Evaluating Random Forests for Survival Analysis Using Prediction Error Curves

Prediction error curves are increasingly used to assess and compare predictions in survival analysis. This article surveys the R package pec which provides a set of functions for efficient computation of prediction error curves. The software implements inverse probability of censoring weights to dea...

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Bibliographic Details
Main Authors: Ulla B. Mogensen, Hemant Ishwaran, Thomas A. Gerds
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2012-09-01
Series:Journal of Statistical Software
Subjects:
R
Online Access:http://www.jstatsoft.org/v50/i11/paper