This repository contains the code to reproduce the numerical results in our paper: Conformalized Survival Analysis.
We implement the CQR- and CDR-LPB from scratch to reproduce the numerical results in Section 4 of the paper. We do not include the code for the results in Section 5 because the UK Biobank data is only available to registered users; see https://www.ukbiobank.ac.uk/ for details.
Based on the code, we further develop an R package cfsurvival that implements the procedure. The package will be constantly improved and udpated. We recommend the users download the R package to apply our procedure.
The following R packages are required to be installed: conTree, GauPro, gbm, quantreg, survival, tidyverse.
R/: contains the main functions that implement the CQR, CDR, and other competing methods considered in Section 4.utils/: contains the helpers for the experiments.simulation/: contains the scripts to carry out the simulations.bash/: bash files to run the simulations in batch mode.
Each script in the simulation/ folder implements one run of the simulation. The users can specify the random seed when running the script.
For example, to implement one run of the low-dimensional-homoscedastic-noise experiment in Section 4 with random seed 1, run the following command in your terminal:
mkdir results
cd simulation
Rscript ld_homosc.R 1
The results presented in the paper are based on 100 independent samples. The user can use the bash file in bash/ to automatically run the whole simulation in batch mode:
mkdir results
cd bash
bash run_all.sh
It may take a long time if it is run on a laptop.