survcompare: Nested Cross-Validation to Compare Cox-PH, Cox-Lasso, Survival
Random Forests
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.
| Version: |
0.3.0 |
| Depends: |
R (≥ 4.1), survival (≥ 3.0) |
| Imports: |
stats, timeROC, caret, glmnet, randomForestSRC, missForestPredict |
| Suggests: |
knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: |
2025-06-25 |
| DOI: |
10.32614/CRAN.package.survcompare |
| Author: |
Diana Shamsutdinova
 [aut, cre],
Daniel Stahl
[aut] |
| Maintainer: |
Diana Shamsutdinova <diana.shamsutdinova.github at gmail.com> |
| License: |
GPL (≥ 3) |
| NeedsCompilation: |
no |
| Materials: |
README |
| CRAN checks: |
survcompare results |
Documentation:
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