Calculates the standard error of MeasureSurvRMSE.

The standard error of the RMSE, L, is approximated via first order approximation by $$sd(RMSE) = Var(\sqrt{MSE})$$

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: \([0, \infty)\)

  • Minimize: TRUE

  • Required prediction: response

See also

Super classes

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

Methods

Public methods

Inherited methods

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.