Parallelised Estimation of Prediction Error

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Documentation for package ‘peperr’ version 1.1-4

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aggregation.brier Determine the Brier score for a fitted model
aggregation.misclass Determine the missclassification rate for a fitted model
aggregation.pmpec Determine the prediction error curve for a fitted model
complexity.ipec.CoxBoost Interface function for complexity selection for CoxBoost via integrated prediction error curve and the bootstrap
complexity.ipec.rsf_mtry Interface function for complexity selection for random survival forest via integrated prediction error curve and the bootstrap
complexity.LASSO Interface for selection of optimal parameter for lasso fit
complexity.mincv.CoxBoost Interface for CoxBoost selection of optimal number of boosting steps via cross-validation
complexity.ripec.CoxBoost Interface function for complexity selection for CoxBoost via integrated prediction error curve and the bootstrap
extract.fun Extract functions, libraries and global variables to be loaded onto a compute cluster
fit.CoxBoost Interface function for fitting a CoxBoost model
fit.coxph Interface function for fitting a Cox proportional hazards model
fit.LASSO Interface function for fitting a generalised linear model with the lasso
fit.rsf_mtry Interface function for fitting a random survival forest
ipec Integrated prediction error curve
peperr Parallelised Estimation of Prediction Error
perr Prediction error estimates
PLL Generic function for extracting the predictive partial log-likelihood
PLL.CoxBoost Predictive partial log-likelihood for CoxBoost model fit
PLL.coxph Predictive partial log-likelihood for Cox poportional hazards model
plot.peperr Plot method for peperr object
pmpec Calculate prediction error curves
predictProb Generic function for extracting predicted survival probabilities
predictProb.CoxBoost Extract predicted survival probabilities from a CoxBoost fit
predictProb.coxph Extract predicted survival probabilities from a coxph object
predictProb.rsf Extract predicted survival probabilities from a random survival forest fit
predictProb.survfit Extract predicted survival probabilities from a survfit object
resample.indices Generation of indices for resampling Procedure