Survival Support Vector Analysis

Performs support vectors analysis for data sets with survival outcome. Three approaches are available in the package: The regression approach takes censoring into account when formulating the inequality constraints of the support vector problem. In the ranking approach, the inequality constraints set the objective to maximize the concordance index for comparable pairs of observations. The hybrid approach combines the regression and ranking constraints in the same model.


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Introduction

This package performs support vectors analysis for data sets with survival outcome. Three approaches are available in the package: The regression approach takes censoring into account when formulating the inequality constraints of the support vector problem. In the ranking approach, the inequality constraints set the objective to maximize the concordance index for comparable pairs of observations. The hybrid approach combines the regression and ranking constraints in the same model.

Installation

Installation from Github:

devtools::install_github("imbs-hl/survivalsvm")

CRAN release coming soon.

Usage

For usage in R, see ?survivalsvm in R. Most importantly, see the Examples section. As a first example you could try

survivalsvm(Surv(time, status) ~ ., veteran, gamma.mu = 0.1)

References

  • Van Belle, V., Pelcmans, K., Van Huffel S. and Suykens J. A.K. (2011a). Improved performance on high-dimensional survival data by application of Survival-SVM. Bioinformatics (Oxford, England) 27, 87-94.
  • Van Belle, V., Pelcmans, K., Van Huffel S. and Suykens J. A.K. (2011b). Support vector methods for survival analysis: a comparaison between ranking and regression approaches. Artificial Intelligence in medecine 53, 107-118.

News

Version 0.0.2
  • Initial version on Github
Version 0.0.3
  • Fix regression approach for more explicit error message when incosistent solutions are found for the optimization problem.
Version 0.0.4
  • Call the function quadprog from the package quadprog, since the new version of the pracma package does not include quadprog anymore

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("survivalsvm")

0.0.5 by Cesaire Fouodo, a year ago


https://github.com/imbs-hl/survivalsvm


Report a bug at https://github.com/imbs-hl/survivalsvm/issues


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


Authors: Cesaire J. K. Fouodo


Documentation:   PDF Manual  


GPL license


Imports pracma, quadprog, kernlab, Matrix, stats, Hmisc

Depends on survival

Suggests testthat


See at CRAN