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Corrections on Brier score for survival predictions (#111)
* closes #83 * render * typo * render
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_freeze/learn/statistics/survival-metrics-details/index/execute-results/html.json

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_freeze/learn/statistics/survival-metrics/index/execute-results/html.json

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learn/statistics/survival-metrics-details/figs/RKM-1.svg

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learn/statistics/survival-metrics-details/figs/plot-graf-categories-1.svg

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learn/statistics/survival-metrics-details/figs/usable-data-1.svg

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learn/statistics/survival-metrics-details/index.html.md

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@@ -166,7 +166,7 @@ The weights used in the calculation of the dynamic performance metrics are the i
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First, when do we evaluate the probability of censoring? There are different approaches used in the literature, and we follow what Graf _et al_ suggest (as it seems most appropriate):
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- If the evaluation time is less than the observed time (like in category 2), the evaluation time is used to predict the probability of censoring.
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- If the evaluation is greater than or equal to the event time (like in category 1), the event time is used to predict the probability of censoring.
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- If the evaluation time is greater than or equal to the event time (like in category 1), the event time is used to predict the probability of censoring.
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- If the evaluation time is greater than or equal to the observed censoring time, the observation falls into category 3 and is not used, i.e., also no weight is needed.
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We call this time at which to predict the probability of censoring the _weight time_. Here's an example using the first data point in the validation set:
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```
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#> ─ Session info ─────────────────────────────────────────────────────
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#> version R version 4.4.2 (2024-10-31)
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#> version R version 4.5.0 (2025-04-11)
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#> language (EN)
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#> date 2025-03-24
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#> pandoc 3.6.1
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#> quarto 1.6.42
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#> date 2025-05-27
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#> pandoc NA (via rmarkdown)
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#> quarto 1.7.31
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#>
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#> ─ Packages ─────────────────────────────────────────────────────────
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#> package version date (UTC) source
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#> broom 1.0.7 2024-09-26 CRAN (R 4.4.1)
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#> censored 0.3.3 2025-02-14 CRAN (R 4.4.1)
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#> dials 1.4.0 2025-02-13 CRAN (R 4.4.2)
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#> dplyr 1.1.4 2023-11-17 CRAN (R 4.4.0)
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#> ggplot2 3.5.1 2024-04-23 CRAN (R 4.4.0)
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#> infer 1.0.7 2024-03-25 CRAN (R 4.4.0)
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#> parsnip 1.3.1 2025-03-12 CRAN (R 4.4.1)
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#> prodlim 2024.06.25 2024-06-24 CRAN (R 4.4.0)
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#> purrr 1.0.4 2025-02-05 CRAN (R 4.4.1)
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#> recipes 1.2.0 2025-03-17 CRAN (R 4.4.1)
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#> rlang 1.1.5 2025-01-17 CRAN (R 4.4.2)
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#> rsample 1.2.1 2024-03-25 CRAN (R 4.4.0)
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#> tibble 3.2.1 2023-03-20 CRAN (R 4.4.0)
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#> tidymodels 1.3.0 2025-02-21 CRAN (R 4.4.1)
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#> tune 1.3.0 2025-02-21 CRAN (R 4.4.1)
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#> workflows 1.2.0 2025-02-19 CRAN (R 4.4.1)
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#> yardstick 1.3.2 2025-01-22 CRAN (R 4.4.1)
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#> broom 1.0.8 2025-03-28 CRAN (R 4.5.0)
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#> censored 0.3.3 2025-02-14 CRAN (R 4.5.0)
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#> dials 1.4.0 2025-02-13 CRAN (R 4.5.0)
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#> dplyr 1.1.4 2023-11-17 CRAN (R 4.5.0)
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#> ggplot2 3.5.2 2025-04-09 CRAN (R 4.5.0)
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#> infer 1.0.8 2025-04-14 CRAN (R 4.5.0)
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#> parsnip 1.3.1 2025-03-12 CRAN (R 4.5.0)
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#> prodlim 2025.04.28 2025-04-28 CRAN (R 4.5.0)
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#> purrr 1.0.4 2025-02-05 CRAN (R 4.5.0)
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#> recipes 1.3.1 2025-05-21 CRAN (R 4.5.0)
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#> rlang 1.1.6 2025-04-11 CRAN (R 4.5.0)
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#> rsample 1.3.0 2025-04-02 CRAN (R 4.5.0)
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#> tibble 3.2.1 2023-03-20 CRAN (R 4.5.0)
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#> tidymodels 1.3.0 2025-02-21 CRAN (R 4.5.0)
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#> tune 1.3.0 2025-02-21 CRAN (R 4.5.0)
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#> workflows 1.2.0 2025-02-19 CRAN (R 4.5.0)
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#> yardstick 1.3.2 2025-01-22 CRAN (R 4.5.0)
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#>
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#> ────────────────────────────────────────────────────────────────────
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```
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:::
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learn/statistics/survival-metrics-details/index.qmd

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Original file line numberDiff line numberDiff line change
@@ -217,7 +217,7 @@ The weights used in the calculation of the dynamic performance metrics are the i
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First, when do we evaluate the probability of censoring? There are different approaches used in the literature, and we follow what Graf _et al_ suggest (as it seems most appropriate):
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- If the evaluation time is less than the observed time (like in category 2), the evaluation time is used to predict the probability of censoring.
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- If the evaluation is greater than or equal to the event time (like in category 1), the event time is used to predict the probability of censoring.
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- If the evaluation time is greater than or equal to the event time (like in category 1), the event time is used to predict the probability of censoring.
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- If the evaluation time is greater than or equal to the observed censoring time, the observation falls into category 3 and is not used, i.e., also no weight is needed.
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We call this time at which to predict the probability of censoring the _weight time_. Here's an example using the first data point in the validation set:
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