AUC.cv.ncvsurv {ncvreg} | R Documentation |
Calculates the cross-validated AUC (concordance) from a cv.ncvsurv
object.
## S3 method for class 'cv.ncvsurv'
AUC(obj, ...)
obj |
A |
... |
For S3 method compatibility; not used |
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.
Patrick Breheny, Brandon Butcher, and Lawrence Hunsicker
van Houwelingen H, Putter H (2011). Dynamic Prediction in Clinical Survival Analysis. CRC Press.
cv.ncvsurv()
, survival::concordancefit()
data(Lung)
X <- Lung$X
y <- Lung$y
cvfit <- cv.ncvsurv(X, y, returnY=TRUE)
head(AUC(cvfit))
lam <- cvfit$lambda
plot(lam, AUC(cvfit), xlim=rev(range(lam)), lwd=3, type='l',
las=1, xlab=expression(lambda), ylab='AUC')