getsurvival {ROCit}

Survival Probability

Description

Function getsurvival calculates survival probability from an object of class "density" at specified value.

Usage

getsurvival(x, cutoff)

Arguments

x

An object of class "density".

cutoff

Value at which survival probability will be calculated.

Details

The survival function S, of a random variable X is defined by,

S(X=x) = 1 - F(X=x)

where F is the cumulative density function (CDF) of X.

Value

Survival probability.

Comment

getsurvival is used internally in other function(s) of ROCit.

Examples

data("Loan")
k <- density(Loan$Income)
# What portion have income over 100,000
getsurvival(k,100000)