pencal

CRANpencalMaRDI QIDQ85044

Penalized Regression Calibration (PRC) for the Dynamic Prediction of Survival

Mirko Signorelli

Last update: 27 October 2023

Copyright license: GNU General Public License

Software version identifier: 1.3.2, 0.1.1, 0.1.2, 0.2.1, 0.2.2, 0.3.1, 0.3.2, 0.4.1, 0.4.2, 1.0.0, 1.0.1, 1.0.2, 1.1.0, 1.1.1, 1.2.0, 1.2.1, 1.2.2, 1.3.1, 2.0.1, 2.1.0, 2.1.1

Description

Computes penalized regression calibration (PRC), a statistical method for the dynamic prediction of survival when many longitudinal predictors are available. PRC is described in Signorelli et al. (2021) <doi:10.1002/sim.9178> and Signorelli (2023) <doi:10.48550/arXiv.2309.15600>.

Cites work

• Penalized regression calibration: A method for the prediction of survival outcomes using complex longitudinal and high‐dimensional data
• pencal: an R Package for the Dynamic Prediction of Survival with Many Longitudinal Predictors

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