MCC: Matthews correlation coefficient

In measures: Performance Measures for Statistical Learning

Description

Defined as (tp * tn - fp * fn) / sqrt((tp + fp) * (tp + fn) * (tn + fp) * (tn + fn)), denominator set to 1 if 0.

Usage

MCC(truth, response, negative, positive)

Arguments

truth	vector of true values
response	vector of predicted 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
MCC(truth, response, negative, positive)

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