Prediction Error Curves for Risk Prediction Models in Survival Analysis

Validation of risk predictions obtained from survival models and competing risk models based on censored data using inverse weighting and cross-validation. Most of the 'pec' functionality has been moved to 'riskRegression'.


Reference manual

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2021.10.11 by Thomas A. Gerds, 2 months ago

Browse source code at

Authors: Thomas A. Gerds

Documentation:   PDF Manual  

Task views: Survival Analysis

GPL (>= 2) license

Imports foreach, rms, survival, riskRegression, lava, timereg

Depends on prodlim

Suggests randomForestSRC, party, cmprsk, rpart, crrstep, Hmisc

Imported by OSTE, bnnSurvival, obliqueRSF, pammtools, pcoxtime, survxai, timeROC.

Depended on by DStree.

Suggested by SurvMetrics, discSurv, mlr, randomForestSRC, riskRegression.

See at CRAN