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riskRegression (version 2020.12.08)

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

Description

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.

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install.packages('riskRegression')

Monthly Downloads

9,120

Version

2020.12.08

License

GPL (>= 2)

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Last Published

December 9th, 2020

Functions in riskRegression (2020.12.08)

Melanoma

Malignant melanoma data
SuperPredictor

Formula interface for SuperLearner::SuperLearner
FGR

Formula wrapper for crr from cmprsk
Ctree

S3-Wrapper for ctree.
IPA

Explained variation for settings with binary, survival and competing risk outcome
Score.list

Score risk predictions
SmcFcs

SmcFcs
Paquid

Paquid sample
ate

Average Treatment Effects Computation
autoplot.Score

ggplot AUC curve
CSC

Cause-specific Cox proportional hazard regression
coef.riskRegression

Extract coefficients from riskRegression model
Cforest

S3-wrapper function for cforest from the party package
SurvResponseVar

Extract the time and event variable from a Cox model
boot2pvalue

Compute the p.value from the distribution under H1
autoplot.predictCox

Plot Predictions From a Cox Model
anova.ate

Risk Comparison Over Time
colCenter_cpp

Apply - by column
confint.influenceTest

Confidence Intervals and Confidence Bands for the Difference Between Two Estimates
calcSeCox

Computation of standard errors for predictions
as.data.table.predictCSC

Turn predictCSC Object Into a data.table
as.data.table.predictCox

Turn predictCox Object Into a data.table
coef.CauseSpecificCox

Extract coefficients from a Cause-Specific Cox regression model
coxLP

Compute the linear predictor of a Cox model
confint.predictCSC

Confidence Intervals and Confidence Bands for the Predicted Absolute Risk (Cumulative Incidence Function)
model.matrix.phreg

Extract design matrix for phreg objects
penalizedS3

S3-wrapper for S4 function penalized
coxModelFrame

Extract the design matrix used to train a Cox model
as.data.table.ate

Turn ate Object Into a data.table
iidCox

Extract iid decomposition from a Cox model
iid.wglm

IID for IPCW Logistic Regressions
colMultiply_cpp

Apply * by column
colScale_cpp

Apply / by column
discreteRoot

Dichotomic search for monotone function
autoplot.ate

Plot Average Risks
plotEffects

Plotting time-varying effects from a risk regression model.
plotPredictRisk

Plotting predicted risks curves.
print.ate

Print Average Treatment Effects
print.FGR

Print of a Fine-Gray regression model
autoplot.predictCSC

Plot Predictions From a Cause-specific Cox Proportional Hazard Regression
print.CauseSpecificCox

Print of a Cause-Specific Cox regression model
colCumSum

Apply cumsum in each column
coxFormula

Extract the formula from a Cox model
print.influenceTest

Output of the DIfference Between Two Estimates
coxCenter

Extract the mean value of the covariates
colCumProd

Apply cumprod in each column
coxVarCov

Extract the variance covariance matrix of the beta from a Cox model
coxVariableName

Extract variable names from a model
boxplot.Score

Boxplot risk quantiles
as.data.table.influenceTest

Turn influenceTest Object Into a data.table
calcSeCSC

Standard error of the absolute risk predicted from cause-specific Cox models
predictRisk

Extrating predicting risks from regression models
riskLevelPlot

Level plots for risk prediction models
predict.FGR

Predict subject specific risks (cumulative incidence) based on Fine-Gray regression model
predictCoxPL

Computation of survival probabilities from Cox regression models using the product limit estimator.
reconstructData

Reconstruct the original dataset
predict.CauseSpecificCox

Predicting Absolute Risk from Cause-Specific Cox Models
score.wglm

Score for IPCW Logistic Regressions
selectCox

Backward variable selection in the Cox regression model
rowMultiply_cpp

Apply * by row
rowCumSum

Apply cumsum in each row
sliceScale_cpp

Apply / by slice
print.subjectWeights

Print subject weights
sampleData

Simulate data with binary or time-to-event outcome
transformIID

Compute Influence Functions after Transformation
print.riskRegression

Print function for riskRegression models
rowSumsCrossprod

Apply crossprod and rowSums
transformCIBP

Compute Confidence Intervals/Bands and P-values After a Transformation
influenceTest

Influence test [Experimental!!]
getSplitMethod

Input for data splitting algorithms
information.wglm

Information for IPCW Logistic Regressions
plotROC

Plot ROC curves
selectJump

Evaluate the influence function at selected times
plotRisk

plot predicted risks
splitStrataVar

Reconstruct each of the strata variables
simActiveSurveillance

Simulate data of a hypothetical active surveillance prostate cancer study
summary.Score

Summary of prediction performance metrics
summary.FGR

Summary of a Fine-Gray regression model
riskRegression.options

Global options for riskRegression
sliceMultiply_cpp

Apply * by slice
print.predictCSC

Print Predictions From a Cause-specific Cox Proportional Hazard Regression
simMelanoma

Simulate data alike the Melanoma data
riskRegression

Risk Regression Fits a regression model for the risk of an event -- allowing for competing risks.
print.predictCox

Print Predictions From a Cox Model
subjectWeights

Estimation of censoring probabilities at subject specific times
transformSE

Compute Standard Errors after Transformation
colSumsCrossprod

Apply crossprod and colSums
subsetIndex

Extract Specific Elements From An Object
confint.predictCox

Confidence Intervals and Confidence Bands for the predicted Survival/Cumulative Hazard
coxStrataLevel

Returns the name of the strata in Cox model
coxStrata

Define the strata for a new dataset
ipcw

Estimation of censoring probabilities
coxBaseEstimator

Extract the type of estimator for the baseline hazard
model.matrix.cph

Extract design matrix for cph objects
confint.ate

Confidence Intervals and Confidence Bands for the Predicted Absolute Risk (Cumulative Incidence Function)
coxSpecial

Special characters in Cox model
coxN

Extract the number of observations from a Cox model
plot.riskRegression

Plotting predicted risk
plotAUC

Plot of time-dependent AUC curves
transformT

Compute T-statistic after a Transformation
plotCalibration

Plot Calibration curve
plotBrier

Plot Brier curve
print.IPA

Print IPA object
summary.ate

Summary Average Treatment Effects
summary.riskRegression

Summary of a risk regression model
print.Score

Print Score object
rowPaste

Collapse Rows of Characters.
rowScale_cpp

Apply / by row
predict.riskRegression

Predict individual risk.
predictCox

Fast computation of survival probabilities, hazards and cumulative hazards from Cox regression models
rowCenter_cpp

Apply - by row
terms.phreg

Extract terms for phreg objects
wglm

Logistic Regression Using IPCW
rowCumProd

Apply cumprod in each row
transformCI

Compute Confidence Intervals using a transformation