R: Van Houwelingen's Alpha Survival Measure

mlr_measures_surv.calib_alpha {mlr3proba} | R Documentation

## 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()`

#### Method `new()`

Creates a new instance of this R6 class.

##### Usage

    MeasureSurvCalibrationAlpha$new()

#### 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.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.schmid`

[Package mlr3proba version 0.4.3 Index]