ncvreg (version 3.8-0)

AUC.cv.ncvsurv: Calculates AUC for cv.ncvsurv objects

Description

Calculates the cross-validated AUC (concordance) from a "cv.ncvsurv" object.

Usage

"AUC"(obj, ...)

Arguments

obj

A cv.ncvsurv object. You must run cv.ncvsurv with the option returnY=TRUE in order for AUC to work.

...

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.ncvsurv will be lower than those you would obtain with survConcordance if you fit the full (unpenalized) model.

References

van Houwelingen H, Putter H (2011). Dynamic Prediction in Clinical Survival Analysis. CRC Press.

See Also

cv.ncvsurv, survConcordance

Examples

data(Lung)
X <- Lung$X
y <- Lung$y

cvfit <- cv.ncvsurv(X, y, 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')