ipeval - Interventional Prediction Evaluation
Provides methods to evaluate predictive performance of
models that estimate risks under hypothetical intervention
scenarios (interventional/causal/counterfactual predictions)
with observational data subject to treatment-outcome
confounding. Inverse probability of treatment weighting (IPTW)
is used to construct a pseudopopulation in which all
individuals receive a specified intervention, enabling
assessment of agreement between predicted risks under the
intervention and observed outcomes in the pseudo-population
corresponding to that intervention. Package supports binary and
time-to-event outcomes under binary interventions made at a
single time point. Performance measures supported are AUC (Area
Under the receiving operating characteristic Curve), Brier
score, observed-expected ratio, and calibration plots. Methods
implemented in this package are based on work by Keogh and Van
Geloven (2024) <DOI:10.1097/EDE.0000000000001713>.