R/auc.hqm.R

In HQM: Superefficient Estimation of Future Conditional Hazards Based on Marker Information

auc.hqm<-function(xin, est, landm, th, event_time_name = 'years', status_name = 'status2')
  #xin: data frame, e.g. pbc2
  #est - estimator, the output of 'get_h_x'
  #landm: landmark time, user defined
  #th: 1.5
  # event_time_name - name of event times in xin data frame
  # status_name - name of status variable in xin data frame
{
  xin.use<- xin[,event_time_name]-landm
  delta.use<-xin[,status_name]
  surv.hqm<-approx(est, xout=sort(xin.use, decreasing = TRUE))$y
  surv.hqm2<- surv.hqm[rank(xin.use)]
  surv.hqm2[is.na(surv.hqm2) ]<-0.1
  AUC.hqm <- timeROC(T = xin.use, delta = delta.use, marker =   1- surv.hqm2, cause = 1, iid = TRUE, times = th- 0.0001)$AUC[2]
  AUC.hqm
}