Entering edit mode
4.2 years ago
Palgrave
▴
140
I have performed a cross validation using the errorest function, but am not sure how to interpret the output Brier score. Is there a way to visualise the cross validation? Any other suggestions how to perform an visualise the CV.
library(ipred)
df.t <- structure(list(time = c(1796, 1644.04166666667,
606.041666666667, 1327.04166666667, 665, 2461, 1824, 1554.04166666667,
601.958333333333, 1638.95833333333), status = c(0L,
0L, 1L, 0L, 1L, 0L, 0L, 0L, 1L, 1L), Comb2 = c("Low", "Low",
"High", "Low", "High", "Low", "Low", "High", "High", "Low")), row.names = c("1025",
"1101", "1198", "1330", "1393", "1428", "1473", "1676", "175",
"1754"), class = "data.frame")
err <- errorest(Surv(time, status) ~Comb2, data=df.t, model=survfit,
predict=NULL, est.para=control.errorest(k=5))
out:
Call:
errorest.data.frame(formula = Surv(time, status) ~ Comb2, data = df.t.top,
model = survfit, predict = NULL, est.para = control.errorest(k = 5))
5-fold cross-validation estimator of Brier's score
Brier's score: 0.2622