phcpe {CPE}R Documentation

Gonen & Heller Concordance Probability Estimate for the Cox Proportional Harzards model

Description

A function to calculate Gonen & Heller concordance probability estimate for the Cox proportional harzards model.

Usage

phcpe(coxfit, CPE.SE=TRUE)

Arguments

coxfit a coxph or cph object
CPE.SE a logical value indicating whether the standard error of the concordance probability estimate should be calculated

Value

CPE Concordance Probability Estimate
CPE.SE the Standard Error of the Concordance Probability Estimate

Author(s)

Qianxing Mo, Mithat Gonen and Glenn Heller; moq@mskcc.org

References

Mithat Gonen and Glenn Heller. (2005). Concordance probability and discriminatory power in proportional hazards regression. Biometrika, 92, 4, pp.965-970

Examples


### create a simple data set for testing
set.seed(199)
nn <- 1000
time <- rexp(nn)
status <- sample(0:1, nn, replace=TRUE)
covar <- matrix(rnorm(3*nn), ncol=3)
survd <- data.frame(time, status, covar)
names(survd) <- c("time","status","x1","x2","x3")

library(survival)
coxph.fit <- coxph(Surv(time,status)~x1+x2+x3,data=survd)

### Calculate CPE and CPE.SE
library(CPE)
phcpe(coxph.fit)

### Calculate CPE only (needs much less time).
phcpe(coxph.fit, CPE.SE=FALSE)

#*** For unknown reason, 'coxph.fit' may need to be removed before running cph()***
rm(coxph.fit)

library(Design)
cph.fit <- cph(Surv(time, status)~x1+x2+x3, data=survd,method="breslow")

### Calculate CPE and CPE.SE
phcpe(cph.fit)

### Calculate CPE only (needs much less time).
phcpe(cph.fit, CPE.SE=FALSE)


[Package CPE version 1.3 Index]