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
Thanks!
John
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