Calculates the standard error of MeasureSurvMSE.

The standard error of the MSE, L, is approximated via $$se(L) = sd(L)/\sqrt{N}$$

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():

MeasureSurvMSESE$new()
mlr_measures$get("surv.mseSE")
msr("surv.mseSE")

Meta Information

  • Type: "surv"

  • Range: \([0, \infty)\)

  • Minimize: TRUE

  • Required prediction: response

See also

Super classes

mlr3::Measure -> mlr3proba::MeasureSurv -> MeasureSurvMSESE

Methods

Public methods

Inherited methods

Method new()

Creates a new instance of this R6 class.

Usage

MeasureSurvMSESE$new()


Method clone()

The objects of this class are cloneable with this method.

Usage

MeasureSurvMSESE$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.