Package: riskRegression 2026.05.21

riskRegression: Risk Regression Models and Prediction Scores for Survival Analysis with Competing Risks

Implementation of the following methods for event history analysis. Risk regression models for survival endpoints also in the presence of competing risks are fitted using binomial regression based on a time sequence of binary event status variables. A formula interface for the Fine-Gray regression model and an interface for the combination of cause-specific Cox regression models. A toolbox for assessing and comparing performance of risk predictions (risk markers and risk prediction models). Prediction performance is measured by the Brier score and the area under the ROC curve for binary possibly time-dependent outcome. Inverse probability of censoring weighting and pseudo values are used to deal with right censored data. Lists of risk markers and lists of risk models are assessed simultaneously. Cross-validation repeatedly splits the data, trains the risk prediction models on one part of each split and then summarizes and compares the performance across splits.

Authors:Thomas Alexander Gerds [aut, cre], Johan Sebastian Ohlendorff [aut], Paul Blanche [ctb], Rikke Mortensen [ctb], Marvin Wright [ctb], Nikolaj Tollenaar [ctb], John Muschelli [ctb], Ulla Brasch Mogensen [ctb], Asbjørn Risom [ctb], Brice Ozenne [aut]

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manual.pdf |manual.html
card.svg |card.png
riskRegression/json (API)

# Install 'riskRegression' in R:
install.packages('riskRegression', repos = c('https://tagteam.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/tagteam/riskregression/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:

On CRAN:

Conda:

openblascpp

14.26 score 55 stars 50 packages 1.2k scripts 18k downloads 27 mentions 73 exports 97 dependencies

Last updated from:b3eea672ea. Checks:11 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK364
source / vignettesOK445
linux-release-x86_64OK369
macos-release-arm64OK310
macos-release-x86_64OK499
macos-oldrel-arm64OK253
macos-oldrel-x86_64OK547
windows-develOK424
windows-releaseOK391
windows-oldrelOK414
wasm-releaseOK212

Exports:ARRatebaseHaz_cppboot2pvalueCforestcolCenter_cppcolCumSumcolMultiply_cppcolScale_cppcoxBaseEstimatorcoxCentercoxFormulacoxLPcoxModelFramecoxNcoxSpecialcoxStratacoxStrataLevelcoxVarCovcoxVariableNameCSCCtreediscreteRootFGRgetSplitMethodGLMnetHal9001iidCoxinfluenceTestIPAipcwIPWboxis.iidCoxLRRpenalizedS3plotAUCplotBrierplotCalibrationplotEffectsplotPredictRiskplotRiskplotROCpredictCoxpredictCoxPLpredictRiskriskLevelPlotriskRegressionriskRegression.optionsrowCenter_cpprowCumSumrowMultiply_cpprowScale_cpprowSumsCrossprodrsquaredsampleDatasaveCoxConfidentialsaveSynthScoreScore.listselectCoxsimActiveSurveillancesimMelanomasimPBCsimsynthsubjectWeightssubsetIndexsummary.ScoreSuperPredictorsynthesizesynthesize.formulasynthesize.lvmtransformCIBPwglm

Dependencies:backportsbase64encbslibcachemcheckmatecliclustercmprskcodetoolscolorspacecpp11data.tablediagramdigestdoParallelevaluatefarverfastmapfontawesomeforeachforeignFormulafsfuturefuture.applyggplot2glmnetglobalsgluegridExtragtablehighrHmischtmlTablehtmltoolshtmlwidgetsisobanditeratorsjquerylibjsonliteKernSmoothknitrlabelinglatticelavalifecyclelistenvmagrittrMASSMatrixMatrixModelsmemoisemetsmimemultcompmvtnormnlmennetnumDerivparallellyplotrixpolsplineprodlimprogressrPublishquantregR6rangerrappdirsRColorBrewerRcppRcppArmadilloRcppEigenrlangrmarkdownrmsrpartrstudioapiS7sandwichsassscalesshapeSparseMSQUAREMstringistringrsurvivalTH.datatimeregtinytexvctrsviridisLitewithrxfunyamlzoo

IPA: Index of Prediction Accuracy

Rendered fromIPA.html.asisusingR.rsp::asison Jun 01 2026.

Last update: 2019-06-25
Started: 2019-06-25

Readme and manuals

Help Manual

Help pageTopics
Risk Comparison Over Timeanova.ate
Turn ate Object Into a 'data.table'as.data.table.ate
Turn influenceTest Object Into a 'data.table'as.data.table.influenceTest
Turn predictCox Object Into a 'data.table'as.data.table.predictCox
Turn predictCSC Object Into a 'data.table'as.data.table.predictCSC
Average Treatment Effects Computationate
Plot Average Risksautoplot.ate plot.ate
Plot Predictions From a Cox Modelautoplot.predictCox plot.predictCox
Plot Predictions From a Cause-specific Cox Proportional Hazard Regressionautoplot.predictCSC plot.predictCSC
ggplot AUC curveautoplot.Score
C++ Fast Baseline Hazard EstimationbaseHaz_cpp
Compute the p.value from the distribution under H1boot2pvalue
Boxplot risk quantilesboxplot.Score
Computation of standard errors for predictionscalcSeCox
Standard error of the absolute risk predicted from cause-specific Cox modelscalcSeCSC
S3-wrapper function for cforest from the party packageCforest
Estimated Average Treatment Effect.coef.ate
Extract coefficients from a Cause-Specific Cox regression modelcoef.CauseSpecificCox
Extract coefficients from riskRegression modelcoef.riskRegression
Estimates from IPCW Logistic Regressionscoef.wglm
Apply - by columncolCenter_cpp
Apply cumsum in each columncolCumSum
Apply * by columncolMultiply_cpp
Apply / by columncolScale_cpp
Confidence Intervals and Confidence Bands for the average treatment effect.confint.ate
Confidence Intervals and Confidence Bands for the Difference Between Two Estimatesconfint.influenceTest
Confidence Intervals and Confidence Bands for the predicted Survival/Cumulative Hazardconfint.predictCox
Confidence Intervals and Confidence Bands for the Predicted Absolute Risk (Cumulative Incidence Function)confint.predictCSC
Confidence intervals for Estimate from IPCW Logistic Regressionsconfint.wglm
Extract the type of estimator for the baseline hazardcoxBaseEstimator coxBaseEstimator.coxph coxBaseEstimator.GLMnet coxBaseEstimator.phreg coxBaseEstimator.prodlim
Extract the mean value of the covariatescoxCenter coxCenter.coxph coxCenter.cph coxCenter.phreg
Extract the formula from a Cox modelcoxFormula coxFormula.coxph coxFormula.cph coxFormula.glm coxFormula.GLMnet coxFormula.phreg coxFormula.prodlim
Compute the linear predictor of a Cox modelcoxLP coxLP.coxph coxLP.cph coxLP.GLMnet coxLP.phreg coxLP.prodlim
Extract the design matrix used to train a Cox modelcoxModelFrame coxModelFrame.coxph coxModelFrame.cph coxModelFrame.GLMnet coxModelFrame.phreg coxModelFrame.prodlim
Extract the number of observations from a Cox modelcoxN coxN.CauseSpecificCox coxN.coxph coxN.cph coxN.default coxN.glm coxN.GLMnet coxN.phreg coxN.prodlim
Special characters in Cox modelcoxSpecial coxSpecial.coxph coxSpecial.cph coxSpecial.GLMnet coxSpecial.phreg coxSpecial.prodlim
Define the strata for a new datasetcoxStrata coxStrata.coxph coxStrata.cph coxStrata.GLMnet coxStrata.phreg coxStrata.prodlim
Returns the name of the strata in Cox modelcoxStrataLevel coxStrataLevel.coxph coxStrataLevel.cph coxStrataLevel.phreg coxStrataLevel.prodlim
Extract the variance covariance matrix of the beta from a Cox modelcoxVarCov coxVarCov.coxph coxVarCov.cph coxVarCov.phreg coxVarCov.prodlim
Extract variable names from a modelcoxVariableName
Cause-specific Cox proportional hazard regressionCSC
S3-Wrapper for ctree.Ctree
Dichotomic search for monotone functiondiscreteRoot
Update Large IPW valuesdrop1.IPWbox
Formula wrapper for crr from cmprskFGR
Input for data splitting algorithmsgetSplitMethod
Formula interface for glmnetGLMnet
Fitting HAL for use with predictRiskHal9001
IID for IPCW Logistic Regressionsiid.wglm
Extract iid decomposition from a Cox modeliidCox iidCox.CauseSpecificCox iidCox.coxph iidCox.cph iidCox.phreg iidCox.prodlim
Influence test [Experimental!!]influenceTest influenceTest.default influenceTest.list
Information for IPCW Logistic Regressionsinformation.wglm
Explained variation for settings with binary, survival and competing risk outcomeIPA IPA.CauseSpecificCox IPA.coxph IPA.default IPA.glm rsquared rsquared.CauseSpecificCox rsquared.coxph rsquared.default rsquared.glm
Estimation of censoring probabilitiesipcw ipcw.aalen ipcw.cox ipcw.marginal ipcw.none ipcw.nonpar
Encapsulate WeightsIPWbox
Check Computation of the Influence Function in a Cox Modelis.iidCox
Malignant melanoma dataMelanoma
Extract design matrix for cph objectsmodel.matrix.cph
Extract design matrix for phreg objectsmodel.matrix.phreg
Statistical Inference for the Average Treatment Effectmodel.tables.ate
Statistical Inference for Estimate from IPCW Logistic Regressionsmodel.tables.wglm
Paquid samplePaquid
S3-wrapper for S4 function penalizedpenalizedS3
Plotting predicted riskplot.riskRegression
Plot of time-dependent AUC curvesplotAUC
Plot Brier curveplotBrier
Plot Calibration curveplotCalibration
Plotting time-varying effects from a risk regression model.plotEffects
Plotting predicted risks curves.plotPredictRisk
plot predicted risksplotRisk
Plot ROC curvesplotROC
Predicting Absolute Risk from Cause-Specific Cox Modelspredict.CauseSpecificCox predictBig.CauseSpecificCox
Predict subject specific risks (cumulative incidence) based on Fine-Gray regression modelpredict.FGR
Predict individual risk.predict.riskRegression
Survival probabilities, hazards and cumulative hazards from Cox regression modelspredictCox
Deprecated Function for Product Limit Estimation of Survival Probabilities .predictCoxPL
Extrating predicting risks from regression modelspredictRisk predictRisk.aalen predictRisk.ARR predictRisk.BinaryTree predictRisk.CauseSpecificCox predictRisk.comprisk predictRisk.cox.aalen predictRisk.CoxConfidential predictRisk.coxph predictRisk.coxph.penal predictRisk.cph predictRisk.default predictRisk.double predictRisk.factor predictRisk.FGR predictRisk.flexsurvreg predictRisk.formula predictRisk.gbm predictRisk.glm predictRisk.GLMnet predictRisk.Hal9001 predictRisk.integer predictRisk.IPWbox predictRisk.lrm predictRisk.matrix predictRisk.multinom predictRisk.numeric predictRisk.pecCforest predictRisk.pecCtree predictRisk.penfitS3 predictRisk.prodlim predictRisk.psm predictRisk.randomForest predictRisk.ranger predictRisk.rfsrc predictRisk.riskRegression predictRisk.rpart predictRisk.selectCox predictRisk.singleEventCB predictRisk.SuperPredictor predictRisk.survfit predictRisk.survreg predictRisk.wglm
Print Average Treatment Effectsprint.ate
Print of a Cause-Specific Cox regression modelprint.CauseSpecificCox
Print of a Fine-Gray regression modelprint.FGR
Print of a glmnet regression modelprint.GLMnet
Output of the DIfference Between Two Estimatesprint.influenceTest
Print IPA objectprint.IPA
Print Predictions From a Cox Modelprint.predictCox
Print Predictions From a Cause-specific Cox Proportional Hazard Regressionprint.predictCSC
Print function for riskRegression modelsprint.riskRegression
Print Score objectprint.Score
Print subject weightsprint.subjectWeights
Print synthesized codeprint.synth_code
Reconstruct the original datasetreconstructData
Level plots for risk prediction modelsriskLevelPlot
Risk Regression Fits a regression model for the risk of an event - allowing for competing risks.ARR LRR riskRegression
Global options for 'riskRegression'riskRegression.options
Apply - by rowrowCenter_cpp
Apply cumsum in each rowrowCumSum
Apply * by rowrowMultiply_cpp
Collapse Rows of Characters.rowPaste
Apply / by rowrowScale_cpp
Apply crossprod and rowSumsrowSumsCrossprod
Simulate data with binary or time-to-event outcomesampleData
Save confidential Cox objectssaveCoxConfidential
Export a 'synth' object.saveSynth
Score risk predictionsScore Score.list
Score for IPCW Logistic Regressionsscore.wglm
Backward variable selection in the Cox regression modelselectCox
Evaluate the influence function at selected timesselectJump
Simulate data of a hypothetical active surveillance prostate cancer studysimActiveSurveillance
Simulate data alike the Melanoma datasimMelanoma
simulating data alike the pbc datasimPBC
Simulating from a synthesized objectsimsynth
SmcFcsSmcFcs
Reconstruct each of the strata variablessplitStrataVar
Estimation of censoring probabilities at subject specific timessubjectWeights subjectWeights.aalen subjectWeights.cox subjectWeights.km subjectWeights.marginal subjectWeights.none subjectWeights.nonpar
Extract Specific Elements From An ObjectsubsetIndex subsetIndex.default subsetIndex.matrix
Summary Average Treatment Effectssummary.ate
Summary of a Fine-Gray regression modelsummary.FGR
Summary of a risk regression modelsummary.riskRegression
Summary of prediction performance metricssummary.Score
Formula interface for SuperLearner::SuperLearnerSuperPredictor
Extract the time and event variable from a Cox modelSurvResponseVar
Cooking and synthesizing survival datasynthesize synthesize.formula synthesize.lvm
Extract terms for phreg objectsterms.phreg
Compute Confidence Intervals/Bands and P-values After a TransformationtransformCIBP
Variance-Covariance Matrix for the Average Treatment Effect.vcov.ate
Variance-covariance for IPCW Logistic Regressionsvcov.wglm
Extract Inverse Probability Weightsweights.ate
Extract IPCW Weightsweights.wglm
Logistic Regression Using IPCWwglm