Description Usage Arguments Details Author(s) Examples
View source: R/get_external_validation.R
This function allows you to generate an Uno's C-index of external validation of a Cox PH model.
1 | get.external.valid(TR.data, TE.data, Surv.rsp, Surv.rsp.new, times, formula)
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TR.data |
the name of a data frame containing all needed variables, used as training dataset. Need to make sure TR.data and TE.data are in exactly the same structure, i.e. the same variables. |
TE.data |
the name of a data frame containing all needed variables, used as testing dataset. |
Surv.rsp |
a Surv object for TR.data. For example, Surv(TR$time_to_death, TR$censor) |
Surv.rsp.new |
a Surv object for TE.data. For example, Surv(TE$time_to_death, TE$censor) |
times |
a vector of scalars to specify the timepoints you are interested in for validation. |
formula |
a formula used to specify a Cox PH model, see cph function. |
Returns C.index, the Uno's C-statistic (given by the integral of AUC on [0, max(times)] weighted by the estimated probability density of the time-to-event outcome). see output iauc from survAUC::AUC.uno.
Xi "Ada" Wang
Ph.D. Student of Biostatistics
Penn State College of Medicine
xzw149@psu.edu
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 | n <- 500
set.seed(2019)
var1 <- 30 + 5*rnorm(n)
var2 <- factor(sample(c("White","Black"),n,rep=TRUE,prob=c(.3,.7)))
hazard <- .1*exp(.2*(var1-30)+.5*(var2=="Black"))
time_to_event <- -log(runif(n))/hazard
cens <- 15*runif(n)
censor <- ifelse(time_to_event <= cens,1,0)
All <- data.frame(time_to_event = time_to_event,censor=censor, var1 = var1, var2= var2)
TR <- All[1:300,]
TE <- All[301:500,]
get.external.valid(TR,TE,Surv.rsp=Surv(TR$time_to_event, TR$censor),
Surv.rsp.new=Surv(TE$time_to_event, TE$censor),
times=20,formula=Surv(time_to_event,censor) ~ var1 + var2)
get.external.valid(TR,TE,Surv.rsp=Surv(TR$time_to_event, TR$censor),
Surv.rsp.new=Surv(TE$time_to_event, TE$censor),
times=seq(1,max(TE$time_to_event),1) ,
formula=Surv(time_to_event,censor) ~ var1 + var2)
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