linear_beta

Auxiliary function for simulatedata functions

Performs repeated nested cross-validation for Cox Proportionate Hazards, Cox Lasso, Survival Random Forest, and their ensemble. Returns internally validated concordance index, time-dependent area under the curve, Brier score, calibration slope, and statistical testing of non-linear ensemble outperforming the baseline Cox model. In this, it helps researchers to quantify the gain of using a more complex survival model, or justify its redundancy. Equally, it shows the performance value of the non-linear and interaction terms, and may highlight the need of further feature transformation. Further details can be found in Shamsutdinova, Stamate, Roberts, & Stahl (2022) "Combining Cox Model and Tree-Based Algorithms to Boost Performance and Preserve Interpretability for Health Outcomes" <doi:10.1007/978-3-031-08337-2_15>, where the method is described as Ensemble 1.

Diana Shamsutdinova

survcompare

Nested Cross-Validation to Compare Cox-PH, Cox-Lasso, Survival
Random Forests

Daniel Stahl

linear_beta function

Arguments

Auxiliary function for simulatedata functions — linear_beta

linear_beta: Auxiliary function for simulatedata functions

Description

Usage

Arguments