SurvRank is an R package to estimate unbiased prediction quality measures and performs feature selection in a high dimensional survival setting.
Citation:
Laimighofer M, Krumsiek J, Buettner F, Theis F.
Unbiased Prediction and Feature Selection in High-Dimensional Survival Regression.
Journal of Computational Biology, 2016
https://www.liebertpub.com/doi/10.1089/cmb.2015.0192
Installation:
devtools::install_github("krumsieklab/SurvRank", build_opts = c())
Show vignette with example code:
browseVignettes("SurvRank")