AUC.cv.grpsurv: Calculates AUC for cv.grpsurv objects

In pbreheny/grpreg: Regularization Paths for Regression Models with Grouped Covariates

Calculates AUC for cv.grpsurv objects

Description

Calculates the cross-validated AUC (concordance) from a "cv.grpsurv" object.

Usage

## S3 method for class 'cv.grpsurv'
AUC(obj, ...)

AUC(obj, ...)

Arguments

obj	A cv.grpsurv object. You must run cv.grpsurv() with the option returnY=TRUE in order for AUC to work.
...	For S3 method compatibility.

Details

The area under the curve (AUC), or equivalently, the concordance statistic (C), is calculated according to the procedure described in van Houwelingen and Putter (2011). The function calls survival::concordancefit(), except cross-validated linear predictors are used to guard against overfitting. Thus, the values returned by AUC.cv.grpsurv() will be lower than those you would obtain with concordancefit() if you fit the full (unpenalized) model.

References

van Houwelingen H, Putter H (2011). Dynamic Prediction in Clinical Survival Analysis. CRC Press.

See Also

cv.grpsurv(), survival::survConcordance()

Examples

data(Lung)
X <- Lung$X
y <- Lung$y
group <- Lung$group

cvfit <- cv.grpsurv(X, y, group, returnY=TRUE)
head(AUC(cvfit))
ll <- log(cvfit$fit$lambda)
plot(ll, AUC(cvfit), xlim=rev(range(ll)), lwd=3, type='l',
     xlab=expression(log(lambda)), ylab='AUC', las=1)

pbreheny/grpreg documentation built on April 3, 2024, 3:53 p.m.