title: Evaluating Random Forests for Survival Analysis using Prediction Error Curves.
abstract: Prediction error curves are increasingly used to assess and compare predictions in survival analysis. This article surveys the R packagepecwhich provides a set of functions for efficient computation of prediction error curves. The software implements inverse probability of censoring weights to deal with right censored data and several variants of cross-validation to deal with the apparent error problem. In principle, all kinds of prediction models can be assessed, and the package readily supports most traditional regression modeling strategies, like Cox regression or additive hazard regression, as well as state of the art machine learning methods such as random forests, a nonparametric method which provides promising alternatives to traditional strategies in low and high-dimensional settings. We show how the functionality ofpeccan be extended to yet unsupported prediction models. As an example, we implement support for random forest prediction models based on the R-packagesrandomSurvivalForestandparty. Using data of the Copenhagen Stroke Study we usepecto compare random forests to a Cox regression model derived from stepwise variable selection. Reproducible results on the user level are given for publicly available data from the German breast cancer study group.
authors.affiliation: Department of Biostatistics, University of Copenhagen, Denmark.
authors.forename: Ulla B
authors.initials: UB
authors.lastname: Mogensen
authors.affiliation: Department of Epidemiology and Public Health, University of Miami, USA.
authors.forename: Hemant
authors.initials: H
authors.lastname: Ishwaran
authors.affiliation: Department of Biostatistics, University of Copenhagen, Denmark.
authors.forename: Thomas A
authors.initials: TA
authors.lastname: Gerds
keywords: R.; Survival prediction; prediction error curves; random survival forest