AUC.cv.grpsurv {grpreg} | R Documentation |
Calculates AUC for cv.grpsurv objects
Description
Calculates the cross-validated AUC (concordance) from a "cv.grpsurv" object.
Usage
## S3 method for class 'cv.grpsurv'
AUC(obj, ...)
Arguments
obj |
A |
... |
For S3 method compatibility. |
Details
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.grpsurv
will be lower than those
you would obtain with survConcordance
if you fit the full
(unpenalized) model.
Author(s)
Patrick Breheny
References
van Houwelingen H, Putter H (2011). Dynamic Prediction in Clinical Survival Analysis. CRC Press.
See Also
Examples
data(Lung)
X <- Lung$X
y <- Lung$y
group <- Lung$group
cvfit <- cv.grpsurv(X, y, group, returnY=TRUE)
head(AUC(cvfit))
ll <- log(cvfit$fit$lambda)
plot(ll, AUC(cvfit), xlim=rev(range(ll)), lwd=3, type='l',
xlab=expression(log(lambda)), ylab='AUC', las=1)