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Both functions are great for comparing, for example, survival models. The first especially for computing Harrell's C-index, the second for NRI and IDI.

However, it looks like rcorr.cens takes survival probabilities and improveProb takes event probabilites, that is, 1 - survival probabilities, as arguments. Could somebody confirm this? It just feels weird, and I haven't been able to find information on it in the documentation.

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rcorr.cens can take either survival probabilities or event probabilities (better known as risks). The resulting c index will = (1 - c index), when the survival/risks are used.

I do not know about improveProb.

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