PAmeasures - Performance Assessment for Continuous and Survival Outcomes
Evaluates prediction accuracy for continuous outcomes and
the predictive performance of survival models in a unified
framework. Implements the R-squared, L-squared, pseudo
R-squared and related explained variation measures of Li and
Wang (2019) <doi:10.1080/01621459.2018.1515079>, the
concordance indices of Harrell et al. (1982)
<doi:10.1001/jama.1982.03320430047030> and Uno et al. (2011)
<doi:10.1002/sim.4154>, the time-dependent area under the
receiver operating characteristic curve (AUC) of Heagerty,
Lumley and Pepe (2000) <doi:10.1111/j.0006-341X.2000.00337.x>,
and the Brier score of Graf et al. (1999)
<doi:10.1002/(SICI)1097-0258(19990915/30)18:17/18%3C2529::AID-SIM274%3E3.0.CO;2-5>.
Supports right-censored data; competing risks, following
Wolbers et al. (2014) <doi:10.1093/biostatistics/kxt059>, Wu
and Li (2018) <doi:10.1002/sim.7806> and Zhuang et al. (2025)
<doi:10.48550/arXiv.2507.15040>; and two-phase sampling designs
such as case-cohort and nested case-control studies, following
Lee, Zeleniuch-Jacquotte and Liu (2021)
<doi:10.1080/02664763.2020.1861225>. Revives and expands the
original 'PAmeasures' package with a unified interface for
survival prediction assessment.