# Fit_Statistics

The following table explains each of the fit statistics included in this package’s `get_fit_stats`. The “better_direction” column indicates how to compare the statistic across models. “Higher” means that the model with the higher statistic has better fit (such as iAUC), and “Lower” means the opposite.

statistic | source_package | better_direction | notes
--- | --- | --- | ---
Harrel.C.Index | survival::concordance | Higher | survival’s native concordance function with default time weights provides Harrel’s C Statistic.
Uno.C.Index | survival::concordance | Higher | survival’s native concordance function, using Uno’s weight’s.
iAUC | survAUC::AUC.uno | Higher | Integrated AUC across the observed times in the sample data.
iAUC.IQR | survAUC::AUC.uno | Higher | Integrated AUC across the every possible time in the IQR. If the IQR is (10, 40) then this is the iAUC across times 10, 11, 12… 40.
iAUC.Q10.Q90 | survAUC::AUC.uno | Higher | Integrated AUC across the every possible time between the 10% Quantile and the 90% Quantile.
iAUC.Full | survAUC::AUC.uno | Higher | Integrated AUC across every possible time point from 1 to the longest observed time.
AUC.Median | survAUC::AUC.uno | Higher | AUC calculated at the median sample time.
AUC.Mean | survAUC::AUC.uno | Higher | AUC calculated at the mean sample time.
C.Index | SurvMetrics::Cindex | Higher | C Index calculated using a different package. Often supplies a slightly different value than the survival function.
MAE | SurvMetrics::MAE | Lower | Mean Absolute Error via the SurvMetrics package. Average of the differences between predicted and actual observation times. Ignores censored values.
IAE | SurvMetrics::IAEISE | Lower | Integrated Absolute Error using the times in the sample data.
ISE | SurvMetrics::IAEISE | Lower | Integrated Squared Error using the times in the sample data.
IAE.IQR | SurvMetrics::IAEISE | Lower | Integrated Absolute Error using each possible time within the IQR.
ISE.IQR | SurvMetrics::IAEISE | Lower | Integrated Squared Error using each possible time within the IQR.
IAE.Q10.Q90 | SurvMetrics::IAEISE | Lower | Integrated Absolute Error using each possible time between the 10% and 90% quantiles.
ISE.Q10.Q90 | SurvMetrics::IAEISE | Lower | Integrated Squared Error using each possible time between the 10% and 90% quantiles.
IAE.Full | SurvMetrics::IAEISE | Lower | Integrated Absolute Error using the every possible time from 1 to the longest observed time.
ISE.Full | SurvMetrics::IAEISE | Lower | Integrated Squared Error using the every possible time from 1 to the longest observed time.
Brier.Median | SurvMetrics::Brier | Lower | Brier Score at median time.
Brier.Mean | SurvMetrics::Brier | Lower | Brier Score at mean time.
IBS | SurvMetrics::IBS | Lower | Integrated Brier Score using the observed sample times.
IBS.Full | SurvMetrics::IBS | Lower | Integrated Brier Score using all possible times from 1 to the longest observed time.