Constructing Multivariate Survival Trees: The MST Package for R

Abstract

Multivariate survival trees require few statistical assumptions, are easy to interpret, and provide meaningful diagnosis and prediction rules. Trees can handle a large number of predictors with mixed types and do not require predictor variable transformation or selection. These are useful features in many application fields and are often required in the current era of big data. The aim of this article is to introduce the R package MST. This package constructs multivariate survival trees using marginal model and frailty model based approaches. It allows the user to control and see how the trees are constructed. The package can also simulate high-dimensional, multivariate survival data from marginal and frailty models.