Calculates AUC for cv.ncvsurv objects
Calculates the cross-validated AUC (concordance) from a "cv.ncvsurv" object.
## S3 method for class 'cv.ncvsurv' 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.ncvsurv will be lower than those
you would obtain with survConcordance if you fit the full
(unpenalized) model.
Patrick Breheny, Brandon Butcher, and Lawrence Hunsicker
van Houwelingen H, Putter H (2011). Dynamic Prediction in Clinical Survival Analysis. CRC Press.
data(Lung)
X <- Lung$X
y <- Lung$y
cvfit <- cv.ncvsurv(X, y, returnY=TRUE)
head(AUC(cvfit))
lam <- cvfit$lambda
plot(lam, AUC(cvfit), xlim=rev(range(lam)), lwd=3, type='l',
las=1, xlab=expression(lambda), ylab='AUC')Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.