[R] R: net reclassification index after Cox survival analysis

[David Winsemius]

On Nov 7, 2012, at 6:54 AM, petretta at unina.it wrote:

> Dear all,
> 
> I am interested to evaluate reclassification using net
> reclassification improvement and Integrated Discrimination Index IDI after
> survival analysis (Cox proportional hazards using stcox). I search a R
> package or a R code that specifically addresses the categorical NRI for
> time-to-event data in the presence of censored observation and, if
> possible, at different follow-up time points.
> I know that the ‘PredictABEL’ Package contains functions for NRI and IDI
> calculation but it is unclear for me if it allows censored observation.
> Package ‘survIDINRI’ calculates only continuous NRI and the function of
> Package ‘Hmisc’[#rcorrp.cens(x1, x2, y) ##] is only for no censored
> observations.

???. Doesn't its name , 'rcorrp.cens' suggest otherwise? Not to mention its description int the Hmisc Index: "Rank Correlation for Paired Predictors with a Possibly Censored Response, and Integrated Discrimination Index". rcoop.cens is a fairly recent addition to Hmisc and I am looking at Hmisc version 3.10-1. If you are looking at a version that is a couple of years old, you may be seeing something different. The argument list you list looks like the one for improveProb(), which does not appear to handle censoring. The rcorrp.cens argument list is: 

rcorrp.cens(x1, x2, S, outx=FALSE, method=1)

And the "S" object is a Surv-object.

 
> Many thanks.
> 
> Sincerely,
> 
> Mario Petretta
> Dpt. Internal Medicine, Cardiology and Heart Surgery
> Naples University Federico II - Italy
> 
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David Winsemius, MD
Alameda, CA, USA