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2010 Apr 22
0
ROC curve in randomSurvivalForest
I'm using randomSurvivalForest to predict survival from a rather small sample. As it's not enough data to have training and validation set, I rely on the "Estimate of error rate" computed by the randomForest. If I understand the method correctly, it repeatedly partitions the data into varying training/validation sets during the learning steps, which also produces the