Dear Frank, Thanks for suggesting val.surv() function from rms package. It's exactly what I need. I tried the example on the help page and tweak towards to my situation, but got an error message. Could you suggestion what went wrong?
library(rms) set.seed(123) # so can reproduce results n <- 1000 age <- 50 + 12*rnorm(n) sex <- factor(sample(c('Male','Female'), n, rep=TRUE, prob=c(.6, .4))) cens <- 15*runif(n) h <- .02*exp(.04*(age-50)+.8*(sex=='Female')) t <- -log(runif(n))/h units(t) <- 'Year' label(t) <- 'Time to Event' ev <- ifelse(t <= cens, 1, 0) t <- pmin(t, cens) S <- Surv(t, ev) f <- cph(S ~ age + sex, x=TRUE, y=TRUE) val.surv(f, newdata=data.frame(age,sex), S=S, u=5) ## pretend the same training data as the independent dataset Error in val.surv(f, newdata = data.frame(age, sex), S = S, u = 5) : unused argument(s) (u = 5) Many thanks John ----- Original Message ----- From: Frank Harrell <f.harr...@vanderbilt.edu> To: r-help@r-project.org Cc: Sent: Tuesday, August 16, 2011 4:23 AM Subject: Re: [R] calibration curve for cph() David Winsemius wrote: > > A combination of Predict (your newdata), cut2, and the plotting function > of your choice ought to suffice. But thought that cross-validation was an > option. Not at console at the moment (just off airplane.) > > Sent from my iPhone > > On Aug 15, 2011, at 5:26 PM, array chip <arrayprof...@yahoo.com> > wrote: > >> is there a R function that produces calibration curve on an independetn >> data automatically, just like what calibrate() does on the training data >> itself? >> >> Thanks >> >> John >> >> From: Comcast <dwinsem...@comcast.net> >> To: array chip <arrayprof...@yahoo.com> >> Cc: "r-help@r-project.org" <r-help@r-project.org> >> Sent: Monday, August 15, 2011 2:04 PM >> Subject: Re: [R] calibration curve for cph() >> >> Build a prediction function using 'Function' that gets applied to set2. >> Calibrate and validate. >> >> -- >> David >> >> Sent from my iPhone >> >> On Aug 15, 2011, at 11:31 AM, array chip <arrayprof...@yahoo.com> >> wrote: >> >> > Hi, the calibrate.cph() function in rms package generate calibration >> curve for Cox model on the same dataset where the model was derived using >> bootstrapping or cross-validation. If I have the model built on dataset >> 1, and now I want to produce a calibration curve for this model on an >> independent dataset 2, how can I do that? >> > >> > Thanks >> > >> > John >> > >> > [[alternative HTML version deleted]] >> > >> > ______________________________________________ >> > R-help@r-project.org mailing list >> > https://stat.ethz.ch/mailman/listinfo/r-help >> > PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> > and provide commented, minimal, self-contained, reproducible code. >> >> > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/calibration-curve-for-cph-tp3745328p3746931.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.