Cindex

0th

Percentile

compute C index for a Cox model

Computes Harrel's C index for predictions from a "coxnet" object.

Keywords
models, Cross-validation, Cox
Usage
Cindex(pred, y, weights = rep(1, nrow(y)))
Arguments
pred

Predictions from a "coxnet" object

y

a survival response object - a matrix with two columns "time" and "status"; see documentation for "glmnet"

weights

optional observation weights

Details

Computes the concordance index, taking into account censoring.

References

Harrel Jr, F. E. and Lee, K. L. and Mark, D. B. (1996) Tutorial in biostatistics: multivariable prognostic models: issues in developing models, evaluating assumptions and adequacy, and measuring and reducing error, Statistics in Medicine, 15, pages 361--387.

See Also

cv.glmnet

Aliases
  • Cindex
Examples
# NOT RUN {
set.seed(10101)
N = 1000
p = 30
nzc = p/3
x = matrix(rnorm(N * p), N, p)
beta = rnorm(nzc)
fx = x[, seq(nzc)] %*% beta/3
hx = exp(fx)
ty = rexp(N, hx)
tcens = rbinom(n = N, prob = 0.3, size = 1)  # censoring indicator
y = cbind(time = ty, status = 1 - tcens)  # y=Surv(ty,1-tcens) with library(survival)
fit = glmnet(x, y, family = "cox")
pred = predict(fit, newx = x)
Cindex(pred, y)
cv.glmnet(x, y, family = "cox", type.measure = "C")

# }
Documentation reproduced from package glmnet, version 3.0-2, License: GPL-2

Community examples

Looks like there are no examples yet.