wbw function

Function to select the bandwidth parameter needed for smoothing the time-dependent ROC curve.

This function computes the data-driven bandwidth value for smoothing the ROC curve. It contains three methods: the normal refrence, the plug-in and the cross-validation methods.

wbw(X, wt, bw = "NR", ktype = "normal")

Arguments

• X: The numeric data vector.
• wt: The non-negative weight vector.
• bw: A character string specifying the bandwidth selection method. The possible options are "NR" for the normal reference, the plug-in "PI" and cross-validation "CV".
• ktype: A character string indicating the type of kernel function: "normal", "epanechnikov", "biweight", or "triweight". Default is "normal" kernel.

Returns

Returns the estimated value for the bandwith parameter.

References

Beyene, K. M. and El Ghouch A. (2020). Smoothed time-dependent ROC curves for right-censored survival data. submitted.

Author(s)

Kassu Mehari Beyene, Catholic University of Louvain. <kasu.beyene@uclouvain.be>

Anouar El Ghouch, Catholic University of Louvain. <anouar.elghouch@uclouvain.be>