[R] NRI or IDI for survival data - Hmisc package

[David Winsemius]

On Nov 27, 2012, at 6:22 PM, array chip wrote:

> Hi, I am trying to calculate net reclassification improvement (NRI)  
> and Inegrated Discrimination Improvement (IDI) for a survival  
> dataset to compare 2 risk models. It seems that the improveProb() in  
> Hmisc package does this only for binary outcome, while rcorrp.cens()  
> does take survival object, but doesn't output NRI or IDI. Can anyone  
> suggest any other packages that can calculate NRI and IDI for  
> survival data?
>
> The reference for NRI extending to survival data is:
> Pencina MJ, D'Agostino RB, Steyerberg EW (2011): Extensions of net
> reclassification improvement calculations to measure usefulness of new
> biomarkers. Stat in Med 30:11-21

I think that question has been answered before. Did you search the  
Archives?

-- 
David Winsemius, MD
Alameda, CA, USA