Prediction Error Curves for Risk Prediction Models in Survival Analysis


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Documentation for package ‘pec’ version 2023.04.12

Help Pages

calPlot Calibration plots for right censored data
cindex Concordance index for right censored survival time data
cost Copenhagen Stroke Study
coxboost Formula interface for function 'CoxBoost' of package 'CoxBoost'.
crps Summarizing prediction error curves
GBSG2 German Breast Cancer Study Group 2
ibs Summarizing prediction error curves
ipcw Estimation of censoring probabilities
ipcw.aalen Estimation of censoring probabilities
ipcw.cox Estimation of censoring probabilities
ipcw.marginal Estimation of censoring probabilities
ipcw.none Estimation of censoring probabilities
ipcw.nonpar Estimation of censoring probabilities
Pbc3 Pbc3 data
pec Prediction error curves
pecCforest S3-wrapper function for cforest from the party package
pecCtree S3-Wrapper for ctree.
pecRpart Predict survival based on rpart tree object
plot.calibrationPlot Plot objects obtained with 'calPlot'
plot.pec Plotting prediction error curves
plotPredictEventProb Plotting predicted survival curves.
plotPredictSurvProb Plotting predicted survival curves.
predictEventProb Predicting event probabilities (cumulative incidences) in competing risk models.
predictEventProb.CauseSpecificCox Predicting event probabilities (cumulative incidences) in competing risk models.
predictEventProb.FGR Predicting event probabilities (cumulative incidences) in competing risk models.
predictEventProb.prodlim Predicting event probabilities (cumulative incidences) in competing risk models.
predictEventProb.rfsrc Predicting event probabilities (cumulative incidences) in competing risk models.
predictEventProb.riskRegression Predicting event probabilities (cumulative incidences) in competing risk models.
predictLifeYearsLost Predicting life years lost (cumulative cumulative incidences) in competing risk models.
predictLifeYearsLost.CauseSpecificCox Predicting life years lost (cumulative cumulative incidences) in competing risk models.
predictLifeYearsLost.FGR Predicting life years lost (cumulative cumulative incidences) in competing risk models.
predictLifeYearsLost.prodlim Predicting life years lost (cumulative cumulative incidences) in competing risk models.
predictLifeYearsLost.rfsrc Predicting life years lost (cumulative cumulative incidences) in competing risk models.
predictLifeYearsLost.riskRegression Predicting life years lost (cumulative cumulative incidences) in competing risk models.
predictRestrictedMeanTime Predicting restricted mean time
predictRestrictedMeanTime.aalen Predicting restricted mean time
predictRestrictedMeanTime.cox.aalen Predicting restricted mean time
predictRestrictedMeanTime.coxph Predicting restricted mean time
predictRestrictedMeanTime.cph Predicting restricted mean time
predictRestrictedMeanTime.default Predicting restricted mean time
predictRestrictedMeanTime.matrix Predicting restricted mean time
predictRestrictedMeanTime.pecCtree Predicting restricted mean time
predictRestrictedMeanTime.pecRpart Predicting restricted mean time
predictRestrictedMeanTime.prodlim Predicting restricted mean time
predictRestrictedMeanTime.psm Predicting restricted mean time
predictRestrictedMeanTime.rfsrc Predicting restricted mean time
predictRestrictedMeanTime.riskRegression Predicting restricted mean time
predictRestrictedMeanTime.selectCox Predicting restricted mean time
predictRestrictedMeanTime.survfit Predicting restricted mean time
predictSurvProb Predicting survival probabilities
predictSurvProb.aalen Predicting survival probabilities
predictSurvProb.cox.aalen Predicting survival probabilities
predictSurvProb.coxph Predicting survival probabilities
predictSurvProb.cph Predicting survival probabilities
predictSurvProb.default Predicting survival probabilities
predictSurvProb.matrix Predicting survival probabilities
predictSurvProb.pecCforest Predicting survival probabilities
predictSurvProb.pecCtree Predicting survival probabilities
predictSurvProb.pecRpart Predicting survival probabilities
predictSurvProb.prodlim Predicting survival probabilities
predictSurvProb.psm Predicting survival probabilities
predictSurvProb.rfsrc Predicting survival probabilities
predictSurvProb.riskRegression Predicting survival probabilities
predictSurvProb.selectCox Predicting survival probabilities
predictSurvProb.survfit Predicting survival probabilities
print.pec Printing a 'pec' (prediction error curve) object.
R2 Explained variation for survival models
reclass Retrospective risk reclassification table
resolvesplitMethod Resolve the splitMethod for estimation of prediction performance
selectCox Backward variable selection in the Cox regression 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.
summary.pec Printing a 'pec' (prediction error curve) object.
threecity threecity data