timeROC: Compute Time-Dependent ROC Curves and AUC

In CalibrationCurves: Calibration Performance

Compute Time-Dependent ROC Curves and AUC

Description

Computes time-dependent AUC for survival models using inverse probability of censoring weighting (IPCW).

Usage

timeROC(
  T,
  delta,
  marker,
  other_markers = NULL,
  cause,
  weighting = "marginal",
  times,
  ROC = TRUE,
  iid = FALSE
)

Arguments

T	Vector of observed failure times.
delta	Vector of status indicators: 0 for censoring, 1 for the event of interest, 2 or higher for competing events.
marker	Vector of marker values.
other_markers	Optional matrix of additional markers associated with the censoring mechanism. Default is NULL.
cause	The value of delta that indicates the main event of interest.
weighting	Weighting technique for IPCW. One of "marginal" (Kaplan-Meier, default), "cox" (Cox proportional hazards model), or "aalen" (additive Aalen model).
times	Vector of time points at which to compute the time-dependent AUC.
ROC	Logical; if TRUE (default), the true positive fraction (sensitivity) and false positive fraction (1-specificity) are saved for each time in times.
iid	Logical; if TRUE, computes the IID representation of the AUC estimator. Default is FALSE.

Details

This function is a verbatim copy from the timeROC package (v0.4) by Paul Blanche and Mickaël Foucher, which was archived on CRAN in 2024 (https://cran.r-project.org/package=timeROC). It is included here without modification to ensure continued functionality of the CalibrationCurves package after the dependency was removed.

Value

An object of class "ipcwcompetingrisksROC" (with competing risks) or "ipcwsurvivalROC" (without competing risks), containing:

• AUC: vector of AUC values for each time point.

• TP, FP: (if ROC = TRUE) matrices of true and false positive fractions.

• times: the (ordered) input time points.

• n: number of observations.

• Stats: matrix with case/control/censoring counts per time point.

• weights: IPCW weight object.

• computation_time: elapsed computation time.

CalibrationCurves documentation built on March 27, 2026, 9:06 a.m.