I'm looking for a python/sklearn/lifelines/whatever implementation of Harrell's c-index
(concordance index), which is mentioned in random survival forests.
The C-index is calculated using the following steps:
Ti=Tj
unless at least one is a death. Let Permissible
denote the total number of permissible pairs.Ti
and Tj
are not equal, count 1 if the shorter survival
time has worse predicted outcome; count 0.5 if predicted outcomes are tied. For each permissible pair, where Ti=Tj
and both are deaths, count 1 if predicted outcomes are tied; otherwise, count 0.5. For each permissible
pair where Ti=Tj
, but not both are deaths, count 1 if the death has
worse predicted outcome; otherwise, count 0.5. Let Concordance denote
the sum over all permissible pairs.C
, is defined by C=Concordance/Permissible
.Note: nltk
has a ConcordanceIndex
method with a different meaning :(
LifeLines package now has this implemented c-index, or concordance-index