Hello, I'm implementing de concordance index measure (<http://biomet.oxfordjournals.org/content/92/4/965.abstract>) to compare a regression model with tru labels, and I attempted to do a loop based implementation that is currently very slow (see below). Does anybody know a good implementation of this measure, or how to optimize this code?
Thanks in advance
CODE:
function [ci] = acan_concordance_index(targets, predicts)
[~,i] = sort(targets,'descend');
predicts = predicts(i);
n = length(targets);
total = 0;
norm_z = 0;
for j=1:n
for k=j:n
if j ~= k
h = step_function(predicts(j) - predicts(k));
total = total + h;
norm_z = norm_z + 1;
end
end
end
ci = total / norm_z;
end
function h = step_function(diff)
if diff > 0
h = 1;
elseif diff == 0
h = 0.5;
else
h = 0;
end
end
