score_dw: Durbin-Watson Score

In auditor: Model Audit - Verification, Validation, and Error Analysis

Description

Score based on Durbin-Watson test statistic. The score value is helpful in comparing models. It is worth pointing out that results of tests like p-value makes sense only when the test assumptions are satisfied. Otherwise test statistic may be considered as a score.

Usage

score_dw(object, variable = NULL, data = NULL, y = NULL, ...)

scoreDW(object, variable = NULL)

Arguments

object	An object of class explainer created with function explain from the DALEX package.
variable	Name of model variable to order residuals.
data	New data that will be used to calculate the score. Pass NULL if you want to use data from object.
y	New y parameter will be used to calculate score.
...	Other arguments dependent on the type of score.

Value

An object of class auditor_score.

Examples

dragons <- DALEX::dragons[1:100, ]

# fit a model
model_lm <- lm(life_length ~ ., data = dragons)

lm_audit <- audit(model_lm, data = dragons, y = dragons$life_length)

# calculate score
score_dw(lm_audit)

auditor documentation built on July 27, 2021, 1:08 a.m.