.CoxBoost

Interface function for complexity selection for CoxBoost via integrated prediction error curve and the bootstrap
PLL

Generic function for extracting the predictive partial log-likelihood
fit.CoxBoost

Interface function for fitting a CoxBoost model
fit.LASSO

Interface function for fitting a generalised linear model with the lasso
plot.peperr

Plot method for peperr object
pmpec

Calculate prediction error curves
complexity.mincv.CoxBoost

Interface for CoxBoost selection of optimal number of boosting steps via cross-validation
PLL.coxph

Predictive partial log-likelihood for Cox poportional hazards model
aggregation.pmpec

Determine the prediction error curve for a fitted model
aggregation.misclass

Determine the missclassification rate for a fitted model
PLL.CoxBoost

Predictive partial log-likelihood for CoxBoost model fit
predictProb.coxph

Extract predicted survival probabilities from a coxph object
predictProb.survfit

Extract predicted survival probabilities from a survfit object
fit.coxph

Interface function for fitting a Cox proportional hazards model
ipec

Integrated prediction error curve