Brier score for survival prediction

E[(I(T > t) - S(t|X))^2] with inverse-probability-of-censoring weights. A thin alias for Brier; the estimator already exists and is not duplicated here.

Usage

Survbri(time, event, predicted_survival, eval_time)

Arguments

time: Observed event or censoring times.
event: Event indicator, 1 = event, 0 = censored.
predicted_survival: Predicted survival at eval_time.
eval_time: Evaluation time.

Value

List with estimate, brier_score, scaled_brier, integrated_brier, eval_time, method.

References

Graf, E., Schmoor, C., Sauerbrei, W. and Schumacher, M. (1999). Statistics in Medicine 18(17-18):2529-2545. Gerds, T. A. and Schumacher, M. (2006). Biometrical Journal 48(6):1029-1040. doi:10.1002/bimj.200610301

Examples

Survbri(c(1, 2, 3, 4), c(1, 1, 0, 1), c(0.9, 0.7, 0.5, 0.3), 2.5)
#> $estimate
#> [1] 0.51
#> 
#> $brier_score
#> [1] 0.51
#> 
#> $scaled_brier
#> [1] -1.04
#> 
#> $integrated_brier
#> [1] 0.51
#> 
#> $eval_time
#> [1] 2.5
#> 
#> $method
#> [1] "IPCW Brier score [Graf et al. 1999; Gerds & Schumacher 2006]"
#>