[R] Calibration score for survival probability

[Eleni Rapsomaniki]

Good afternoon!

I need to evaluate the goodness-of-fit (aka calibration) for survival probability estimates from a Cox model. 
I tried to use 'calibrate' in the Design package but I'm not sure if it should/would produce what I need (ie a chi-sq type statistic with a table of expected vs observed probabilities). Any other functions I should be aware of?

Also, has anybody come across an implementation of the statistic described in:
"A global goodness of fit statistic for Cox regression models" by Parzen & Lpisitz, Biometrics 55, 1999 

Many thanks in advance

Eleni Rapsomaniki

Research Associate
Strangeways Research Laboratory
Department of Public Health and Primary Care

University of Cambridge