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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.

Versions across snapshots

VersionRepositoryFileSize
0.3.0 rolling linux/jammy R-4.5 survcompare_0.3.0.tar.gz 177.4 KiB
0.3.0 rolling linux/noble R-4.5 survcompare_0.3.0.tar.gz 177.3 KiB
0.3.0 rolling source/ R- survcompare_0.3.0.tar.gz 62.8 KiB
0.3.0 latest linux/jammy R-4.5 survcompare_0.3.0.tar.gz 177.4 KiB
0.3.0 latest linux/noble R-4.5 survcompare_0.3.0.tar.gz 177.3 KiB
0.3.0 latest source/ R- survcompare_0.3.0.tar.gz 62.8 KiB
0.3.0 2026-04-26 source/ R- survcompare_0.3.0.tar.gz 62.8 KiB
0.3.0 2026-04-23 source/ R- survcompare_0.3.0.tar.gz 62.8 KiB
0.3.0 2026-04-09 windows/windows R-4.5 survcompare_0.3.0.zip 180.1 KiB
0.2.0 2025-04-20 source/ R- survcompare_0.2.0.tar.gz 51.8 KiB

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