DR_pseudo_outcome_regression function

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

Returns

Matrix of predictions.