R/cvalest.bin.R

In eisuke-inoue/APPEstimation: Adjusted Prediction Model Performance Estimation

#' C-statistics adjusted for predictor distributions
#' Estimation of C-statistics
#' Calculates C-statistics. Individual case  weight can be incorporated.
#' @export
#' @import stats
#' @param Y A numerical vector of inary outcome, either 0 or 1.
#' @param scr A numerical vector of continuous variable.
#' @param wgt A numerical vector corresponding to individuatl weight.
#' @return c-statistics
cvalest.bin <-
function (Y, scr, wgt=NULL) {

    if (is.null(wgt)) wgt = rep(1, length(Y))

    obj  = data.frame(Y, scr, wgt)
    obj1 = obj[obj$Y==1,]
    obj0 = obj[obj$Y==0,]

    cnt = 0
    for (i in 1:nrow(obj1)) {
        flg = obj1$scr[i] > obj0$scr
        cnt = cnt + obj1$wgt[i] * sum(obj0[flg,]$wgt)

        flg = obj1$scr[i] == obj0$scr
        cnt = cnt + obj1$wgt[i] * sum(obj0[flg,]$wgt) / 2
    }

    n   = nrow(obj)
    nrm = sum(obj1$wgt) * sum(obj0$wgt)
    return(cnt / nrm)
}