landpred (version 2.0)

AUC.landmark: Estimates the area under the ROC curve (AUC).

Description

This function calculates the AUC given the data (truth) and corresponding estimated probabilities; uses a continuity correction.

Usage

AUC.landmark(t0, tau, data, weight=NULL)

Value

AUC.est

Estimated AUC

Arguments

t0

The landmark time.

tau

The prediction window.

data

A data matrix where the first column is XL = min(TL, C) where TL is the time of the long term event, C is the censoring time; the second column is DL =1*(TL<C); the third column is the estimated probability P(TL<t0+tau | TL>t0).

weight

an optional weight to be incorporated in all estimation.

References

Parast, Layla, Su-Chun Cheng, and Tianxi Cai. Incorporating short-term outcome information to predict long-term survival with discrete markers. Biometrical Journal 53.2 (2011): 294-307.

Examples

data(data_example_landpred)
t0=2
tau = 8

out = Prob.Null(t0=t0,tau=tau,data=data_example_landpred)

#get data with predictions
data_pred = out$data

#calculate training AUC
AUC.landmark(t0=t0,tau=tau, data = data_pred[,c("XL","DL","prob_est")])