AUC for cv.ncvsurv objects

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

Usage

AUC(obj, ...)

# S3 method for class '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

Value

A numeric vector with an element for each value of lambda in the cv.ncvsurv object.

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.

See also

cv.ncvsurv(), survival::concordancefit()

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"
)