R语言生存分析大全

CRANTaskView:SurvivalAnalysisMaintainer:ArthurAllignolandAurelienLatoucheContact:arthur.allignolatuni-ulm.deVersion:2016-01-27Survivalanalysis,alsocalledeventhistoryanalysisinsocialscience,orreliabilityanalysisinengineering,dealswithtimeuntiloccurrenceofaneventofinterest.However,thisfailuretimemaynotbeobservedwithintherelevanttimeperiod,producingso-calledcensoredobservations.ThistaskviewaimsatpresentingtheusefulRpackagesfortheanalysisoftimetoeventdata.Pleaseletthemaintainersknowifsomethingisinaccurateormissing.StandardSurvivalAnalysisEstimationoftheSurvivalDistributionKaplan-Meier:ThesurvfitfunctionfromthesurvivalpackagecomputestheKaplan-Meierestimatorfortruncatedand/orcensoreddata.rms(replacementoftheDesignpackage)proposesamodifiedversionofthesurvfitfunction.Theprodlimpackageimplementsafastalgorithmandsomefeaturesnotincludedinsurvival.VariousconfidenceintervalsandconfidencebandsfortheKaplan-Meierestimatorareimplementedinthekm.cipackage.plot.SurvofpackageehaplotstheKaplan-Meierestimator.TheNADApackageincludesafunctiontocomputetheKaplan-Meierestimatorforleft-censoreddata.svykminsurveyprovidesaweightedKaplan-Meierestimator.nested.kminNestedCohortestimatesthesurvivalcurveforeachlevelofcategoricalvariableswithmissingdata.Thekaplan-meierfunctioninspatstatcomputestheKaplan-Meierestimatorfromhistogramdata.TheMAMSEpackagepermitstocomputeaweightedKaplan-Meierestimate.TheKMfunctioninpackagerhospplotsthesurvivalfunctionusingavariantoftheKaplan-Meierestimatorinahospitalisationriskcontext.ThesurvPresmoothpackagecomputespresmoothedestimatesofthemainquantitiesusedforright-censoreddata,i.e.,survival,hazardanddensityfunctions.TheasbiopackagepermitstocomputetheKaplan-MeierestimatorfollowingPollocketal.(1998).Thebpcppackageprovidesseveralfunctionsforcomputingconfidenceintervalsofthesurvivaldistribution(e.g.,betaproductconfidenceprocedure).Thelbiassurvpackageoffersvariouslength-biascorrectionstosurvivalcurveestimation.Non-ParametricconfidancebandsfortheKaplan-Meierestimatorcanbecomputedusingthekmconfbandpackage.ThekmcpackageimplementstheKaplan-Meierestimatorwithconstraints.Non-Parametricmaximumlikelihoodestimation(NPMLE):TheIcenspackageprovidesseveralwaystocomputetheNPMLEofthesurvivaldistributionforvariouscensoringandtruncationschemesMLEcenscanalsobeusedtocomputetheMLEforinterval-censoreddata.dblcenspermitstocomputetheNPMLEofthecumulativedistributionfunctionforleft-andright-censoreddata.TheicfitfunctioninpackageintervalcomputestheNPMLEforinterval-censoreddata.TheDTDAimplementsseveralalgorithmspermittingtoanalysepossiblydoublytruncatedsurvivaldata.Parametric:Thefitdistrpluspackagepermitstofitanunivariatedistributionbymaximumlikelihood.Datacanbeintervalcensored.Thevitalitypackageprovidesroutinesforfittingmodelsinthevitalityfamilyofmortalitymodels.HazardEstimationThemuhazpackagepermitstoestimatethehazardfunctionthroughkernelmethodsforright-censoreddata.Theepi.insthazfunctionfromepiRcomputestheinstantaneoushazardfromtheKaplan-Meierestimator.polspline,gssandlogsplineallowtoestimatethehazardfunctionusingsplines.TheICEpackageaimsatestimatingthehazardfunctionforintervalcensoreddata.Thebshazardpackageprovidesnon-parametricsmoothingofthehazardthroughB-splines.TestingThesurvdifffunctioninsurvivalcomparessurvivalcurvesusingtheFleming-HarringtonG-rhofamilyoftest.NADAimplementsthisclassoftestsforleft-censoreddata.clinfunimplementsapermutationversionofthelogranktestandaversionofthelogrankthatadjustsforcovariates.TheexactRankTestsimplementstheshift-algorithmbyStreitbergandRoehmelforcomputingexactconditionalp-valuesandquantiles,possiblyforcensoreddata.SurvTestinthecoinpackageimplementsthelogranktestreformulatedasalinearranktest.Themaxstatpackageperformstestsusingmaximallyselectedrankstatistics.TheintervalpackageimplementslogrankandWilcoxontypetestsforinterval-censoreddata.Threegeneralisedlogranktestsandascoretestforinterval-censoreddataareimplementedintheglrtpackage.survcompcompares2hazardratios.TheTSHRCimplementsatwostageprocedureforcomparinghazardfunctions.TheSurvginipackageproposestotesttheequalityoftwosurvivaldistributionsbasedontheGiniindex.TheFHtestpackageoffersseveraltestsbasedontheFleming-Harringtonclassforcomparingsurivalcurveswithright-andinterval-censoreddata.TheLogrankApackageprovidesalogranktestforwhichaggregateddatacanbeusedasinput.TheshorttermandlongtermhazardratiomodelfortwosamplessurvivaldatacanbefoundintheYPmodelpackage.RegressionModellingCoxmodel:ThecoxphfunctioninthesurvivalpackagefitstheCoxmodel.cphinthermspackageandtheehapackageproposesomeextensionstothecoxphfunction.ThepackagecoxphfimplementstheFirth'spenalisedmaximumlikelihoodbiasreductionmethodfortheCoxmodel.AnimplementationofweightedestimationinCoxregressioncanbefoundincoxphw.ThecoxrobustpackageproposesarobustimplementationoftheCoxmodel.timecoxinpackagetimeregfitsCoxmodelswithpossiblytime-varyingeffects.ThemfppackagepermitstofitCoxmodelswithmultiplefractionalpolynomial.TheNestedCohortfitsCoxmodelsforcovariateswithmissingdata.ACoxmodelmodelcanbefittedtodatafromcomplexsurveydesignusingthesvycoxphfunctioninsurvey.ThemultipleNCCpackagefitsCoxmodelsusingaweightedpartiallikelihoodfornestedcase-controlstudies.TheintcoxpackageimplementstheCoxmodelforinterval-censoreddatausingtheICM-algorithm.TheMIICDpackageimplementsPan's(2000)multipleimputationapproachtoCoxmodelsforintervalcensoreddata.TheICsurvpackagefitsCoxmodelsforinterval-censoreddatathroughanEMalgorithm.Thedynsurvpackagefitstime-varyingcoefficientmodelsforintervalcensoredandrightcensoredsurvivaldatausingaBayesianCoxmodel,asplinebasedCoxmodeloratransformationmodel.TheCPHshap印ackagecomputestheCoxproportionalhazardsmodelwithshapeconstrainedhazardfunctions.TheOrdFacRegpackageimplementstheCoxmodelusinganactivesetalgorithmfordummyvariablesoforderedfactors.ThesurvivalMPLpackagefitsCoxmodelsusingmaximumpenalisedlikelihoodandprovideanonparametricsmoothestimateofthebaselinehazardfunction.Thecumresfunctioningofcomputesgoodness-of-fitmethodsfortheCoxproportionalhazardsmodel.Theproportionalityassumptioncanbecheckedusingthecox.zphfunctioninsurvival.TheCPEpackagecalculatesconcordanceprobabilityestimatefortheCoxmodel,asdoesthecoxphCPEfunctioninclinfun.ThecoxphQuantileinthelatterpackagedrawsaquantilecurveofthesurvivaldistributionasafunctionofcovariates.ThemultcomppackagecomputessimultaneoustestsandconfidenceintervalsfortheCoxmodelandotherparametricsurvivalmodels.Thelsmeanspackagepermitstoobtainleast-squaresmeans(andcontraststhereof)fromlinearmodels.Inparticular,itprovidessupportforthecoxph,survregandcoxmefunctions.ThemulttestpackageonBioconductorproposesaresamplingbasedmultiplehypothesistestingthatcanbeappliedtotheCoxmodel.TestingcoefficientsofCoxregressionmodelsusingaWaldtestwithasandwichestimatorofvariancecanbedoneusingthesawspackage.Therankhazardpackagepermitstoplotvisualisationoftherelativeimportanceofcovariatesinaproportionalhazardsmodel.ThesmoothHRpackageprovideshazardratiocurvesthatallowsfornonlinearrelationshipbetweenpredictorandsurvival.Thepafpackagepermitstocomputetheunadjusted/adjustedattributablefractionfunctionfromaCoxproportionalhazardsmodel.ThePHevalpackageproposestoolstochecktheproportionalhazardsassumptionusingastandardisedscoreprocess.ParametricProportionalHazardsModelsurvreg(fromsurvival)fitsaparametricproportionalhazardsmodel.TheehaandmixPHMpackagesimplementaproportionalhazardsmodelwithaparametricbaselinehazard.The9PhsminrmstranslatesanAFTmodeltoaproportionalhazardsform.Thepolsplinepackageincludestheharefunctionthatfitsahazardregressionmodel,usingsplinestomodelthebaselinehazard.Hazardscanbe,butnotnecessarily,proportional.TheflexsurvpackageimplementsthemodelofRoystonandParmar(2002).Themodelusesnaturalcubicsplinesforthebaselinesurvivalfunction,andproportionalhazards,proportionaloddsorprobitfunctionsforregression.AcceleratedFailureTime(AFT)Models:Thesurvregfunctioninpackagesurvivalcanfitanacceleratedfailuretimemodel.Amodifiedversionofsurvregisimplementedinthermspackage(psmfunction).Itpermitstousesomeofthermsfunctionalities.TheehapackagealsoproposesanimplementationoftheAFTmodel(functionaftreg).AnAFTmodelwithanerrordistributionassumedtobeamixtureofG-splinesisimplementedinthesmoothSurvpackage.TheNADApackageproposesthefrontendofthesurvregfunctionforleft-censoreddata.Aleast-squareprincipledimplementationoftheAFTmodelcanbefoundinthelsspackage.ThesimexaftpackageimplementstheSimulation-ExtrapolationalgorithmfortheAFTmodel,thatcanbeusedwhencovariatesaresubjecttomeasurementerror.ArobustversionoftheacceleratedfailuretimemodelcanbefoundinRobustAFT.ThecoarseDataToolspackagefitsAFTmodelsforintervalcensoreddata.Theaftgeepackageimplementsbothrank-basedestimatesandleastsquareestimates(viageneralisedestimatingequations)totheAFTmodel.AdditiveModelsBothsurvivalandtimeregfittheadditivehazardsmodelofAaleninfunctionsaaregandaalen,respectively.timeregalsoproposesanimplementationoftheCox-Aalenmodel(thatcanalsobeusedtoperformtheLin,WeiandYing(1994)goodness-of-fitforCoxregressionmodels)andthepartlyparametricadditiveriskmodelofMcKeagueandSasieni.AversionoftheCox-Aalenmodelforintervalcensoreddataisavailableinthecoxintervalpackage.Buckley-JamesModelsThebjfunctioninrmsandBJnointinemplikcomputetheBuckley-Jamesmodel,thoughthelatterdoesitwithoutaninterceptterm.ThebujarpackagefitstheBuckley-Jamesmodelwithhigh-dimensionalcovariates(L2boosting,regressiontreesandboostedMARS,elasticnet).OthermodelsFunctionslikesurvregcanfitothertypesofmodelsdependingonthechosendistribution,e.g.,atobitmodel.TheAERpackageprovidesthetobitfunction,whichisawrapperofsurvregtofitthetobitmodel.Animplementationofthetobitmodelforcross-sectionaldataandpaneldatacanbefoundinthecensRegpackage.Thetimeregpackageprovidesimplementationoftheproportionaloddsmodelandoftheproportionalexcesshazardsmodel.TheinvGausspackagefitstheinverseGaussiandistributiontosurvivaldata.ThemodelisbasedondescribingtimetoeventasthebarrierhittingtimeofaWienerprocess,wheredrifttowardsthebarrierhasbeenrandomizedwithaGaussiandistribution.Thepseudopackagecomputesthepseudo-observationformodellingthesurvivalfunctionbasedontheKaplan-Meierestimatorandtherestrictedmean.flexsurvfitsparametrictime-to-eventmodels,inwhichanyparametricdistributioncanbeusedtomodelthesurvivalprobability,andwhereoneoftheparametersisalinearfunctionofcovariates.TheIcensfunctioninpackageEpiprovidesamultiplicativerelativeriskandanadditiveexcessriskmodelforinterval-censoreddata.TheVGAMpackagecanfitvectorgeneralisedlinearandadditivemodelsforcensoreddata.Thegamlss.censpackageimplementsthegeneralisedadditivemodelforlocation,scaleandshapethatcanbefittedtocensoreddata.Thelocfit.censorfunctioninlocfitproduceslocalregressionestimates.Thecrqfunctionincludedinthequantregpackageimplementsaconditionalquantileregressionmodelforcensoreddata.TheJMpackagefitssharedparametermodelsforthejointmodellingofalongitudinalresponseandeventtimes.Thetemporalprocessregressionmodelisimplementedinthetprpackage.Astermodels,whichcombineaspectsofgeneralizedlinearmodelsandCoxmodels,areimplementedintheasterandaster2packages.TheconcregpackageimplementsconditionallogisticregressionforsurvivaldataasanalternativetotheCoxmodelwhenhazardsarenon-proportional.lava.tobit,anextensionofthelavapackage,fitslatentvariablemodelsforcensoredoutcomesviaaprobitlinkformulation.TheBGPhazardpackageimplementsMarkovbetaandgammaprocessesformodellingthehazardratiofordiscretefailuretimedata.Thesurv2sampleComppackagesproposessomemodel-freecontrastcomparisonmeasuressuchasdifference/ratioofcumulativehazards,quantilesandrestrictedmean.MultistateModelsGeneralMultistateModels:Thecoxphfunctionfrompackagesurvivalcanbefittedforanytransitionofamultistatemodel.Itcanalsobeusedforcomparingtwotransitionhazards,usingcorrespondencebetweenmultistatemodelsandtime-dependentcovariates.Besides,alltheregressionmethodspresentedabovecanbeusedformultistatemodelsaslongastheyallowforleft-truncation.Themvnapackageprovidesconvenientfunctionsforestimatingandplottingthecumulativetransitionhazardsinanymultistatemodel,possiblysubjecttoright-censoringandleft-truncation.Theetmpackageestimatesandplotstransitionprobabilitiesforanymultistatemodels.ItcanalsoestimatethevarianceoftheAalen-Johansenestimator,andhandlesleft-truncateddata.ThemsSurvpackageprovidesnon-parametricestimationformultistatemodelssubjecttoright-censoring(possiblystate-dependent)andleft-truncation.Themstatepackagepermitstoestimatehazardsandprobabilities,possiblydependingoncovariates,andtoobtainpredictionprobabilitiesinthecontextofcompetingrisksandmultistatemodels.Themsmpackagecontainsfunctionsforfittinggeneralcontinuous-timeMarkovandhiddenMarkovmultistatemodelstolongitudinaldata.Transitionratesandoutputprocessescanbemodelledintermsofcovariates.TheSemiMarkovpackagecanbeusedtofitsemi-Markovmultistatemodelsincontinuoustime.Thedistributionofthewaitingtimescanbechosenbetweentheexponential,theWeibullandexponentiatedWeibulldistributions.Non-parametricestimatesinillness-deathmodelsandotherthreestatemodelscanbeobtainedwithpackage)3state.msmTheTPmsmpackagepermitstoestimatetransitionprobabilitiesofanillness-deathmodelorthree-stateprogressivemodel.ThegamboostMSMpackageextendsthemboostpackagetoestimationinthemulstistatemodelframework,whilethepenMSMpackageproposesL1penalisedestimation.ThecoxintervalpackagepermitstofitCoxmodelstotheprogressiveillness-deathmodelobservedunderright-censoredsurvivaltimesandinterval-orright-censoredprogressiontimes.TheSmoothHazardpackagefitsproportionalhazardsmodelsfortheillness-deathmodelwithpossiblyinterval-censoreddatafortransitiontowardthetransientstate.Left-truncatedandright-censoreddataarealsoallowed.Themodeliseitherparametric(Weibull)orsemi-parametricwithM-splinesapproximationofthebaselineintensities.TheEpipackageimplementsLexisobjectsasawaytorepresent,manipulateandsummarisedatafrommultistatemodels.TheTraMineRpackageisintendedforanalysingstateoreventsequencesthatdescribelifecoursesasbiocomputestheexpectednumbersofindividualsinspecifiedageclassesorlifestagesgivensurvivorshipprobabilitiesfromatransitionmatrix.CompetingrisksThepackagecmprskestimatesthecumulativeincidencefunctions,buttheycanbecomparedinmorethantwosamples.ThepackagealsoimplementstheFineandGraymodelforregressingthesubdistributionhazardofacompetingrisk.crrSCextendsthecmprskpackagetostratifiedandclustereddata.ThekmipackageperformsaKaplan-Meiermultipleimputationtorecovermissingpotentialcensoringinformationfromcompetingrisksevents,permittingtousestandardright-censoredmethodstoanalysecumulativeincidencefunctions.ThecrrsteppackageimplementsstepwisecovariateselectionfortheFineandGraymodel.Packagepseudocomputespseudoobservationsformodellingcompetingrisksbasedonthecumulativeincidencefunctions.timeregdoesflexibleregressionmodellingforcompetingrisksdatabasedontheontheinverse-probability-censoring-weightsanddirectbinomialregressionapproach.riskRegressionimplementsriskregressionforcompetingrisksdata,alongwithotherextensionsofexistingpackagesusefulforsurvivalanalysisandcompetingrisksdata.TheCprobpackageestimatestheconditionalprobabilityofacompetingevent,aka.,theconditionalcumulativeincidence.Italsoimplementsaproportional-oddsmodelusingeitherthetemporalprocessregressionorthepseudo-valueapproaches.Packagessurvival(viasurvfit)andprodlimcanalsobeusedtoestimatethecumulativeincidencefunction.Thecompeirpackageestimatesevent-specificincidencerates,rateratios,event-specificincidenceproportionsandcumulativeincidencefunctions.TheNPMLEcmprskpackageimplementsthesemi-parametricmixturemodelforcompetingrisksdata.Thewtcrskpackageimplementsaproportionalsubdistributionhazardsmodelwithadjustmentforcovariate-dependentcensoring.TheMIICDpackageimplementsPan's(2000)multipleimputationapproachtotheFineandGraymodelforintervalcensoreddata.Recurrenteventdatacoxphfromthesurvivalpackagecanbeusedtoanalyserecurrenteventdata.ThephfunctionofthermspackagefitstheAnderson-Gillmodelforrecurrentevents,modelthatcanalsobefittedwiththefrailtypackpackage.Thelatteralsopermitstofitjointfrailtymodelsforjointmodellingofrecurrenteventsandaterminalevent.Thesurvrecpackageproposesimplementationsofseveralmodelsforrecurrenteventsdata,suchasthePe&-Strawderman-Hollander,Wang-Changestimators,andMLEestimationunderaGammaFrailtymodel.ThecondGEEpackageimplementstheconditionalGEEforrecurrenteventgaptimes.TheTestSurvRecpackageimplementsweightedlogranktypetestsforrecurrentevents.RelativeSurvivalTherelsurvpackageproposesseveralfunctionstodealwithrelativesurvivaldata.Forexample,rs.survcomputesarelativesurvivalcurve.rs.addfitsanadditivemodelandrsmulfitstheCoxmodelofAndersenetal.forrelativesurvival,whilerstransfitsaCoxmodelintransformedtime.Thetimeregpackagepermitstofitrelativesurvivalmodelsliketheproportionalexcessandadditiveexcessmodels.TheJPSurvpackageimplementsmethodsforpopulation-basedsurvivalanalysis,liketheproportionalhazardrelativesurvivalmodelandthejoinpointrelativesurvivalmodel.Thesurvexp.frpackagecomputesrelativesurvival,absoluteexcessriskandstandardizedmortalityratiobasedonFrenchdeathrates.TheMRsurvpackagepermitstofitmultiplicativeregressionmodelsforrelativesurvival.TheROCtpackageimplementstime-dependentROCcurvesandextensionstorelativesurvival.RandomEffectModelsFrailties:Frailtytermscanbeaddedincoxphandsurvregfunctionsinpackagesurvival.Amixed-effectsCoxmodelisimplementedinthecoxmepackage.Thetwo.stagefunctioninthetimeregpackagefitstheClayton-Oakes-Gliddenmodel.Theparfmpackagefitsfullyparametricfrailtymodelsviamaximisationofthemarginallikelihood.ThefrailtypackpackagefitsproportionalhazardsmodelswithasharedGammafrailtytoright-censoredand/orleft-truncateddatausingapenalisedlikelihoodonthehazardfunction.Thepackagealsofitsadditiveandnestedfrailtymodelsthatcanbeusedfor,e.g.,meta-analysisandforhierarchicallyclustereddata(with2levelsofclustering),respectively.Aproportionalhazardsmodelwithmixedeffectscanbefittedusingthephmmpackage.Thelmecpackagefitsalinearmixed-effectsmodelforleft-censoreddata.TheCoxmodelusingh-likelihoodestimationforthefrailtytermscanbefittedusingthefrailtyHLpackage.ThetlmecpackageimplementsalinearmixedeffectsmodelforcensoreddatawithStudent-tornormaldistributions.Jointmodellingoftime-to-eventandlongitudinaldata:ThejoineRpackageallowstheanalysisofrepeatedmeasurementsandtime-to-eventdataviajointrandomeffectsmodels.MultivariateSurvivalMultivariatesurvivalreferstotheanalysisofunit,e.g.,thesurvivaloftwinsorafamily.Toanalysesuchdata,wecanestimatethejointdistributionofthesurvivaltimesJointmodelling:BothIcensandMLEcenscanestimatebivariatesurvivaldatasubjecttointervalcensoring.Themetspackageimplementsvariousstatisticalmodelsformultivariateeventhistorydata,e.g.,multivariatecumulativeincidencemodels,bivariaterandomeffectsprobitmodels,Clayton-Oakesmodel.TheMSTpackageconstructstreesformultivariatesurvivaldatausingmarginalandfrailtymodels.BayesianModelsThebayesSurvpackageproposesanimplementationofabivariateAFTmodel.ThepackageBMAcomputesaBayesianmodelaveragingforCoxproportionalhazardsmodels.TheDPsurvintfunctioninDPpackagefitsaBayesiansemi-parametricAFTmodel.LDDPsurvivalinthesamepackagefitsaLinearDependentDirichletProcessMixtureofsurvivalmodels.NMixMCMCmixAKperformsanMCMCestimationofnormalmixturesforcensoreddata.AMCMCforGaussianlinearregressionwithleft-,right-orinterval-censoreddatacanbefittedusingtheMCMCtobitinMCMCpack.TheBayHazpackageestimatesthehazardfunctionfromcensoreddatainaBayesianframework.TheweibullregpostfunctioninLearnBayescomputesthelogposteriordensityforaWeibullproportional-oddsregressionmodel.TheMCMCglmmfitsgeneralisedlinearmixedmodelsusingMCMCtoright-,left-andintervalcensoreddata.TheBaSTApackageaimsatdrawinginferenceonage-specificmortalityfromcapture-recapture/recoverydatawhensomeorallrecordshavemissinginformationontimesofbirthanddeath.Covariatescanalsobeincludedinthemodel.TheJMbayespackageperformsjointmodellingoflongitudinalandtime-to-eventdataunderabayesianapproach.Bayesianparametricandsemi-parametricestimationforsemi-competingrisksdataisavailableviatheSemiCompRiskspackage.ThepsbcGrouppackageimplementspenalizedsemi-parametricBayesianCoxmodelswithelasticnet,fusedlassoandgrouplassopriors.ThespatsurvpackagefitsaBayesianparametricproportionalhazardsmodelforwhicheventshavebeengeo-located.ThePReMiuMpackageimplementsBayesianclusteringusingaDirichletprocessmixturemodeltocensoredresponses.ThespBayesSurvpackageprovidesBayesianmodelfittingforseveralsurvivalmodelsincludingspatialcopula,lineardependentDirichletprocessmixturemodel,anovaDirichletprocessmixturemodel,proportionalhazardsmodelandmarginalspatialproportionalhazardsmodel.TheIDPSurvivalpackageimplementsnon-parametricsurvivalanalysistechniquesusingapriornear-ignorantDirichletProcess.High-DimensionalDataRecursivepartitioningrpartimplementsCART-liketreesthatcanbeusedwithcensoredoutcomes.Thqpartypackageimplementsrecursivepartitioningforsurvivaldata.LogicRegcanperformlogicregression.kapsimplementsK-adaptivepartitioningandrecursivepartitioningalgorithmsforcensoredsurvivaldata.TheDStreepackageimplementstreesandbaggedtreesfordiscrete-timessurvivaldata.RandomforestPackageipredimplementsbaggingforsurvivaldata.TherandomForestSRCpackagefitsrandomforesttosurvivaldata,whileavariantoftherandomforestisimplementedinparty.RegularisedandshrinkagemethodTheglmpathpackageimplementsaL1regularisedCoxproportionalhazardsmodel.AnL1andL2penalisedCoxmodelsareavailableinpenalized.Thepamrpackagecomputesanearestshrunkencentroidforsurvivalgeneexpressiondata.AhighdimensionalCoxmodelusingunivariateshrinkageisavailableinuniCox.Thelpcpackageimplementsthelassoedprincipalcomponentsmethod.TheahazpackageimplementstheLASSOandelasticnetestimatorfortheadditiveriskmodel.ThefastcoxpackageimplementstheLassoandelastic-netpenalizedCox'sregressionusingthecockailalgorithm.TheSGLpackagepermitstofitCoxmodelswithacombinationoflassoandgrouplassoregularisation.CoxRidgefitsCoxmodelswithpenalizedridge-type(ridge,dynamicandweighteddynamic)partiallikelihood.Boosting:GradientboostingfortheCoxmodelisimplementedinthegbmpackage.Themboostpackageincludesagenericgradientboostingalgorithmfortheconstructionofprognosticanddiagnosticmodelsforright-censoreddata.globalboosttestimplementspermutation-basedtestingproceduretotesttheadditionalpredictivevalueofhigh-dimensionaldata.ItisbasedonmboostCoxBoostprovidesroutinesforfittingtheCoxproportionalhazardsmodelandtheFineandGraymodelbylikelihoodbasedboosting.Other:Thesuperpcpackageimplementsthesupervisedprincipalcomponentsforsurvivaldata.TheAIMpackagecanconstructindexmodelsforsurvivaloutcomes,thatis,constructscoresbasedonatrainingdataset.Thecompound.CoxpackagefitsCoxproportionalhazardsmodelusingthecompoundcovariatemethod.plsRcoxprovidespartialleastsquaresregressionandvarioustechniquesforfittingCoxmodelsinhighdimensionnalsettings.ThersigpackageimplementsfeatureselectionalgorithmsbasedonsubsamplingandaveraginglinearmodelsobtainedfromtheLassoalgorithmforpredictingsurvivalrisk.PredictionsandPredictionPerformanceThepecpackageprovidesutilitiestoplotpredictionerrorcurvesforseveralsurvivalmodelspeperrimplementspredictionerrortechniqueswhichcanbecomputedinaparallelisedway.Usefulforhigh-dimensionaldata.ThetimeROCpackagepermitstoestimatetime-dependentROCcurvesandtime-dependentAUCwithcensoreddata,possiblywithcompetingrisks.survivalROCcomputestime-dependentROCcurvesandtime-dependentAUCfromcensoreddatausingKaplan-MeierorAkritas'snearestneighbourestimationmethod(Cumulativesensitivityanddynamicspecificity).risksetROCimplementstime-dependentROCcurves,AUCandintegratedAUCofHeagertyandZheng(Biometrics,2005).Varioustime-dependenttrue/falsepositiveratesandCumulative/DynamicAUCareimplementedinthesurvAUCpackage.Thesurvcomppackageprovidesseveralfunctionstoassessandcomparetheperformanceofsurvivalmodels.C-statisticsforriskpredictionmodelswithcensoredsurvivaldatacanbecomputedviathesurvC1package.ThesurvIDINRIpackageimplementstheintegrateddiscriminationimprovementindexandthecategory-lessnetreclassificationindexforcomparingcompetingriskspredictionmodels.ThesurvAccuracyMeasurespackageprovidesfunctionsforestimatingtheAUC,TPR(c),FPR(c),PPV(c),andNPV(c)forsurvivaldata.PowerAnalysisTheCRpackageproposespowercalculationforweightedLog-Ranktestsincureratemodels.TheNPHMCpermitstocalculatesamplesizebasedonproportionalhazardsmixturecuremodels.ThepowerSurvEpipackageprovidespowerandsamplesizecalculationforsurvivalanalysis(withafocustowardsepidemiologicalstudies).PoweranalysisandsamplesizecalculationforSNPassociationstudieswithtime-to-eventoutcomescanbedoneusingthesurvSNPpackage.SimulationThegenSurvpackagepermitstogeneratedatawihonebinarytime-dependentcovariateanddatastemmingfromaprogressiveillness-deathmodel.ThePermAlgopackagepermitstheusertosimulatecomplexsurvivaldata,inwhicheventandcensoringtimescouldbeconditionalonanuser-specifiedlistof(possiblytime-dependent)covariates.Theprodlimpackageproposessomefunctionsforsimulatingcomplexeventhistorydata.Thegemspackagealsopermitstosimulateandanalysemultistatemodels.Thepackageallowsforageneralspecificationofthetransitionhazardfunctions,fornon-Markovmodelsandfordependenciesonthehistory.ThesimMSMpackageprovidesfunctionsforsimulatingcomplexmultistatemodelsdatawithpossiblynonlinearbaselinehazardsandnonlinearcovariateeffects.ThesimPHpackageimplementstoolsforsimulatingandplottingquantitiesofinterestestimatedfromproportionalhazardsmodels.Thesurvsimpackagepermitstosimulatesimpleandcomplexsurvivaldatasuchasrecurrenteventdataandcompetingrisks.TheMicSimpackageprovidesroutinesforperformingcontinuous-timemicrosimulationforpopulationprojection.Thebasisforthemicrosimulationareamultistatemodel,Markovornon-Markov,forwhichthetransitionintensitiesarespecified,aswellasaninitialcohort.GraphicsThissectiontriestolistsomespecialisedplotfunctionsthatmightbeusefulinthecontextofeventhistoryanalysis.Tdlimextendsthistothecompetingrisksmodel.Theplot.Histfunctioninprodlimpermitstodrawthestatesandtransitionsthatcharacterizeamultistatemodel.TheEpipackageprovidesmanyplotfunctionsforrepresentingmultistatedata,inparticularLexisdiagrams.Thecompeirpackageprovidemultistate-typegraphicsforcompetingrisks,inwhichthethicknessofthetransitionarrowsfromtheinitialeventtoeachcompetingeventdescribestheparticularamountofeveryincidencerate.Miscellaneousdynpredisthecompanionpackageto"DynamicPredictioninClinicalSurvivalAnalysis".Packagebootproposesthecensbootfunctionthatimplementsseveraltypesofbootstraptechniquesforright-censoreddata.ThecurrentSurvivalpackageestimatesthecurrentcumulativeincidenceandthecurrentleukaemiafreesurvivalfunction.ThesurvJamdapackageprovidesfunctionsforperformingmeta-analysesofgeneexpressiondataandtopredictpatients'survivalandriskassessment.ipdmetaprovidestoolsforindividualpatien