BrierScaled: Brier scaled

In measures: Performance Measures for Statistical Learning

Description

Brier score scaled to [0,1], see http://www.ncbi.nlm.nih.gov/pmc/articles/PMC3575184/.

Usage

BrierScaled(probabilities, truth, negative, positive)

Arguments

probabilities	[numeric] vector of predicted probabilities
truth	vector of true values
negative	negative class
positive	positive class

Examples

n = 20
set.seed(125)
truth = as.factor(sample(c(1,0), n, replace = TRUE))
probabilities = runif(n)
response = as.factor(as.numeric(probabilities > 0.5))
positive = 1
negative = 0
BrierScaled(probabilities, truth, negative, positive)

Example output

[1] -0.7223932

measures documentation built on Jan. 19, 2021, 5:08 p.m.