glmnet (version 4.1-8)

Cindex: compute C index for a Cox model

Description

Computes Harrel's C index for predictions from a "coxnet" object.

Usage

Cindex(pred, y, weights = rep(1, nrow(y)))

Arguments

pred

Predictions from a "coxnet" object

y

a survival response object - a matrix with two columns "time" and "status"; see documentation for "glmnet"

weights

optional observation weights

Author

Trevor Hastie

Details

Computes the concordance index, taking into account censoring.

References

Harrel Jr, F. E. and Lee, K. L. and Mark, D. B. (1996) Tutorial in biostatistics: multivariable prognostic models: issues in developing models, evaluating assumptions and adequacy, and measuring and reducing error, Statistics in Medicine, 15, pages 361--387.

See Also

cv.glmnet

Examples

set.seed(10101)
N = 1000
p = 30
nzc = p/3
x = matrix(rnorm(N * p), N, p)
beta = rnorm(nzc)
fx = x[, seq(nzc)] %*% beta/3
hx = exp(fx)
ty = rexp(N, hx)
tcens = rbinom(n = N, prob = 0.3, size = 1)  # censoring indicator
y = cbind(time = ty, status = 1 - tcens)  # y=Surv(ty,1-tcens) with library(survival)
fit = glmnet(x, y, family = "cox")
pred = predict(fit, newx = x)
apply(pred, 2, Cindex, y=y)
cv.glmnet(x, y, family = "cox", type.measure = "C")