R: Calculates AUC for cv.grpsurv objects

AUC.cv.grpsurv {grpreg} | R Documentation

## 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, ...)

### 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 outlined in the reference below. This calls the `survConcordance` function in the `survival` package, except the 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 `survConcordance` if you fit the full (unpenalized) model.

### Author(s)

Patrick Breheny

### References

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

### See Also

`cv.grpsurv`, `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)

[Package grpreg version 3.4.0 Index]