riskRegression: 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.

Install the latest version of this package by entering the following in R:
AuthorThomas Alexander Gerds, Thomas Harder Scheike, Paul Blanche, Brice Ozenne
Date of publication2017-03-10 23:50:31
MaintainerThomas Alexander Gerds <tag@biostat.ku.dk>
LicenseGPL (>= 2)

View on CRAN

Man pages

as.data.table.predictCox: Turn predictCox object into a 'data.table'

as.data.table.predictCSC: Turn predictCSC object into a 'data.table'

ate: Compute the average treatment effect using CSC.

boxplot.Score: Boxplot risk quantiles

coef.riskRegression: Extract coefficients from riskRegression model

colCenter_cpp: Apply - by column

colCumSum: Apply cumsum in each column

colMultiply_cpp: Apply * by column

colScale_cpp: Apply / by column

colSumsCrossprod: Apply crossprod and colSums

CoxBaseEstimator: Extract the type of estimator for the baseline hazard

CoxCenter: Extract the mean value of the covariates

CoxDesign: Extract the design matrix used to train a Cox model

CoxFormula: Extract the formula from a Cox model

CoxLP: Compute the linear predictor of a Cox model

CoxN: Extract the number of observations from a Cox model

CoxSpecialStrata: Special character for strata in Cox model

CoxStrata: Define the strata for a new dataset

CoxVarCov: Extract the variance covariance matrix of the beta from a Cox...

CoxVariableName: Extract variable names from a model

CSC: Cause-specific Cox proportional hazard regression

extractStrata: Extract the information about the strata

FGR: Formula wrapper for crr from cmprsk

findP1: Compute the p.value from the distribution under H1

IClambda2hazard: Evaluate the influence function for the hazard based on the...

iid: Extract i.i.d. decomposition from a Cox model

ipcw: Estimation of censoring probabilities

Melanoma: Malignant melanoma data

model.matrix.phreg: Extract design matrix for phreg objects

penalizedS3: S3-wrapper for S4 function penalized

plotAUC: Plot AUC curve

plotBrier: Plot Brier curve

plotCalibration: Plot Calibration curve

plotEffects: Plotting time-varying effects from a risk regression model.

plot.predictCSC: Plot predictions from a Cause-specific Cox proportional...

plot.riskRegression: Plotting predicted risk

plotROC: Plot ROC curves

predict.CauseSpecificCox: Predicting absolute risk from cause-specific Cox models

predictCox: Fast computation of survival probabilities, hazards and...

predict.FGR: Predict subject specific risks (cumulative incidence) based...

predictRisk: Extrating predicting risks from regression models

predict.riskRegression: Predict individual risk.

print.ate: Print average treatment effects

print.CauseSpecificCox: Print of a Cause-Specific Cox regression model

print.FGR: Print of a Fine-Gray regression model

print.predictCox: Print predictions from a Cox model

print.predictCSC: Print predictions from a Cause-specific Cox proportional...

print.riskRegression: Print function for riskRegression models

print.Score: Print Score object

print.subjectWeights: Print subject weights

qplotAUC: Plot AUC curve

qplot.predictCox: Plot predictions from a Cox model

qplot.predictCSC: Plot predictions from a Cause-specific Cox proportional...

riskRegression: Risk Regression Fits a regression model for the risk of an...

rowCenter_cpp: Apply - by row

rowCumSum: Apply cumsum in each row

rowMultiply_cpp: Apply * by row

rowScale_cpp: Apply / by row

rowSumsCrossprod: Apply crossprod and rowSums

sampleData: Simulate data with binary or time-to-event outcome

Score.list: Score risk predictions

seCSC: Standard error of the absolute risk predicted from...

selectJump: Evaluate the influence function at selected times

seRobustCox: Computation of standard errors for predictions

simMelanoma: Simulate data alike the Melanoma data

subjectWeights: Estimation of censoring probabilities at subject specific...

summary.FGR: Summary of a Fine-Gray regression model

summary.riskRegression: Summary of a risk regression model

SurvResponseVar: Extract the time and event variable from a Cox model


ARR Man page
as.data.table.predictCox Man page
as.data.table.predictCSC Man page
ate Man page
boxplot.Score Man page
coef.riskRegression Man page
colCenter_cpp Man page
colCumSum Man page
colMultiply_cpp Man page
colScale_cpp Man page
colSumsCrossprod Man page
CoxBaseEstimator Man page
CoxBaseEstimator.coxph Man page
CoxBaseEstimator.phreg Man page
CoxCenter Man page
CoxCenter.coxph Man page
CoxCenter.cph Man page
CoxCenter.phreg Man page
CoxDesign Man page
CoxDesign.coxph Man page
CoxDesign.phreg Man page
CoxFormula Man page
CoxFormula.coxph Man page
CoxFormula.cph Man page
CoxFormula.phreg Man page
CoxLP Man page
CoxLP.coxph Man page
CoxLP.cph Man page
CoxLP.phreg Man page
CoxN Man page
CoxN.coxph Man page
CoxN.cph Man page
CoxN.phreg Man page
CoxSpecialStrata Man page
CoxSpecialStrata.coxph Man page
CoxSpecialStrata.cph Man page
CoxSpecialStrata.phreg Man page
CoxStrata Man page
CoxStrata.coxph Man page
CoxStrata.cph Man page
CoxStrata.phreg Man page
CoxVarCov Man page
CoxVarCov.coxph Man page
CoxVarCov.cph Man page
CoxVarCov.phreg Man page
CoxVariableName Man page
CSC Man page
extractStrata Man page
FGR Man page
findP1 Man page
IClambda2hazard Man page
iid Man page
iidCox Man page
ipcw Man page
ipcw.aalen Man page
ipcw.cox Man page
ipcw.marginal Man page
ipcw.none Man page
ipcw.nonpar Man page
LRR Man page
Melanoma Man page
model.matrix.phreg Man page
penalizedS3 Man page
plotAUC Man page
plotBrier Man page
plotCalibration Man page
plotEffects Man page
plot.predictCSC Man page
plot.riskRegression Man page
plotROC Man page
predict.CauseSpecificCox Man page
predictCox Man page
predict.FGR Man page
predictRisk Man page
predictRisk.aalen Man page
predictRisk.CauseSpecificCox Man page
predictRisk.cox.aalen Man page
predictRisk.coxph Man page
predictRisk.cph Man page
predictRisk.default Man page
predictRisk.FGR Man page
predictRisk.glm Man page
predictRisk.lrm Man page
predictRisk.matrix Man page
predictRisk.pecCforest Man page
predictRisk.pecCtree Man page
predictRisk.prodlim Man page
predictRisk.psm Man page
predictRisk.randomForest Man page
predict.riskRegression Man page
predictRisk.rfsrc Man page
predictRisk.riskRegression Man page
predictRisk.rpart Man page
predictRisk.selectCox Man page
predictRisk.survfit Man page
print.ate Man page
print.CauseSpecificCox Man page
print.FGR Man page
print.predictCox Man page
print.predictCSC Man page
print.riskRegression Man page
print.Score Man page
print.subjectWeights Man page
qplotAUC Man page
qplot.predictCox Man page
qplot.predictCSC Man page
riskRegression Man page
rowCenter_cpp Man page
rowCumSum Man page
rowMultiply_cpp Man page
rowScale_cpp Man page
rowSumsCrossprod Man page
sampleData Man page
Score Man page
Score.list Man page
seCSC Man page
selectJump Man page
seRobustCox Man page
simMelanoma Man page
subjectWeights Man page
subjectWeights.aalen Man page
subjectWeights.cox Man page
subjectWeights.km Man page
subjectWeights.marginal Man page
subjectWeights.none Man page
subjectWeights.nonpar Man page
summary.FGR Man page
summary.riskRegression Man page
SurvResponseVar Man page


inst/exampleCenter.R inst/examplePhreg.R
tests/test-predictCoxSE.R tests/test-CauseSpecificCoxRegression.R tests/test-ate.R tests/test-phreg.R tests/test-predictRiskIID.R tests/test-boxplotScore.R tests/test-BinomialRegression.R tests/test-BrierScore.R tests/test-score.R tests/test-FineGrayRegression.R
R/getNullModel.R R/ARR.R R/plotAUC.R R/as.data.table.predictCSC.R R/ate.R R/summary.FGR.R R/qplot.predictCox.R R/CSC.R R/FGR.R R/plot.riskRegression.R R/print.predictCSC.R R/ipcw.R R/coef.riskRegression.R R/predictCox.R R/predictRisk.R R/Score.R R/riskRegression-package.R R/iidCox.R R/print.CauseSpecificCox.R R/print.riskRegression.R R/boxplot.Score.R R/predict.riskRegression.R R/riskRegression.R R/predict.FGR.R R/predict.CauseSpecificCox.R R/getCensoringWeights.R R/simMelanoma.R R/RcppExports.R R/getComparisons.R R/qplotAUC.R R/print.subjectWeights.R R/LRR.R R/subjectWeights.R R/plotCalibration.R R/print.Score.R R/getSplitMethod.R R/plotROC.R R/summary.riskRegression.R R/print.ate.R R/plotBrier.R R/print.FGR.R R/getResponse.R R/print.predictCox.R R/riskQuantile.R R/getCoxInfo.R R/qplot.predictCSC.R R/plotEffects.R R/plot.predictCSC.R R/getInfluenceCurve.R R/as.data.table.predictCox.R R/sampleData.R
man/colSumsCrossprod.Rd man/FGR.Rd man/print.riskRegression.Rd man/rowMultiply_cpp.Rd man/SurvResponseVar.Rd man/CoxStrata.Rd man/qplot.predictCox.Rd man/iid.Rd man/as.data.table.predictCox.Rd man/print.predictCox.Rd man/predict.FGR.Rd man/IClambda2hazard.Rd man/riskRegression.Rd man/CoxVarCov.Rd man/plot.riskRegression.Rd man/ate.Rd man/plotCalibration.Rd man/CoxBaseEstimator.Rd man/print.predictCSC.Rd man/findP1.Rd man/rowCumSum.Rd man/predictRisk.Rd man/as.data.table.predictCSC.Rd man/print.ate.Rd man/plotEffects.Rd man/summary.riskRegression.Rd man/Melanoma.Rd man/subjectWeights.Rd man/Score.list.Rd man/print.subjectWeights.Rd man/CoxCenter.Rd man/summary.FGR.Rd man/print.FGR.Rd man/boxplot.Score.Rd man/colCumSum.Rd man/predict.CauseSpecificCox.Rd man/predict.riskRegression.Rd man/CoxLP.Rd man/CoxSpecialStrata.Rd man/plotROC.Rd man/plotAUC.Rd man/selectJump.Rd man/seRobustCox.Rd man/rowCenter_cpp.Rd man/colMultiply_cpp.Rd man/penalizedS3.Rd man/plot.predictCSC.Rd man/coef.riskRegression.Rd man/colCenter_cpp.Rd man/CoxN.Rd man/seCSC.Rd man/plotBrier.Rd man/CSC.Rd man/predictCox.Rd man/model.matrix.phreg.Rd man/CoxFormula.Rd man/colScale_cpp.Rd man/rowSumsCrossprod.Rd man/qplot.predictCSC.Rd man/qplotAUC.Rd man/print.Score.Rd man/rowScale_cpp.Rd man/extractStrata.Rd man/CoxDesign.Rd man/print.CauseSpecificCox.Rd man/ipcw.Rd man/simMelanoma.Rd man/CoxVariableName.Rd man/sampleData.Rd

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