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

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.


Version: 2018.06.13 (Brice - 06/13/18 3:30)

  • confint is now called by predictCox/predictCSC/ate by default. If the user wants to apply confint on the output of predictCox/predictCSC/ate, he should make sure that se or iid are exported.

Version: 2018.06.01 (Brice - 01/06/18)

  • NEW FEATURE: confint function computing confidence interval/bands, possibly using a transformation.

Version: 2018.04.05 (Brice - 04/11/18 9:28)

  • ate nows uses the boot package to compute p-values with bootstrap resampling

Version: 1.4.9 (Brice - 2017-09-13)

  • predictCox can now compute baseline hazards for left and right censored data
  • fix the influence function for the ate
  • re-organize the test battery: check the baseline hazard in a separate file.

Version: 1.4.8 (Brice - 2017-09-04)

  • re-organize the test battery
  • fix the sign of the influence function for the survival

Version: 1.4.7 (Brice - 2017-08-10)

  • add progress bar to ate when using foreach

Version: 1.4.6 (Brice - 2017-07-20)

  • add the function InfluenceCoxTest comparing survival/risk obtained by two different models

Reference manual

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2018.10.03 by Thomas Alexander Gerds, 4 months ago

Browse source code at https://github.com/cran/riskRegression

Authors: Thomas Alexander Gerds [aut, cre] , Paul Blanche [ctb] , Ulla Brasch Mogensen [ctb] , Brice Ozenne [aut]

Documentation:   PDF Manual  

Task views: Survival Analysis

GPL (>= 2) license

Imports abind, doParallel, stats, graphics, survival, lava, cmprsk, plotrix, timereg, foreach, ranger, parallel, Rcpp, rms

Depends on data.table, ggplot2, prodlim

Suggests boot, CoxBoost, Daim, mets, mstate, party, pec, penalized, pROC, randomForest, randomForestSRC, rbenchmark, rpart, testthat

Linking to Rcpp, RcppArmadillo

Imported by wally.

Suggested by Publish, lavaSearch2, pec.

See at CRAN