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Xu and O'Quigley's R2 Survival Measure

Source: R/MeasureSurvXuR2.R
mlr_measures_surv.xu_r2.Rd

Calls survAUC::XO().

Assumes Cox PH model specification.

Details

All measures implemented from survAUC should be used with care, we are aware of problems in implementation that sometimes cause fatal errors in R. In future updates some of these measures may be re-written and implemented directly in mlr3proba.

Dictionary

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

MeasureSurvXuR2$new()
mlr_measures$get("surv.xu_r2")
msr("surv.xu_r2")

Parameters

Empty ParamSet

Meta Information

  • Type: "surv"

  • Range: \([0, 1]\)

  • Minimize: FALSE

  • Required prediction: lp

References

Xu R, O'Quigley J (1999). “A R2 type measure of dependence for proportional hazards models.” Journal of Nonparametric Statistics, 12(1), 83–107. doi:10.1080/10485259908832799 .

See also

Other survival measures: mlr_measures_surv.calib_alpha, mlr_measures_surv.calib_beta, mlr_measures_surv.calib_index, 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.rcll, 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

Other R2 survival measures: mlr_measures_surv.nagelk_r2, mlr_measures_surv.oquigley_r2

Other lp survival measures: mlr_measures_surv.calib_beta, mlr_measures_surv.chambless_auc, mlr_measures_surv.hung_auc, mlr_measures_surv.nagelk_r2, mlr_measures_surv.oquigley_r2, 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

Super classes

mlr3::Measure -> mlr3proba::MeasureSurv -> MeasureSurvXuR2

Methods

Public methods

Inherited methods

Method new()

Creates a new instance of this R6 class.

Usage

MeasureSurvXuR2$new()

Method clone()

The objects of this class are cloneable with this method.

Usage

MeasureSurvXuR2$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.