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uriahf / rtichoke

rtichoke - interactive visualizations for performance of predictive models
https://uriahf.github.io/rtichoke/
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Add information about concordance-index #104

Open uriahf opened 1 year ago

uriahf commented 1 year ago

The point is to make the auroc / concordance-index transparent:

Instead of just auroc = c-index (auroc): concordant-pairs / pairs = sum(p(event) > p(nonevent)) / n_events * n_nonevents

events: non-events: concordant-pairs: sum(p_hat(event) > p_hat(nonevent)) disconcordant-pairs: sum(p_hat(event) < p_hat(nonevent)) usable-pairs: events * nonevents

c-index: concordant-pairs / usable-pairs

uriahf commented 1 year ago

time-to-event:

Harell:

events: non-events: censored: concordant-pairs: sum(p_hat(event) > p_hat(nonevent)) + sum(p_hat(event before censored) > p_hat(censored)) disconcordant-pairs: sum(p_hat(event) < p_hat(nonevent)) + sum(p_hat(event before censored) < p_hat(censored)) usable-pairs: events nonevents + eventscensored_before_events

c-index: concordant-pairs / usable-pairs

Uno: *