AUC for cv.ncvsurv objects

Source: R/auc.R

Calculates the cross-validated AUC (concordance) from a cv.ncvsurv object.

# S3 method for cv.ncvsurv
AUC(obj, ...)

Arguments

obj

A cv.ncvsurv object. You must run cv.ncvsurv() with the option returnY=TRUE in order for AUC() to work.

...

For S3 method compatibility; not used

Details

The area under the curve (AUC), or equivalently, the concordance statistic (C), is calculated according to the procedure described in van Houwelingen and Putter (2011). The function calls survival::concordancefit(), except 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 concordancefit() if you fit the full (unpenalized) model.

References

van Houwelingen H, Putter H (2011). Dynamic Prediction in Clinical Survival Analysis. CRC Press.

Author

Patrick Breheny, Brandon Butcher, and Lawrence Hunsicker

Examples

data(Lung)
X <- Lung$X
y <- Lung$y

cvfit <- cv.ncvsurv(X, y, returnY=TRUE)
head(AUC(cvfit))
#> [1] 0.5528169 0.6138687 0.6512949 0.6715129 0.6845752 0.6894593
lam <- cvfit$lambda
plot(lam, AUC(cvfit), xlim=rev(range(lam)), lwd=3, type='l',
     las=1, xlab=expression(lambda), ylab='AUC')