gg_brier: Brier score and CRPS for survival forests

In ggRandomForests: Visually Exploring Random Forests

Brier score and CRPS for survival forests

Description

Extract the time-resolved Brier score and continuous ranked probability score (CRPS) for a survival forest grown with randomForestSRC. The Brier score is computed at each time on object$time.interest, both overall and stratified by mortality-risk quartile. CRPS is the running trapezoidal integral of the Brier score, normalised by elapsed time, and is computed within each quartile and overall.

Usage

gg_brier(object, ...)

Arguments

object	A fitted rfsrc survival forest (object$family == "surv").
...	Currently unused; accepted for S3 dispatch compatibility.

Details

Wraps get.brier.survival and rebuilds the quartile decomposition + running CRPS from the returned brier.matx and mort components, mirroring the computation in the internal plot.survival function of randomForestSRC. The Brier score uses inverse-probability-of-censoring weighting; the censoring distribution is estimated either by Kaplan-Meier (cens.model = "km", the default) or by a separate censoring forest (cens.model = "rfsrc").

Value

A gg_brier data.frame with columns

time

event time grid (object$time.interest).

brier

overall Brier score at each time.

bs.q25, bs.q50, bs.q75, bs.q100

Brier score within each mortality-risk quartile (lowest to highest risk).

bs.lower, bs.upper

15th and 85th percentile of per-subject Brier contributions at each time. Used by plot.gg_brier(by_quartile = TRUE) to draw an envelope around the overall curve.

crps

running CRPS (overall) at each time, normalised by elapsed time.

crps.q25, crps.q50, crps.q75, crps.q100

running CRPS within each mortality-risk quartile.

crps.lower, crps.upper

running CRPS of the 15th / 85th per-subject Brier percentile, normalised by elapsed time.

The integrated CRPS (a single scalar matching get.brier.survival()$crps) is attached as attr(., "crps_integrated").

References

Graf E., Schmoor C., Sauerbrei W., Schumacher M. (1999). Assessment and comparison of prognostic classification schemes for survival data. Statistics in Medicine, 18(17-18):2529-2545.

Gerds T.A., Schumacher M. (2006). Consistent estimation of the expected Brier score in general survival models with right-censored event times. Biometrical Journal, 48(6):1029-1040.

See Also

plot.gg_brier, get.brier.survival, gg_error

Examples

## Not run: 
data(pbc, package = "randomForestSRC")
rfsrc_pbc <- randomForestSRC::rfsrc(
  Surv(days, status) ~ ., data = pbc, nsplit = 10
)
gg_dta <- gg_brier(rfsrc_pbc)
plot(gg_dta)
plot(gg_dta, type = "crps")
plot(gg_dta, envelope = TRUE)   # overall line + 15-85% envelope

# Multi-model comparison: stack gg_brier outputs and plot with ggplot2.
rf2 <- randomForestSRC::rfsrc(
  Surv(days, status) ~ ., data = pbc, nsplit = 10, mtry = 4
)
compare_dta <- dplyr::bind_rows(
  dplyr::mutate(gg_brier(rfsrc_pbc), model = "default"),
  dplyr::mutate(gg_brier(rf2),       model = "mtry=4")
)
ggplot2::ggplot(compare_dta,
  ggplot2::aes(x = time, y = brier, colour = model)) +
  ggplot2::geom_line()

## End(Not run)

ggRandomForests documentation built on May 12, 2026, 5:07 p.m.