| ROC {gmvjoint} | R Documentation |
Receiver Operator Characteristics (ROC) for a joint model.
Description
Using longitudinal information available up to a time, establish diagnostic capabilities (ROC, AUC and Brier score) of a fitted joint model.
Usage
ROC(fit, data, Tstart, delta, control = list(), progress = TRUE, boot = FALSE)
Arguments
fit |
a joint model fit by the |
data |
the data to which the original |
Tstart |
The start of the time window of interest, |
delta |
scalar denoting the length of time interval to check for failure times. |
control |
list of control arguments to be passed to |
progress |
should a progress bar be shown, showing the current progress of the ROC
function (
to |
boot |
logical. Not currently used, legacy argument. |
Value
A list of class ROC.joint consisting of:
Tstartnumeric denoting the start of the time window of interest; all dynamic predictions generated used longitudinal information up-to time
T_{\mathrm{start}}.deltascalar which denotes length of interval to check, such that the window is defined by
[T_{\mathrm{start}}, T_{\mathrm{start}}, + \delta].candidate.ucandidate vector of failure times to calculate dynamic probability of surviving for each subject alive in
dataat timeT_{\mathrm{start}}.window.failuresnumeric denoting the number of observed failures in
[T_{\mathrm{start}}, T_{\mathrm{start}}, + \delta].Tstart.alivenumeric denoting the risk set at
Tstart.metricsa
data.framecontaining probabilisticthresholdswith:TPtrue positives;FNfalse negatives;FPfalse positives;TNtrue negatives;TPRtrue positive rate (sensitivity);FPRfalse positive rate (1-specificity);Accaccuracy;PPVpositive predictive value (precision);NPVnegative predictive value;F1sF1 score andJYouden's J statistic.- AUC
the area under the curve.
- BrierScore
The Brier score.
- PE
The predicted error (taking into account censoring), loss function: square.
- MH.acceptance
Raw acceptance percentages for each subject sampled.
- MH.acceptance.bar
mean acceptance of M-H scheme across all subjects.
- simulation.info
list containing information about call to
dynPred.
Author(s)
James Murray (j.murray7@ncl.ac.uk).
See Also
dynPred, and plot.ROC.joint.
Examples
data(PBC)
PBC$serBilir <- log(PBC$serBilir)
long.formulas <- list(serBilir ~ drug * time + (1 + time|id))
surv.formula <- Surv(survtime, status) ~ drug
family <- list('gaussian')
fit <- joint(long.formulas, surv.formula, PBC, family)
(roc <- ROC(fit, PBC, Tstart = 8, delta = 2, control = list(nsim = 25)))
plot(roc)