mlr3proba (version 0.2.1)

mlr_measures_surv.calib_alpha: Van Houwelingen's Alpha Survival Measure

Description

This calibration method is defined by estimating $$\alpha = \sum \delta_i / \sum H_i(t_i)$$ where \(\delta\) is the observed censoring indicator from the test data, \(H_i\) is the predicted cumulative hazard, and \(t_i\) is the observed survival time.

The standard error is given by $$exp(1/\sqrt{\sum \delta_i})$$

The model is well calibrated if the estimated \(\alpha\) coefficient is equal to 1.

Dictionary

This Measure can be instantiated via the dictionary mlr_measures or with the associated sugar function msr():

MeasureSurvCalibrationAlpha$new()
mlr_measures$get("surv.calib_alpha")
msr("surv.calib_alpha")

Meta Information

• Type: "surv"

• Range: \((-\infty, \infty)\)

• Minimize: FALSE

• Required prediction: distr

Super classes

mlr3::Measure -> mlr3proba::MeasureSurv -> MeasureSurvCalibrationAlpha

Active bindings

se

(logical(1)) If TRUE returns the standard error of the measure.

Methods

Public methods

• MeasureSurvCalibrationAlpha$new()

• MeasureSurvCalibrationAlpha$clone()

• mlr3::Measure$aggregate()

• mlr3::Measure$format()

• mlr3::Measure$help()

• mlr3::Measure$score()

• mlr3proba::MeasureSurv$print()

Method new()

Creates a new instance of this R6 class.

Usage

MeasureSurvCalibrationAlpha$new(se = FALSE)

Arguments

se

(logical(1)) If TRUE returns the standard error of the measure.

Method clone()

The objects of this class are cloneable with this method.

Usage

MeasureSurvCalibrationAlpha$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

References

mlr3probavanhouwelingen_2000

See Also

Other survival measures: mlr_measures_surv.beggC, mlr_measures_surv.calib_beta, mlr_measures_surv.chambless_auc, mlr_measures_surv.cindex, mlr_measures_surv.gonenC, mlr_measures_surv.grafSE, mlr_measures_surv.graf, mlr_measures_surv.harrellC, mlr_measures_surv.hung_auc, mlr_measures_surv.intloglossSE, mlr_measures_surv.intlogloss, mlr_measures_surv.loglossSE, mlr_measures_surv.logloss, mlr_measures_surv.maeSE, mlr_measures_surv.mae, mlr_measures_surv.mseSE, mlr_measures_surv.mse, mlr_measures_surv.nagelk_r2, mlr_measures_surv.oquigley_r2, mlr_measures_surv.rmseSE, mlr_measures_surv.rmse, mlr_measures_surv.schmid, mlr_measures_surv.song_auc, mlr_measures_surv.song_tnr, mlr_measures_surv.song_tpr, mlr_measures_surv.unoC, mlr_measures_surv.uno_auc, mlr_measures_surv.uno_tnr, mlr_measures_surv.uno_tpr, mlr_measures_surv.xu_r2

Other calibration survival measures: mlr_measures_surv.calib_beta

Other distr survival measures: mlr_measures_surv.grafSE, mlr_measures_surv.graf, mlr_measures_surv.intloglossSE, mlr_measures_surv.intlogloss, mlr_measures_surv.loglossSE, mlr_measures_surv.logloss, mlr_measures_surv.schmid