phcpe                  package:CPE                  R Documentation

_G_o_n_e_n & _H_e_l_l_e_r _C_o_n_c_o_r_d_a_n_c_e _P_r_o_b_a_b_i_l_i_t_y _E_s_t_i_m_a_t_e _f_o_r _t_h_e _C_o_x _P_r_o_p_o_r_t_i_o_n_a_l _H_a_r_z_a_r_d_s _m_o_d_e_l

_D_e_s_c_r_i_p_t_i_o_n:

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

_U_s_a_g_e:

     phcpe(coxfit, CPE.SE=TRUE)

_A_r_g_u_m_e_n_t_s:

  coxfit: a coxph or cph object

  CPE.SE: a logical value indicating whether the standard error of the
          concordance probability estimate should be calculated

_V_a_l_u_e:

     CPE: Concordance Probability Estimate

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

_A_u_t_h_o_r(_s):

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

_R_e_f_e_r_e_n_c_e_s:

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

_E_x_a_m_p_l_e_s:

     ### 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)

