R: Prediction Error Curves for Risk Prediction Models in Survival Analysis

# Prediction Error Curves for Risk Prediction Models in Survival Analysis

## Documentation for package ‘pec’ version 2025.06.24

- DESCRIPTION file

## Help Pages

calPlot | Calibration plots for right censored data
cindex | Concordance index for right censored survival time data
cost | Copenhagen Stroke Study
coxboost | Formula interface for function 'CoxBoost' of package 'CoxBoost'.
crps | Summarizing prediction error curves
GBSG2 | German Breast Cancer Study Group 2
ibs | Summarizing prediction error curves
ipcw | Estimation of censoring probabilities
ipcw.aalen | Estimation of censoring probabilities
ipcw.cox | Estimation of censoring probabilities
ipcw.marginal | Estimation of censoring probabilities
ipcw.none | Estimation of censoring probabilities
ipcw.nonpar | Estimation of censoring probabilities
Pbc3 | Pbc3 data
pec | Prediction error curves
pecCforest | S3-wrapper function for cforest from the party package
pecCtree | S3-Wrapper for ctree.
pecRpart | Predict survival based on rpart tree object
plot.calibrationPlot | Plot objects obtained with 'calPlot'
plot.pec | Plotting prediction error curves
plotPredictEventProb | Plotting predicted survival curves.
plotPredictSurvProb | Plotting predicted survival curves.
predictEventProb | Predicting event probabilities (cumulative incidences) in competing risk models.
predictEventProb.CauseSpecificCox | Predicting event probabilities (cumulative incidences) in competing risk models.
predictEventProb.FGR | Predicting event probabilities (cumulative incidences) in competing risk models.
predictEventProb.prodlim | Predicting event probabilities (cumulative incidences) in competing risk models.
predictEventProb.rfsrc | Predicting event probabilities (cumulative incidences) in competing risk models.
predictEventProb.riskRegression | Predicting event probabilities (cumulative incidences) in competing risk models.
predictLifeYearsLost | Predicting life years lost (cumulative cumulative incidences) in competing risk models.
predictLifeYearsLost.CauseSpecificCox | Predicting life years lost (cumulative cumulative incidences) in competing risk models.
predictLifeYearsLost.FGR | Predicting life years lost (cumulative cumulative incidences) in competing risk models.
predictLifeYearsLost.prodlim | Predicting life years lost (cumulative cumulative incidences) in competing risk models.
predictLifeYearsLost.rfsrc | Predicting life years lost (cumulative cumulative incidences) in competing risk models.
predictLifeYearsLost.riskRegression | Predicting life years lost (cumulative cumulative incidences) in competing risk models.
predictRestrictedMeanTime | Predicting restricted mean time
predictRestrictedMeanTime.aalen | Predicting restricted mean time
predictRestrictedMeanTime.cox.aalen | Predicting restricted mean time
predictRestrictedMeanTime.coxph | Predicting restricted mean time
predictRestrictedMeanTime.cph | Predicting restricted mean time
predictRestrictedMeanTime.default | Predicting restricted mean time
predictRestrictedMeanTime.matrix | Predicting restricted mean time
predictRestrictedMeanTime.pecCtree | Predicting restricted mean time
predictRestrictedMeanTime.pecRpart | Predicting restricted mean time
predictRestrictedMeanTime.prodlim | Predicting restricted mean time
predictRestrictedMeanTime.psm | Predicting restricted mean time
predictRestrictedMeanTime.rfsrc | Predicting restricted mean time
predictRestrictedMeanTime.riskRegression | Predicting restricted mean time
predictRestrictedMeanTime.selectCox | Predicting restricted mean time
predictRestrictedMeanTime.survfit | Predicting restricted mean time
predictSurvProb | Predicting survival probabilities
predictSurvProb.aalen | Predicting survival probabilities
predictSurvProb.cox.aalen | Predicting survival probabilities
predictSurvProb.coxph | Predicting survival probabilities
predictSurvProb.cph | Predicting survival probabilities
predictSurvProb.default | Predicting survival probabilities
predictSurvProb.matrix | Predicting survival probabilities
predictSurvProb.pecCforest | Predicting survival probabilities
predictSurvProb.pecCtree | Predicting survival probabilities
predictSurvProb.pecRpart | Predicting survival probabilities
predictSurvProb.prodlim | Predicting survival probabilities
predictSurvProb.psm | Predicting survival probabilities
predictSurvProb.rfsrc | Predicting survival probabilities
predictSurvProb.riskRegression | Predicting survival probabilities
predictSurvProb.selectCox | Predicting survival probabilities
predictSurvProb.survfit | Predicting survival probabilities
print.pec | Printing a 'pec' (prediction error curve) object.
print.riskReclassification | Print riskReclassification object
R2 | Explained variation for survival models
reclass | Retrospective risk reclassification table
resolvesplitMethod | Resolve the splitMethod for estimation of prediction performance
selectCox | Backward variable selection in the Cox regression model
simCost | Simulate COST alike data
Special | Drawing bootstrapped cross-validation curves and the .632 or .632plus error of models. The prediction error for an optional benchmark model can be added together with bootstrapped cross-validation error and apparent errors.
summary.pec | Printing a 'pec' (prediction error curve) object.
threecity | threecity data