Description Usage Arguments Value Note Author(s) References See Also
Function to compute the minimum redundancy  maximum relevance (mRMR) ranking for a risk prediction or a binary classification task based on the concordance index. The mRMR feature selection has been adapted to use the concordance index to estimate the correlation between a variable and the output (binary or survival) data.
1 2 3 4 
x 
a vector of risk predictions. 
surv.time 
a vector of event times. 
surv.event 
a vector of event occurence indicators. 
cl 
a vector of binary class indicators. 
weights 
weight of each sample. 
comppairs 
threshold for compairable patients. 
strat 
stratification indicator. 
alpha 
apha level to compute confidence interval. 
outx 
set to 
method 
can take the value 
alternative 
a character string specifying the alternative hypothesis, must be one of 
maxparents 
maximum number of candidate variables to be added in the ranking solutions tree. 
maxnsol 
maximum number of ranking solutions to be considered. 
nboot 
number of bootstraps to compute standard error of a ranking solution. 
na.rm 

A mRMR ranking
The "direction" of the concordance index (< 0.5 or > 0.5) is the opposite than the rcorr.cens function in the Hmisc
package. So you can easily get the same results than rcorr.cens by changing the sign of x
.
Benjamin HaibeKains, Markus Schroeder
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.
Pencina, M. J. and D'Agostino, R. B. (2004) "Overall C as a measure of discrimination in survival analysis: model specific population value and confidence interval estimation", Statistics in Medicine, 23, pages 2109–2123, 2004.
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