mlr_measures_surv.calib_alpha: Van Houwelingen's Alpha Survival Measure

In mlr3proba: Probabilistic Supervised Learning for 'mlr3'

Van Houwelingen's Alpha Survival Measure

Description

This calibration method is defined by estimating

α = ∑ δ_i / ∑ H_i(t_i)

where δ 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/√{∑ δ_i})

The model is well calibrated if the estimated α 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: (-Inf, Inf)

• Minimize: FALSE

• Required prediction: distr

Super classes

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

Methods

Public methods

• MeasureSurvCalibrationAlpha$new()

• MeasureSurvCalibrationAlpha$clone()

Inherited methods

• mlr3::Measure$aggregate()

• mlr3::Measure$format()

• mlr3::Measure$help()

• mlr3::Measure$score()

• mlr3proba::MeasureSurv$print()

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Method new()

Creates a new instance of this R6 class.

Usage

MeasureSurvCalibrationAlpha$new()

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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

Van Houwelingen, C. H (2000). “Validation, calibration, revision and combination of prognostic survival models.” Statistics in Medicine, 19(24), 3401–3415. doi: 10.1002/1097-0258(20001230)19:24<3401::AID-SIM554>3.0.CO;2-2.

See Also

Other survival measures: mlr_measures_surv.calib_beta, mlr_measures_surv.chambless_auc, mlr_measures_surv.cindex, mlr_measures_surv.dcalib, mlr_measures_surv.graf, mlr_measures_surv.hung_auc, mlr_measures_surv.intlogloss, mlr_measures_surv.logloss, mlr_measures_surv.mae, mlr_measures_surv.mse, mlr_measures_surv.nagelk_r2, mlr_measures_surv.oquigley_r2, mlr_measures_surv.rcll, 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.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, mlr_measures_surv.dcalib

Other distr survival measures: mlr_measures_surv.dcalib, mlr_measures_surv.graf, mlr_measures_surv.intlogloss, mlr_measures_surv.logloss, mlr_measures_surv.rcll, mlr_measures_surv.schmid

mlr3proba documentation built on April 25, 2022, 5:07 p.m.