survcompare
Nested Cross-Validation to Compare Cox-PH, Cox-Lasso, Survival Random Forests
Description
Performs repeated nested cross-validation for Cox Proportionate Hazards, Cox Lasso, Survival Random Forest, and their ensemble. Returns internally validated concordance index, time-dependent area under the curve, Brier score, calibration slope, and statistical testing of non-linear ensemble outperforming the baseline Cox model. In this, it helps researchers to quantify the gain of using a more complex survival model, or justify its redundancy. Equally, it shows the performance value of the non-linear and interaction terms, and may highlight the need of further feature transformation. Further details can be found in Shamsutdinova, Stamate, Roberts, & Stahl (2022) "Combining Cox Model and Tree-Based Algorithms to Boost Performance and Preserve Interpretability for Health Outcomes" <doi:10.1007/978-3-031-08337-2_15>, where the method is described as Ensemble 1.
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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |