55 lines
1.9 KiB
Plaintext
55 lines
1.9 KiB
Plaintext
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R Under development (unstable) (2024-04-17 r86441) -- "Unsuffered Consequences"
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Copyright (C) 2024 The R Foundation for Statistical Computing
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Platform: aarch64-unknown-linux-gnu
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R is free software and comes with ABSOLUTELY NO WARRANTY.
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You are welcome to redistribute it under certain conditions.
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Type 'license()' or 'licence()' for distribution details.
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R is a collaborative project with many contributors.
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Type 'contributors()' for more information and
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'citation()' on how to cite R or R packages in publications.
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Type 'demo()' for some demos, 'help()' for on-line help, or
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'help.start()' for an HTML browser interface to help.
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Type 'q()' to quit R.
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> # Tests of the Brier score.
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> # Start with the example in the vignette
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> library(survival)
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>
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> rott2 <- rotterdam
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> ignore <- with(rott2, recur ==0 & death==1 & rtime < dtime)
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> rott2$rfs <- with(rott2, ifelse(recur==1 | ignore, recur, death))
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> rott2$rfstime <- with(rott2, ifelse(recur==1 | ignore, rtime, dtime))/365.25
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>
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> rsurv <- survfit(Surv(rfstime, rfs) ~1, rott2) #KM
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> rfit <- coxph(Surv(rfstime, rfs) ~ pspline(age) + meno + size + pmin(nodes,12),
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+ rott2)
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>
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> tau <- c(2,4,6, 8) # four tau values
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> bfit <- brier(rfit, times=tau)
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>
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> # Now by hand
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> wtmat <- rttright(Surv(rfstime, rfs) ~ 1, rott2, times=tau)
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> psurv <- survfit(rfit, newdata= rott2) # one curve per subject
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> yhat <- 1- summary(psurv, times=tau)$surv
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> ybar <- 1- summary(rsurv, times=tau)$surv
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>
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> y <- with(rott2, cbind(rfstime <=tau[1] & rfs==1,
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+ rfstime <=tau[2] & rfs==1,
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+ rfstime <=tau[3] & rfs==1,
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+ rfstime <=tau[4] & rfs==1)) * 1L
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> ss1 <- colSums(wtmat * (y - t(yhat))^2)
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> ss2 <- colSums(wtmat * (y - rep(ybar, each=nrow(y)))^2)
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>
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> all.equal(unname(1- ss1/ss2), bfit$rsquared)
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[1] TRUE
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> all.equal(unname(ss1), bfit$brier)
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[1] TRUE
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>
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> proc.time()
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user system elapsed
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4.331 0.216 4.544
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