# Simulation for the ovarian data set # fit1 <- coxph(Surv(futime, fustat) ~ rx + ridge(age, ecog.ps, theta=1), ovarian) dfs <- eigen(solve(fit1$var, fit1$var2))$values temp <- matrix(rnorm(30000), ncol=3) temp2 <- apply((temp^2) %*% dfs, 1, sum) round(rbind(quantile(temp2, c(.8, .9, .95, .99)), qchisq( c(.8, .9, .95, .99), sum(fit1$df))), 3)