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riskRegression (version 2021.10.10)

Risk Regression Models and Prediction Scores for Survival Analysis with Competing Risks

Description

Implementation of the following methods for event history analysis. Risk regression models for survival endpoints also in the presence of competing risks are fitted using binomial regression based on a time sequence of binary event status variables. A formula interface for the Fine-Gray regression model and an interface for the combination of cause-specific Cox regression models. A toolbox for assessing and comparing performance of risk predictions (risk markers and risk prediction models). Prediction performance is measured by the Brier score and the area under the ROC curve for binary possibly time-dependent outcome. Inverse probability of censoring weighting and pseudo values are used to deal with right censored data. Lists of risk markers and lists of risk models are assessed simultaneously. Cross-validation repeatedly splits the data, trains the risk prediction models on one part of each split and then summarizes and compares the performance across splits.

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Install

install.packages('riskRegression')

Monthly Downloads

16,575

Version

2021.10.10

License

GPL (>= 2)

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Maintainer

Thomas Alexander Gerds

Last Published

October 11th, 2021

Functions in riskRegression (2021.10.10)

Cforest

S3-wrapper function for cforest from the party package
IC_Nelson_Aalen_cens_time

Influence function for Nelson-Aalen estimator.
Ctree

S3-Wrapper for ctree.
IPA

Explained variation for settings with binary, survival and competing risk outcome
Score

Score risk predictions
FGR

Formula wrapper for crr from cmprsk
Paquid

Paquid sample
Melanoma

Malignant melanoma data
CSC

Cause-specific Cox proportional hazard regression
SmcFcs

SmcFcs
as.data.table.predictCox

Turn predictCox Object Into a data.table
ate

Average Treatment Effects Computation
anova.ate

Risk Comparison Over Time
as.data.table.predictCSC

Turn predictCSC Object Into a data.table
as.data.table.influenceTest

Turn influenceTest Object Into a data.table
calcSeCox

Computation of standard errors for predictions
coef.CauseSpecificCox

Extract coefficients from a Cause-Specific Cox regression model
autoplot.Score

ggplot AUC curve
baseHaz_cpp

C++ Fast Baseline Hazard Estimation
boot2pvalue

Compute the p.value from the distribution under H1
autoplot.ate

Plot Average Risks
confint.predictCox

Confidence Intervals and Confidence Bands for the predicted Survival/Cumulative Hazard
coxBaseEstimator

Extract the type of estimator for the baseline hazard
confint.influenceTest

Confidence Intervals and Confidence Bands for the Difference Between Two Estimates
coxVarCov

Extract the variance covariance matrix of the beta from a Cox model
confint.predictCSC

Confidence Intervals and Confidence Bands for the Predicted Absolute Risk (Cumulative Incidence Function)
autoplot.predictCSC

Plot Predictions From a Cause-specific Cox Proportional Hazard Regression
iid.wglm

IID for IPCW Logistic Regressions
coxVariableName

Extract variable names from a model
SurvResponseVar

Extract the time and event variable from a Cox model
SuperPredictor

Formula interface for SuperLearner::SuperLearner
iidCox

Extract iid decomposition from a Cox model
colMultiply_cpp

Apply * by column
coxCenter

Extract the mean value of the covariates
autoplot.predictCox

Plot Predictions From a Cox Model
colScale_cpp

Apply / by column
coxSpecial

Special characters in Cox model
influenceTest

Influence test [Experimental!!]
coxN

Extract the number of observations from a Cox model
plotAUC

Plot of time-dependent AUC curves
plot.riskRegression

Plotting predicted risk
boxplot.Score

Boxplot risk quantiles
calcSeCSC

Standard error of the absolute risk predicted from cause-specific Cox models
colCumProd

Apply cumprod in each column
as.data.table.ate

Turn ate Object Into a data.table
information.wglm

Information for IPCW Logistic Regressions
ipcw

Estimation of censoring probabilities
predict.CauseSpecificCox

Predicting Absolute Risk from Cause-Specific Cox Models
model.matrix.cph

Extract design matrix for cph objects
colCumSum

Apply cumsum in each column
discreteRoot

Dichotomic search for monotone function
coxFormula

Extract the formula from a Cox model
predict.FGR

Predict subject specific risks (cumulative incidence) based on Fine-Gray regression model
predictCoxPL

Computation of survival probabilities from Cox regression models using the product limit estimator.
print.ate

Print Average Treatment Effects
getSplitMethod

Input for data splitting algorithms
plotCalibration

Plot Calibration curve
plotBrier

Plot Brier curve
print.influenceTest

Output of the DIfference Between Two Estimates
coef.riskRegression

Extract coefficients from riskRegression model
coxLP

Compute the linear predictor of a Cox model
coxModelFrame

Extract the design matrix used to train a Cox model
riskRegression.options

Global options for riskRegression
riskRegression

Risk Regression Fits a regression model for the risk of an event -- allowing for competing risks.
plotROC

Plot ROC curves
predictRisk

Extrating predicting risks from regression models
colCenter_cpp

Apply - by column
predictCox

Fast computation of survival probabilities, hazards and cumulative hazards from Cox regression models
rowCumSum

Apply cumsum in each row
predict.riskRegression

Predict individual risk.
plotPredictRisk

Plotting predicted risks curves.
plotEffects

Plotting time-varying effects from a risk regression model.
plotRisk

plot predicted risks
print.CauseSpecificCox

Print of a Cause-Specific Cox regression model
print.IPA

Print IPA object
print.FGR

Print of a Fine-Gray regression model
print.Score

Print Score object
subsetIndex

Extract Specific Elements From An Object
riskLevelPlot

Level plots for risk prediction models
selectCox

Backward variable selection in the Cox regression model
score.wglm

Score for IPCW Logistic Regressions
reconstructData

Reconstruct the original dataset
subjectWeights

Estimation of censoring probabilities at subject specific times
colSumsCrossprod

Apply crossprod and colSums
confint.ate

Confidence Intervals and Confidence Bands for the Predicted Absolute Risk (Cumulative Incidence Function)
print.riskRegression

Print function for riskRegression models
print.subjectWeights

Print subject weights
rowMultiply_cpp

Apply * by row
summary.Score

Summary of prediction performance metrics
summary.FGR

Summary of a Fine-Gray regression model
rowCenter_cpp

Apply - by row
coxStrataLevel

Returns the name of the strata in Cox model
coxStrata

Define the strata for a new dataset
model.matrix.phreg

Extract design matrix for phreg objects
summary.riskRegression

Summary of a risk regression model
wglm

Logistic Regression Using IPCW (EXPERIMENTAL!!!)
summary.ate

Summary Average Treatment Effects
rowCumProd

Apply cumprod in each row
selectJump

Evaluate the influence function at selected times
terms.phreg

Extract terms for phreg objects
transformCIBP

Compute Confidence Intervals/Bands and P-values After a Transformation
rowSumsCrossprod

Apply crossprod and rowSums
sampleData

Simulate data with binary or time-to-event outcome
simActiveSurveillance

Simulate data of a hypothetical active surveillance prostate cancer study
penalizedS3

S3-wrapper for S4 function penalized
simMelanoma

Simulate data alike the Melanoma data
sliceMultiply_cpp

Apply * by slice
print.predictCSC

Print Predictions From a Cause-specific Cox Proportional Hazard Regression
rowPaste

Collapse Rows of Characters.
sliceScale_cpp

Apply / by slice
rowScale_cpp

Apply / by row
print.predictCox

Print Predictions From a Cox Model
splitStrataVar

Reconstruct each of the strata variables