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Are there any cross-validation packages in R that work with survival models, like a weibull model?

B--rian
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user7340
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  • I looked for an off-site resource but I couldn't find one. Do I really need to say that in my question? – user7340 Oct 20 '14 at 21:01
  • It certainly have helped to demonstrate some searching effort. What would have even been more convincing that you had read and understood the rules of SO would have been to construct a simulation and post the code for estimation of a single model and then request enhancements from perhaps the boot library or others. – IRTFM Oct 28 '14 at 20:29

2 Answers2

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The CoxBoost package has the function cv.CoxBoost for cross-validation of survival and competing risks models.

cvTools is a package focused on cross-validation. I'm not sure if it has specific functions for survival models, but the package is intended for general cross-validation of regression models.

eipi10
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There are calibration and validation tools in the rms/Hmisc packages that work with survival models. Harrell's RMS text is an extremely useful reference. He demonstrates using parametric (e.g. Weibull) models as well as the semi-parametric Cox models.

IRTFM
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