Generate oracle prediction function estimates using doubly-robust pseudo-outcome regression with SuperLearner
Generate oracle prediction function estimates using doubly-robust pseudo-outcome regression with SuperLearner
DR_pseudo_outcome_regression( time, event, X, newX, approx_times, S_hat, G_hat, newtimes, outcome, SL.library, V
)
Arguments
time: n x 1 numeric vector of observed follow-up times. If there is censoring, these are the minimum of the event and censoring times.
event: n x 1 numeric vector of status indicators of whether an event was observed.
X: n x p data.frame of observed covariate values
newX: m x p data.frame of new observed covariate values at which to obtain m predictions for the estimated algorithm. Must have the same names and structure as X.
approx_times: Numeric vector of length J2 giving times at which to approximate integral appearing in the pseudo-outcomes
S_hat: n x J2 matrix of conditional event time survival function estimates
G_hat: n x J2 matrix of conditional censoring time survival function estimates
newtimes: Numeric vector of times at which to generate oracle prediction function estimates
outcome: Outcome type, either "survival_probability" or "restricted_survival_time"
SL.library: Super Learner library
V: Number of cross-validation folds, to be passed to SuperLearner