surv_brierscore {survcompare}

Calculates time-dependent Brier Score

Description

Calculates time-dependent Brier Scores for a vector of times. Calculations are similar to that in: https://scikit-survival.readthedocs.io/en/stable/api/generated/sksurv.metrics.brier_score.html#sksurv.metrics.brier_score https://github.com/sebp/scikit-survival/blob/v0.19.0.post1/sksurv/metrics.py#L524-L644 The function uses IPCW (inverse probability of censoring weights), computed using the Kaplan-Meier survival function, where events are censored events from train data

Usage

surv_brierscore(
  y_predicted_newdata,
  df_brier_train,
  df_newdata,
  time_points,
  weighted = TRUE
)

Arguments

y_predicted_newdata

computed event probabilities

df_brier_train

train data

df_newdata

test data for which brier score is computed

time_points

times at which BS calculated

weighted

TRUE/FALSE for IPWC to use or not

Value

vector of time-dependent Brier Scores for all time_points