R: Standard Error of Root Mean Squared Error Survival Measure

mlr_measures_surv.rmseSE {mlr3proba} | R Documentation

## 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()`

Inherited methods

- `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

    MeasureSurvRMSESE$new()

#### Method `clone()`

The objects of this class are cloneable with this method.

##### Usage

    MeasureSurvRMSESE$clone(deep = FALSE)

##### Arguments

`deep`

  Whether to make a deep clone.

### 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`

[Package mlr3proba version 0.3.2 Index]