Parallelised Estimation of Prediction Error


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Documentation for package ‘peperr’ version 1.5

Help Pages

aggregation.brier Determine the Brier score for a fitted model
aggregation.misclass Determine the missclassification rate for a fitted model
aggregation.pmpec Determine the prediction error curve for a fitted model
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
fit.coxph Interface function for fitting a Cox proportional hazards model
fit.LASSO Interface function for fitting a generalised linear model with the lasso
ipec Integrated prediction error curve
peperr Parallelised Estimation of Prediction Error
perr Prediction error estimates
PLL Generic function for extracting the predictive partial log-likelihood
PLL.coxph Predictive partial log-likelihood for Cox poportional hazards model
plot.peperr Plot method for peperr object
pmpec Calculate prediction error curves
predictProb Generic function for extracting predicted survival probabilities
predictProb.coxph Extract predicted survival probabilities from a coxph object
predictProb.survfit Extract predicted survival probabilities from a survfit object
resample.indices Generation of indices for resampling Procedure