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update note for RCLL
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bblodfon committed Aug 19, 2024
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2 changes: 1 addition & 1 deletion R/MeasureSurvRCLL.R
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#' RCLL is proper given that censoring and survival distribution are independent, see Rindt et al. (2022).
#'
#' **Note**: Even though RCLL is a proper scoring rule, the calculation of \eqn{f(t)} (which in our case is discrete, i.e. it is a *probability mass function*) for time points in the test set that don't exist in the predicted survival matrix (`distr`), results in 0 values, which are substituted by `"eps"` in our implementation, therefore skewing the result towards \eqn{-log(eps)}.
#' This is the intractable likelihood problem discussed in Rindt et al. (2022), where the authors perform interpolation to get non-zero values for the \eqn{f(t)}.
#' This problem is also discussed in Rindt et al. (2022), where the authors perform interpolation to get non-zero values for the \eqn{f(t)}.
#' Until this is handled in `mlr3proba` some way, we advise against using this measure for model evaluation.
#'
#' @section Parameter details:
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2 changes: 1 addition & 1 deletion man/mlr_measures_surv.rcll.Rd

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