Csurv function

Survival probability conditional to the observed data estimation for right censored data.

Csurv(Y, M, censor, t, h = NULL, kernel = "normal")

Arguments

• Y: The numeric vector of event-times or observed times.
• M: The numeric vector of marker values for which we want to compute the time-dependent ROC curves.
• censor: The censoring indicator, 1 if event, 0 otherwise.
• t: A scaler time point at which we want to compute the time-dependent ROC curve.
• h: A scaler for the bandwidth of Beran's weight calculaions. The default is using the method of Sheather and Jones (1991).
• kernel: A character string giving the type kernel to be used: "normal", "epanechnikov", , "tricube", "boxcar", "triangular", or "quartic". The defaults is "normal" kernel density.

Returns

Return a vectors:

positive P(T<t|Y,censor,M).

negative P(T>t|Y,censor,M).

References

Beyene, K. M. and El Ghouch A. (2019). Smoothed time-dependent ROC curves for right-censored survival data. https://dial.uclouvain.be/pr/boreal/object/boreal:219643.

Li, Liang, Bo Hu and Tom Greene (2018). A simple method to estimate the time-dependent receiver operating characteristic curve and the area under the curve with right censored data, Statistical Methods in Medical Research, 27(8): 2264-2278.

Pablo Martínez-Camblor and Gustavo F. Bayón and Sonia Pérez-Fernández (2016). Cumulative/dynamic roc curve estimation, Journal of Statistical Computation and Simulation, 86(17): 3582-3594.