ipcw.dcov: Calculates an inverse-probability-of-censoring weighted...

In edelmand21/dcortools: Providing fast and flexible functions for distance correlation analysis

Description

Calculates an inverse-probability-of-censoring weighted (IPCW) distance covariance based on IPCW U-statistics \insertCitedatta2010inversedcortools.

Usage

ipcw.dcov(
  Y,
  X,
  affine = FALSE,
  standardize = FALSE,
  timetrafo = "none",
  type.X = "sample",
  metr.X = "euclidean",
  use = "all",
  cutoff = NULL
)

Arguments

Y	A column with two rows, where the first row contains the survival times and the second row the status indicators (a survival object will work).
X	A vector or matrix containing the covariate information.
affine	logical; indicates if X should be transformed such that the result is invariant under affine transformations of X
standardize	logical; should X be standardized using the standard deviations of single observations?. No effect when affine = TRUE.
timetrafo	specifies a transformation applied on the follow-up times. Can be "none", "log" or a user-specified function.
type.X	For "distance", X is interpreted as a distance matrix. For "sample" (or any other value), X is intepreted as a sample
metr.X	etr.X specifies the metric which should be used for X to analyse the distance covariance. Options are "euclidean", "discrete", "alpha", "minkowski", "gauss", "gaussauto" and "boundsq". For "alpha", "minkowski", "gauss", "gaussauto" and "boundsq", the corresponding parameters are specified via "c(metric,parameter)" (see examples); the standard parameter is 2 for "minkowski" and "1" for all other metrics.
cutoff	If provided, all survival times larger than cutoff are set to the cutoff and all corresponding status indicators are set to one. Under most circumstances, choosing a cutoff is highly recommended.

Value

An inverse-probability of censoring weighted estimate for the distance covariance between X and the survival times.

References

\insertRef

bottcher2017detectingdcortools

\insertRef

datta2010inversedcortools

\insertRef

dueck2014affinelydcortools

\insertRef

huo2016fastdcortools

\insertRef

lyons2013distancedcortools

\insertRef

sejdinovic2013equivalencedcortools

\insertRef

szekely2007dcortools

\insertRef

szekely2009browniandcortools

Examples

X <- rnorm(100)
survtime <- rgamma(100,abs(X))
cens <- rexp(100)
status <- as.numeric(survtime<cens)
time <- sapply(1:100, function(u) min(survtime[u], cens[u]))
surv <- cbind(time,status)
ipcw.dcov(surv, X)

edelmand21/dcortools documentation built on Nov. 18, 2020, 12:28 p.m.