Parallelised Estimation of Prediction Error

---

Documentation for package ‘peperr’ version 1.7

• DESCRIPTION file
• Package NEWS
• Package README

Help Pages

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.cv.glmnet	glmnet Cox backend
complexity.cv.grpsurv	grpreg grouped Cox backend
complexity.cv.ncvsurv	ncvreg survival backend
complexity.cv.penalized	Complexity selection helpers for penalized backends
complexity.cvrisk.mboost	mboost Cox backend
complexity.cvSGL.cox	Sparse-group-lasso Cox backend
complexity.fusedLASSO	Complexity selection helpers for penalized backends
complexity.ipec.CoxBoost	Interface function for CoxBoost complexity selection via integrated prediction error curves
complexity.LASSO	Complexity selection helpers for penalized backends
complexity.mincv.CoxBoost	Interface for CoxBoost selection of the optimal number of boosting steps via cross-validation
complexity.oob.rfsrc	randomForestSRC survival backend
complexity.ripec.CoxBoost	Interface function for CoxBoost complexity selection via integrated prediction error curves
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.fusedLASSO	Penalized backend fitting wrappers
fit.glmnet	glmnet Cox backend
fit.grpsurv	grpreg grouped Cox backend
fit.LASSO	Penalized backend fitting wrappers
fit.mboost.coxph	mboost Cox backend
fit.ncvsurv	ncvreg survival backend
fit.penalized	Penalized backend fitting wrappers
fit.rfsrc	randomForestSRC survival backend
fit.SGL.cox	Sparse-group-lasso Cox backend
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 a CoxBoost model fit
PLL.coxnet	glmnet Cox backend
PLL.coxph	Predictive partial log-likelihood for Cox poportional hazards model
PLL.grpsurv	grpreg grouped Cox backend
PLL.mboost_coxph	mboost Cox backend
PLL.ncvsurv	ncvreg survival backend
PLL.penfit	Predictive partial log-likelihood for penalized Cox models
PLL.SGL_cox	Sparse-group-lasso Cox backend
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.coxnet	glmnet Cox backend
predictProb.coxph	Extract predicted survival probabilities from a coxph object
predictProb.grpsurv	grpreg grouped Cox backend
predictProb.mboost_coxph	mboost Cox backend
predictProb.ncvsurv	ncvreg survival backend
predictProb.penfit	Predicted survival probabilities for penalized Cox models
predictProb.rfsrc	randomForestSRC survival backend
predictProb.SGL_cox	Sparse-group-lasso Cox backend
predictProb.survfit	Extract predicted survival probabilities from a survfit object
resample.indices	Generation of indices for resampling Procedure