# 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$rsquared) all.equal(unname(ss1), bfit$brier)