dcortools (version 0.1.7)

ipcw.dcov: Calculates an inverse-probability-of-censoring weighted (IPCW) distance covariance based on IPCW U-statistics datta2010inversedcortools.

Description

Calculates an inverse-probability-of-censoring weighted (IPCW) distance covariance based on IPCW U-statistics datta2010inversedcortools.

Usage

ipcw.dcov(
  Y,
  X,
  affine = FALSE,
  standardize = FALSE,
  timetrafo = "none",
  type.X = "sample",
  metr.X = "euclidean",
  use = "all",
  cutoff = NULL
)

Value

An inverse-probability of censoring weighted estimate for the distance covariance between X and the survival times.

Arguments

Y

A column with two rows, where the first row contains the survival times and the second row the status indicators (a survival object will work).

X

A vector or matrix containing the covariate information.

affine

logical; indicates if X should be transformed such that the result is invariant under affine transformations of X

standardize

logical; should X be standardized using the standard deviations of single observations?. No effect when affine = TRUE.

timetrafo

specifies a transformation applied on the follow-up times. Can be "none", "log" or a user-specified function.

type.X

For "distance", X is interpreted as a distance matrix. For "sample" (or any other value), X is interpreted as a sample

metr.X

metr.X specifies the metric which should be used for X to analyze the distance covariance. Options are "euclidean", "discrete", "alpha", "minkowski", "gaussian", "gaussauto" and "boundsq". For "alpha", "minkowski", "gauss", "gaussauto" and "boundsq", the corresponding parameters are specified via "c(metric,parameter)" (see examples); the standard parameter is 2 for "minkowski" and "1" for all other metrics.

use

specifies how to treat missing values. "complete.obs" excludes observations containing NAs, "all" uses all observations.

cutoff

If provided, all survival times larger than cutoff are set to the cutoff and all corresponding status indicators are set to one. Under most circumstances, choosing a cutoff is highly recommended.

References

bottcher2017detectingdcortools

datta2010inversedcortools

dueck2014affinelydcortools

huo2016fastdcortools

lyons2013distancedcortools

sejdinovic2013equivalencedcortools

szekely2007dcortools

szekely2009browniandcortools

Examples

X <- rnorm(100)
survtime <- rgamma(100, abs(X))
cens <- rexp(100)
status <- as.numeric(survtime < cens)
time <- sapply(1:100, function(u) min(survtime[u], cens[u]))
surv <- cbind(time, status)
ipcw.dcov(surv, X)