Concordance: Concordance statistic

In fake: Flexible Data Simulation Using the Multivariate Normal Distribution

Concordance statistic

Description

Computes the concordance statistic given observed binary outcomes and predicted probabilities of event. In logistic regression, the concordance statistic is equal to the area under the Receiver Operating Characteristic (ROC) curve and estimates the probability that an individual who experienced the event (Y_i=1) had a higher probability of event than an individual who did not experience the event (Y_i=0).

Usage

Concordance(observed, predicted)

Arguments

observed	vector of binary outcomes.
predicted	vector of predicted probabilities.

Value

The concordance statistic.

See Also

Other goodness of fit functions: ROC()

Examples

# Data simulation
set.seed(1)
proba <- runif(n = 200)
ydata <- rbinom(n = length(proba), size = 1, prob = proba)

# Observed concordance in simulated data
Concordance(observed = ydata, predicted = proba)

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