mlr_measures_surv.calib_beta: Van Houwelingen's Calibration Beta Survival Measure

In mlr-org/mlr3proba: Probabilistic Supervised Learning for 'mlr3'

Van Houwelingen's Calibration Beta Survival Measure

Description

This calibration method fits the predicted linear predictor from a Cox PH model as the only predictor in a new Cox PH model with the test data as the response.

h(t|x) = h_0(t)exp(\beta \times lp)

where lp is the predicted linear predictor on the test data.

The model is well calibrated if the estimated \hat{\beta} coefficient (returned score) is equal to 1.

Note: Assumes fitted model is Cox PH (i.e. has an lp prediction type).

Dictionary

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

MeasureSurvCalibrationBeta$new()
mlr_measures$get("surv.calib_beta")
msr("surv.calib_beta")

Parameters

Id	Type	Default	Levels
se	logical	FALSE	TRUE, FALSE
method	character	ratio	ratio, diff

Meta Information

• Type: "surv"

• Range: (-\infty, \infty)

• Minimize: FALSE

• Required prediction: lp

Parameter details

• se (logical(1))
  If TRUE then return standard error of the measure which is the standard error of the estimated coefficient se_{\hat{\beta}} from the Cox PH model. If FALSE (default) then returns the estimated coefficient \hat{\beta}.

• method (character(1))
  Returns \hat{\beta} if equal to ratio (default) and |1-\hat{\beta}| if diff. With diff, the output score can be minimized and for example be used for tuning purposes. This parameter takes effect only if se is FALSE.

Super classes

mlr3::Measure -> mlr3proba::MeasureSurv -> MeasureSurvCalibrationBeta

Methods

Public methods

• MeasureSurvCalibrationBeta$new()

• MeasureSurvCalibrationBeta$clone()

Inherited methods

• mlr3::Measure$aggregate()
• mlr3::Measure$format()
• mlr3::Measure$help()
• mlr3::Measure$print()
• mlr3::Measure$score()

---

Method new()

Creates a new instance of this R6 class.

Usage

MeasureSurvCalibrationBeta$new(method = "ratio")

Arguments

method

defines which output score to return, see "Parameter details" section.

---

Method clone()

The objects of this class are cloneable with this method.

Usage

MeasureSurvCalibrationBeta$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. \Sexpr[results=rd]{tools:::Rd_expr_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_alpha, mlr_measures_surv.calib_index, 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_alpha, mlr_measures_surv.calib_index, mlr_measures_surv.dcalib

Other lp survival measures: mlr_measures_surv.chambless_auc, mlr_measures_surv.hung_auc, mlr_measures_surv.nagelk_r2, mlr_measures_surv.oquigley_r2, 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

mlr-org/mlr3proba documentation built on April 12, 2025, 4:38 p.m.