R version 4.4.0 beta (2024-04-15 r86425 ucrt) -- "Puppy Cup" Copyright (C) 2024 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > # Tests of the Brier score. > # Start with the example in the vignette > library(survival) > > rott2 <- rotterdam > ignore <- with(rott2, recur ==0 & death==1 & rtime < dtime) > rott2$rfs <- with(rott2, ifelse(recur==1 | ignore, recur, death)) > rott2$rfstime <- with(rott2, ifelse(recur==1 | ignore, rtime, dtime))/365.25 > > rsurv <- survfit(Surv(rfstime, rfs) ~1, rott2) #KM > rfit <- coxph(Surv(rfstime, rfs) ~ pspline(age) + meno + size + pmin(nodes,12), + rott2) > > tau <- c(2,4,6, 8) # four tau values > bfit <- brier(rfit, times=tau) > > # Now by hand > wtmat <- rttright(Surv(rfstime, rfs) ~ 1, rott2, times=tau) > psurv <- survfit(rfit, newdata= rott2) # one curve per subject > yhat <- 1- summary(psurv, times=tau)$surv > ybar <- 1- summary(rsurv, times=tau)$surv > > y <- with(rott2, cbind(rfstime <=tau[1] & rfs==1, + rfstime <=tau[2] & rfs==1, + rfstime <=tau[3] & rfs==1, + rfstime <=tau[4] & rfs==1)) * 1L > ss1 <- colSums(wtmat * (y - t(yhat))^2) > ss2 <- colSums(wtmat * (y - rep(ybar, each=nrow(y)))^2) > > all.equal(unname(1- ss1/ss2), bfit$rsquare) [1] TRUE > all.equal(unname(ss1), bfit$brier) [1] TRUE > > proc.time() user system elapsed 10.46 3.15 13.62