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### Brier.binary.R ---
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## Author: Thomas Alexander Gerds
## Created: Jan 11 2022 (17:03)
## Version:
## Last-Updated: Nov 22 2023 (15:19)
## By: Thomas Alexander Gerds
## Update #: 5
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##
### Commentary:
##
### Change Log:
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##
### Code:
Brier.binary <- function(DT,
se.fit,
conservative=FALSE,
cens.model="none",
keep.vcov=FALSE,
keep.iid=FALSE,
multi.split.test,
alpha,
N,
NT,
NF,
dolist,
keep.residuals=FALSE,
...){
residuals=Brier=risk=model=ReSpOnSe=lower=upper=se=ID=IF.Brier=NULL
DT[,residuals:=(ReSpOnSe-risk)^2]
if (se.fit==1L){
data.table::setkey(DT,model,ID)
score <- DT[,data.table::data.table(Brier=sum(residuals)/N,se=sd(residuals)/sqrt(N)),by=list(model)]
score[,lower:=pmax(0,Brier-qnorm(1-alpha/2)*se)]
score[,upper:=pmin(1,Brier + qnorm(1-alpha/2)*se)]
## Influence function IPA
## Brier.null <- score[model==0][["Brier"]]
## Brier.model <- score[model!=0][["Brier"]]
## IC.ipa <- -(1/Brier.null)* DT[model!=0][["residuals"]] + DT[model==0][["residuals"]]*Brier.model/(Brier.null)^2
if (keep.vcov){
DT[,Brier:=sum(residuals)/N,by=list(model)]
DT[,IF.Brier:=residuals-Brier]
}
}else{
## no se.fit
score <- DT[,data.table(Brier=sum(residuals)/N),by=list(model)]
}
data.table::setkey(score,model)
if (length(dolist)>0){
## merge with Brier score
data.table::setkey(DT,model)
data.table::setkey(score,model)
DT <- DT[score]
if (se.fit[[1]]==TRUE || multi.split.test[[1]]==TRUE){
contrasts.Brier <- DT[,getComparisons(data.table(x=Brier,
IF=residuals,
model=model),
NF=NF,
N=N,
alpha=alpha,
dolist=dolist,
multi.split.test=multi.split.test,
se.fit=se.fit)]
}else{
contrasts.Brier <- DT[,getComparisons(data.table(x=Brier,model=model),
NF=NF,
N=N,
alpha=alpha,
dolist=dolist,
multi.split.test=FALSE,
se.fit=FALSE)]
}
setnames(contrasts.Brier,"delta","delta.Brier")
output <- list(score=score,contrasts=contrasts.Brier)
}else{
output <- list(score=score)
}
if (keep.vcov[[1]] == TRUE && se.fit[[1]]==TRUE){
output <- c(output,list(vcov=getVcov(DT,"IF.Brier")))
}
if (keep.iid[[1]] && se.fit[[1]] == TRUE) {
output <- c(output,
list(iid.decomp = DT[,data.table::data.table(ID,model,IF.Brier)]))
}
if (keep.residuals[[1]] == TRUE) {
output <- c(output,list(residuals=DT[,data.table::data.table(ID,ReSpOnSe,model,risk,residuals)]))
}
output
}
#----------------------------------------------------------------------
### Brier.binary.R ends here
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