I'm trying to get the AUC and generate an ROC curve for a coxph model. I've tried reading about ROCR and pROC but I can't figure out the right package or script to use. I do not have a training and test set, only one dataset used to generate this model.
my coxPH model is as follows:
fit1 <- coxph(Surv(time_to_event, Censor) ~ pulm + immuno, data=txp)
Looking for help, and thank you!