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survivalSL: an R Package for Predicting Survival by a Super Learner

Description

The R package ‘survivalSL’ contains a variety of functions to construct a super learner in the presence of censored times-to-event and to evaluate its prognostic capacities. Several learners are proposed: proportional hazard (PH) regressions, penalized PH semi-parametric models, accelerated failure times (AFT) models, neural networks, random survival forests, etc.). We proposed also a variety of loss functions for the estimation of the weights (concordance index, Brier score, area under the time-dependent ROC curve, negative binomial log-likelihood, etc.). S3 methods are included to evaluate the predictive capacities, as well as predicting survival curves from new observations.

Basic Usage

# Simulate a training and validation samples
n.valid <- 500 # sample size for validation
n.learn <- 200 # sample size for training
n <- n.valid + n.learn # overall sample size

max.time <- 50 # maximum follow-up time

mean.x <- 0; sd.x <- 1 # normal distribution of the quantitative predictors
proba.x <- .5 # proportion of the binary predictors

a <- 2; b <- .05 # Weibull baseline distribution of the PH model
beta <- c(log(1.8), log(1.8), log(1.3), 0, 0, 0) # regression coefficients

# simulation of  the training and validation samples
x1 <- rnorm(n, mean.x, sd.x)
x2 <- rbinom(n, 1, proba.x)
x3 <- rbinom(n, 1, proba.x)
x4 <- rnorm(n, mean.x, sd.x)
x5 <- rbinom(n, 1, proba.x)
x6 <- rbinom(n, 1, proba.x)
x <- cbind(x1, x2, x3, x4, x5, x6) # matrix of the potential predictors
  
times <- 1/b*((-exp(-1*(x %*% beta))*(log(1-runif(n, 0, 1))))**(1/a)) # time to event
censoring <- runif(n, min=0, max=max.time)

status <- ifelse(times <= censoring, 1, 0) # event status
obs.times <- ifelse(times <= censoring, times, censoring) # follow-up times

data <- cbind(obs.times, status, as.data.frame(x))
  
data.simul <- list(data[1:n.valid,], data[(n.valid+1):n,])

# model estimation with default parameters and three learners
slres <- survivalSL(
  methods=c("LIB_COXen", "LIB_AFTgamma", "LIB_PHexponential"),
  metric="ci",  data=data.simul[[1]],  times="obs.times",
  failures="status", cov.quanti=c("x1","x4"),
  cov.quali=c("x2","x3","x5","x6"), progress = FALSE)
#> Warning in min(group %in% colnames(data)): no non-missing arguments to min;
#> returning Inf

# prognostic capacities from training sample
summary(slres, digits=3) 
#>      ci   auc    bs   ibs  ribs   bll  ibll ribll
#> 1 0.671 0.723 0.197 0.094 0.092 0.581 0.303 0.306

# prognostic capacities from validation sample
summary(slres, newdata=data.simul[[2]], digits=3) 
#>      ci  auc    bs   ibs ribs   bll  ibll ribll
#> 1 0.677 0.75 0.187 0.092 0.09 0.557 0.297 0.299

Installation

To install the latest release from CRAN:

install.packages("survivalSL")

To install the development version from GitHub:

remotes::install_github("foucher-y/survivalSL")

Reporting bugs

You can report any issues at this link.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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