Standard Error of Root Mean Squared Error Survival Measure

Description

Calculates the standard error of MeasureSurvRMSE.

The standard error of the RMSE, L, is approximated via first order approximation by

sd(RMSE) = Var(√(MSE))

Censored observations in the test set are ignored.

Dictionary

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

MeasureSurvRMSESE$new()
mlr_measures$get("surv.rmseSE")
msr("surv.rmseSE")

Meta Information

• Type: "surv"

• Range: [0, Inf)

• Minimize: TRUE

• Required prediction: response

Super classes

mlr3::Measure -> mlr3proba::MeasureSurv -> MeasureSurvRMSESE

Methods

Public methods

• MeasureSurvRMSESE$new()

• MeasureSurvRMSESE$clone()

Method new()

Creates a new instance of this R6 class.

Usage

MeasureSurvRMSESE$new()

Method clone()

The objects of this class are cloneable with this method.

Usage

MeasureSurvRMSESE$clone(deep = FALSE)

Arguments

See Also

Other survival measures: mlr_measures_surv.beggC, mlr_measures_surv.calib_alpha, 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.logloss_se, 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.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 response survival measures: mlr_measures_surv.maeSE, mlr_measures_surv.mae, mlr_measures_surv.mseSE, mlr_measures_surv.mse, mlr_measures_surv.rmse