Calculates AUC for cv.grpsurv objects
Calculates the cross-validated AUC (concordance) from a "cv.grpsurv" object.
## S3 method for class 'cv.grpsurv' AUC(obj, ...)
obj |
A |
... |
For S3 method compatibility. |
The area under the curve (AUC), or equivalently, the concordance
statistic (C), is calculated according to the procedure outlined in
the reference below. This calls the survConcordance function
in the survival package, except the cross-validated linear
predictors are used to guard against overfitting. Thus, the values
returned by AUC.cv.grpsurv will be lower than those
you would obtain with survConcordance if you fit the full
(unpenalized) model.
Patrick Breheny
van Houwelingen H, Putter H (2011). Dynamic Prediction in Clinical Survival Analysis. CRC Press.
data(Lung)
X <- Lung$X
y <- Lung$y
group <- Lung$group
cvfit <- cv.grpsurv(X, y, group, returnY=TRUE)
head(AUC(cvfit))
ll <- log(cvfit$fit$lambda)
plot(ll, AUC(cvfit), xlim=rev(range(ll)), lwd=3, type='l',
xlab=expression(log(lambda)), ylab='AUC', las=1)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.