wbw: Function to select the bandwidth parameter needed for...

In elghouch/cenROC: Estimation of the Time-Dependent ROC Curve and AUC for Censored Survival Data

Description

This function computes the data-driven bandwidth value for smoothing the ROC curve. It contains three methods: the normal refrence, the plug-in and the cross-validation methods.

Usage

wbw(X, wt, bw = "NR", ktype = "normal")

Arguments

X	The numeric data vector.
wt	The non-negative weight vector.
bw	A character string specifying the bandwidth selection method. The possible options are "NR" for the normal reference, the plug-in "PI" and cross-validation "CV".
ktype	A character string indicating the type of kernel function: "normal", "epanechnikov", "biweight", or "triweight". Default is "normal" kernel.

Value

Returns the estimated value for the bandwith parameter.

Author(s)

Kassu Mehari Beyene, Catholic University of Louvain. <[e-mail]>

Anouar El Ghouch, Catholic University of Louvain. <[e-mail]>

References

Beyene, K. M. and El Ghouch A. (2019). Smoothed time-dependent ROC curves for right-censored survival data. <https://dial.uclouvain.be/pr/boreal/object/boreal:219643>.

elghouch/cenROC documentation built on April 2, 2020, 5:03 a.m.