Generic function for extracting predicted survival probabilities

Generic function for extraction of predicted survival probabilities from a fitted survival model conforming to the interface required by pmpec.

Usage

predictProb(object, response, x, ...)

Arguments

object: a fitted survival model.
response: Either a survival object (with Surv(time, status), where time is an n-vector of censored survival times and status an n-vector containing event status, coded with 0 and 1) or a matrix with columns time containing survival times and status containing integers, where 0 indicates censoring, 1 the interesting event and larger numbers other competing risks. In case of binary response, vector with entries 0 and 1.
x: n*p matrix of covariates.
...: additional arguments, for example model complexity or, in case of survival response, argument times, a vector containing evaluation times.

Details

pmpec requires a predictProb.class function for each model fit of class class. It extracts the predicted probability of survival from this model.

See existing predictProb functions, at the time predictProb.CoxBoost, predictProb.coxph and predictProb.survfit.

If desired predictProb function for class class is not available in peperr, but implemented in package pec as predictSurvProb.class, it can easily be transformed as predictProb method.

Value

Matrix with predicted probabilities for each evaluation time point in times (columns) and each new observation (rows).