vim_cindex: Estimate concordance index VIM

In cwolock/survML: Tools for Flexible Survival Analysis Using Machine Learning

Estimate concordance index VIM

Description

Estimate concordance index VIM

Usage

vim_cindex(
  time,
  event,
  approx_times,
  restriction_time,
  f_hat,
  fs_hat,
  S_hat,
  G_hat,
  cf_folds,
  sample_split,
  ss_folds,
  scale_est = FALSE,
  alpha = 0.05
)

Arguments

time	n x 1 numeric vector of observed follow-up times If there is censoring, these are the minimum of the event and censoring times.
event	n x 1 numeric vector of status indicators of whether an event was observed. Defaults to a vector of 1s, i.e. no censoring.
approx_times	Numeric vector of length J1 giving times at which to approximate integrals.
restriction_time	Restriction time (upper bound for event times to be compared in computing the C-index)
f_hat	Full oracle predictions (n x J1 matrix)
fs_hat	Residual oracle predictions (n x J1 matrix)
S_hat	Estimates of conditional event time survival function (n x J2 matrix)
G_hat	Estimate of conditional censoring time survival function (n x J2 matrix)
cf_folds	Numeric vector of length n giving cross-fitting folds
sample_split	Logical indicating whether or not to sample split
ss_folds	Numeric vector of length n giving sample-splitting folds
scale_est	Logical, whether or not to force the VIM estimate to be nonnegative
alpha	The level at which to compute confidence intervals and hypothesis tests. Defaults to 0.05

Value

A data frame giving results, with the following columns:

restriction_time	Restriction time (upper bound for event times to be compared in computing the C-index).
est	VIM point estimate.
var_est	Estimated variance of the VIM estimate.
cil	Lower bound of the VIM confidence interval.
ciu	Upper bound of the VIM confidence interval.
cil_1sided	Lower bound of a one-sided confidence interval.
p	p-value corresponding to a hypothesis test of null importance.
large_predictiveness	Estimated predictiveness of the large oracle prediction function.
small_predictiveness	Estimated predictiveness of the small oracle prediction function.
vim	VIM type.
large_feature_vector	Group of features available for the large oracle prediction function.
small_feature_vector	Group of features available for the small oracle prediction function.

See Also

vim for example usage

cwolock/survML documentation built on April 17, 2025, 5:17 p.m.