Robust estimation of the expected survival probabilities from high-dimensional Cox models with biomarker-by-treatment interactions in randomized clinical trials.

Based on our simulations, we propose a unified framework for: developing a prediction model with biomarker-by-treatment interactions in a high-dimensional setting and validating it in absence of external data; accurately estimating the expected survival probability of future patients with associated confidence intervals; and graphically visualizing the developed prediction model. All the methods are implemented in the R package biospear, publicly available on the CRAN.