R Under development (unstable) (2018-05-10 r74706) -- "Unsuffered Consequences"
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> options(na.action=na.exclude) # preserve missings
> options(contrasts=c('contr.treatment', 'contr.poly')) #ensure constrast type
> library(survival)
> 
> #
> # Test on the ovarian data
> 
> fit1 <- coxph(Surv(futime, fustat) ~ rx + age, ovarian)
> fit2 <- coxph(Surv(futime, fustat) ~ rx + pspline(age, df=2), 
+ 		data=ovarian)
> fit2$iter
[1] 2 8
> 
> fit2$df
[1] 0.9426611 1.9293051
> 
> fit2$history
$`pspline(age, df = 2)`
$`pspline(age, df = 2)`$theta
[1] 0.4468868

$`pspline(age, df = 2)`$done
[1] TRUE

$`pspline(age, df = 2)`$history
        thetas      dfs
[1,] 1.0000000 1.000000
[2,] 0.0000000 5.000000
[3,] 0.6000000 1.734267
[4,] 0.4845205 1.929305

$`pspline(age, df = 2)`$half
[1] 0


> 
> fit4 <- coxph(Surv(futime, fustat) ~ rx + pspline(age, df=4), 
+ 		data=ovarian)
> fit4
Call:
coxph(formula = Surv(futime, fustat) ~ rx + pspline(age, df = 4), 
    data = ovarian)

                            coef se(coef)    se2  Chisq   DF      p
rx                        -0.373    0.761  0.749  0.241 1.00 0.6238
pspline(age, df = 4), lin  0.139    0.044  0.044  9.978 1.00 0.0016
pspline(age, df = 4), non                         2.592 2.93 0.4457

Iterations: 3 outer, 14 Newton-Raphson
     Theta= 0.242 
Degrees of freedom for terms= 1.0 3.9 
Likelihood ratio test=19.4  on 4.9 df, p=0.001
n= 26, number of events= 12 
> 
> 
> 
> proc.time()
   user  system elapsed 
  0.808   0.040   0.847