c
index and the corresponding
generalization of Somers' Dxy rank correlation for a censored response
variable. Also works for uncensored and binary responses,
although its use of all possible pairings
makes it slow for this purpose.
rcorr.cens(x, S, outx=FALSE)
Surv
object or a vector. If a vector, assumes that every
observation is uncensored.
TRUE
to not count pairs of observations tied on
x
as a
relevant pair. This results in a Goodman–Kruskal gamma type rank
correlation.
C Index, Dxy, S.D., n, missing, uncensored, Relevant Pairs, Concordant
,
Uncertain
Frank Harrell
Department of Biostatistics
Vanderbilt University
f.harrell@vanderbilt.edu
set.seed(1) x <- round(rnorm(200)) y <- rnorm(200) rcorr.cens(x, y, outx=TRUE) # can correlate non-censored variables if(.R.) library(survival) age <- rnorm(400, 50, 10) d.time <- rexp(400) cens <- runif(400,.5,2) death <- d.time <= cens d.time <- pmin(d.time, cens) rcorr.cens(age, Surv(d.time, death))