Implements the icRSF algorithm to calculate variable importance
Implements a modification to the Random Survival Forests algorithm  for obtaining variable importance in high dimensional datasets. The proposed algorithm is appropriate for settings in which a silent event is observed through sequentially administered, error-prone self-reports or laboratory based diagnostic tests. The modified algorithm incorporates a formal likelihood framework that accommodates sequentially administered, error-prone self-reports or laboratory based diagnostic tests . The original Random Survival Forests algorithm is modified by the introduction of a new splitting criterion based on a likelihood ratio test statistic .
|License:||GPL (>= 2)|
Hui Xu and Raji Balasubramanian
Maintainer: Hui Xu <firstname.lastname@example.org> and Raji Balasubramanian <email@example.com>
 Ishwaran, H. and Kogalur, U. B. and Blackstone, E. H. and Lauer, M. S. (2008). Random Survival Forests, Annals of Applied Statistics, Vol.2, Number 3, pp. 841-860. <DOI: 10.1214/08-AOAS169>.
 Gu, X., Ma, Y., Balasubramanian, R. (2015). Semi-parametric time to event models in the presence of error-prone, self-reported outcomes - with application to the Women's Health Initiative, Annals of Applied Statistics, 9 (2), 714-730. <DOI: 10.1214/15-AOAS810>
 Xu, H., Gu, X., Tadesse, M. G., Balasubramanian, R. (2016). A modified Random Survival Forests algorithm for variable selection in the presence of imperfect self-reports or laboratory based diagnostic tests, Submitted to Journal of Computational and Graphical Statistics.
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